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An objective look at obtaining the plotting positions for QQ-plots
Authors:Reza Hosseini  Akimichi Takemura
Institution:1. IBM Research Collaboratory, Singapore, Singaporereza1317@gmail.com;3. Department of Mathematical Informatics, Graduate School of Information Science and Technology, University of Tokyo, Bunkyo, Tokyo, Japan
Abstract:ABSTRACT

Choosing the plotting positions for the QQ-plot has been a subject of much debate in the statistical and engineering literature. This paper looks at this problem objectively by considering three frameworks: distribution-theoretic; decision-theoretic; game-theoretic. In each framework, we derive the plotting positions and show that there are more than one legitimate solution depending on the practitioner’s objective. This work clarifies the choice of the plotting positions by allowing one to easily find the mathematical equivalent of their view and choose the corresponding solution. This work also discusses approximations to the plotting positions when no closed form is available.
Keywords:Distribution-free  Invariant  Loss function  Plotting position  QQ-plot  
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