QQ Plot

A q-q plot is a scatter plot of the quantiles of the first data set against the quantiles of the second
data sets .The Q-Q plot, or quantile-quantile plot, is a graphical tool to help us assess :
 If two data sets come from populations with a common distribution.
 If two data sets have common location and scale
 If two data sets have similar distributional shapes
 If two data sets have similar tail behaviour.
A quantile is a fraction where certain values fall below that quantile. For example, imagine the
bell curve standard normal distribution, median is quantile where 50% of the data fall below that
point and 50% lie above it. If the two sets of quantile come from a population with the same
distribution, the points should see the points forming a line that is roughly straight.
The advantages of the q-q plot are:
 The sample sizes do not need to be equal.
 Many distributional aspects can be simultaneously tested. For example, shifts in location,
shifts in scale, changes in symmetry, and the presence of outliers can all be detected from
this plot. For example, if the two data sets come from populations whose distributions differ
only by a shift in location, the points should lie along a straight line that is displaced either
up or down from the reference line.
Q-Q plots take your sample data, sort it in ascending order, and then plot them versus quantiles
calculated from a theoretical distribution. The number of quantiles is selected to match the size
of your sample data. While Normal Q-Q Plots are the ones most often used in practice due to
so many statistical methods assuming normality, Q-Q Plots can actually be created for any
distribution.
In R, there are two functions to create Q-Q plots: qqnorm and qqplot, qqnorm creates a Normal
Q-Q plot, qqplot function used to create a Q-Q plot for any distribution.