[R] QQ plotting of various distributions...

[Petar Milin]

Thanks all! I did not want to cause any trouble and, God forbid, 
offense. I thought, I asked a simple question to improve my 
understanding and R-skills.

It seems that there ain't single gospel truth about QQs. :-)

Thanks, again!
Best,
PM

Juliet Hannah wrote:
> I think it's helpful to show the sampling variability in a QQ plot
> under repeated
> sampling. An example is given
> in Venables, Ripley pg 86. The variance is higher at the tails. Even when the
> distributions are the same, the QQ plot does not have to resemble a straight
> line because of sampling. I don't think you can think of any one of these as the
> "correct" plot.
> 
> Also, if the two
> data sets have an equal number of points, the empirical qq plot is
> simply a plot of
> one sorted data set against the other. (Kundu, Statistical Computing, pg 42).
> 
> 
> On Sun, Sep 27, 2009 at 9:06 AM, Duncan Murdoch <murdoch at stats.uwo.ca> wrote:
>> Eric Thompson wrote:
>>> The supposed example of a Q-Q plot is most certainly not how to make a
>>> Q-Q plot. I don't even know where to start....
>>>
>>> First off, the two "Q:s in the title of the plot stand for "quantile",
>>> not "random". The "answer" supplied simply plots two sorted samples of
>>> a distribution against each other. While this may resemble the general
>>> shape of a QQ plot, that is where the similarities end.
>>>
>> The empirical quantiles of a sample are simply the sorted values. �You can
>> plot empirical quantiles of one sample versus some version of quantiles from
>> a distribution (what qqnorm does) or versus empirical quantiles of another
>> sample (what Sunil did). �The randomness in his demonstration did two
>> things: it generated some data, and it showed the variability of the plot
>> under repeated sampling.
>