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Normal probability plots with confidence

Research output: Contribution to journalJournal articlepeer-review

  • Wanpen Chantarangsi
  • Wei Liu
  • Frank Bretz
  • Seksan Kiatsupaibul
  • Anthony Hayter
  • Fang Wan
<mark>Journal publication date</mark>01/2015
<mark>Journal</mark>Biometrical Journal
Issue number1
Number of pages12
Pages (from-to)52-53
Publication StatusPublished
Early online date21/10/14
<mark>Original language</mark>English


Normal probability plots are widely used as a statistical tool for assessing whether an observed simple random sample is drawn from a normally distributed population. The users, however, have to judge subjectively, if no objective rule is provided, whether the plotted points fall close to a straight line. In this paper, we focus on how a normal probability plot can be augmented by intervals for all the points so that, if the population distribution is normal, then all the points should fall into the corresponding intervals simultaneously with probability inline image. These simultaneous inline image probability intervals provide therefore an objective mean to judge whether the plotted points fall close to the straight line: the plotted points fall close to the straight line if and only if all the points fall into the corresponding intervals. The powers of several normal probability plot based (graphical) tests and the most popular nongraphical Anderson-Darling and Shapiro-Wilk tests are compared by simulation. Based on this comparison, recommendations are given in Section 3 on which graphical tests should be used in what circumstances. An example is provided to illustrate the methods.