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P–P plot
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P–P plot : ウィキペディア英語版
P–P plot

In statistics, a P–P plot (probability–probability plot or percent–percent plot) is a probability plot for assessing how closely two data sets agree, which plots the two cumulative distribution functions against each other.
The Q–Q plot is more widely used, but they are both referred to as "the" probability plot, and are potentially confused.
== Definition ==
A P–P plot plots two cumulative distribution functions (cdfs) against each other:〔(Nonparametric statistical inference ) by Jean Dickinson Gibbons, Subhabrata Chakraborti, 4th Edition, CRC Press, 2003, ISBN 978-0-8247-4052-8, (p. 145 )〕
given two probability distributions, with cdfs "''F''" and "''G''", it plots (F(z),G(z)) as ''z'' ranges from -\infty to \infty. As a cdf has range (), the domain of this parametric graph is (-\infty,\infty) and the range is the unit square ()\times ().
Thus for input ''z'' the output is the pair of numbers giving what ''percentage'' of ''f'' and what ''percentage'' of ''g'' fall at or below ''z.''
The comparison line is the 45° line from (0,0) to (1,1) – the distributions are equal if and only if the plot falls on this line – any deviation indicates a difference between the distributions.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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