Normal Probability Plot

A normal probability plot is a quantile-quantile plot that compares ordered observations with corresponding quantiles of a normal distribution. If are the order statistics, typical plotting points pair with

where is the standard normal quantile function and the constant specifies a plotting-position convention.

Data from a normal distribution should lie approximately on a line. Curvature, tail departures, and isolated points can indicate skewness, heavy or light tails, or outliers, but the visual judgment depends on sample size and should not be treated as a proof of normality.