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What does mean by the "the cumulative frequency in the form of probits" (see diagram)? How to use this methodology when one has only the Ratio and group information. I wonder how to compute these probits for the cumulative frequencies (preferably in R). Thanks in advance for your help and time.

enter image description here

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Could you explain what you mean by "Ratio and group information"? – whuber May 3 '12 at 16:24
Thanks @whuber for your notice. I have the values of Nicotine-G/Nicotine (Ratio) and a group variable which characterize weather the previous ratio belong to White or Black. – MYaseen208 May 3 '12 at 16:32

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up vote 3 down vote accepted

This is a lognormal probability plot labeled with percentages rather than lognormal quantiles.

Specifically, let the ordered data be written $x_1 \le x_2 \le \cdots \le x_n$ and let $\Phi$ be the standard Normal cumulative distribution function. Form a parallel sequence of plotting points corresponding to percentages of the data; a convenient and simple rule is to associate $p_i = \frac{i-1/2}{n}$ with $x_i$. Make a scatterplot of these data via the ordered pairs

$$\left(\log(x_i), \Phi^{-1}(p_i)\right)$$

Label the x-axis with the values of the $x_i$ (not their logarithms) and label the y-axis with the values of the $p_i$ (not their Normal quantiles).

In R, qqnorm almost accomplishes all of this, except it labels the y-axis with the Normal quantiles. You can supply custom labels if you like:

x <- exp(rnorm(500))           # Sample data
qqnorm(x, datax=TRUE, log="x") # Probability plot with a logarithmic data axis
percents <- c(0.001, 0.025, 0.165, 0.500, 0.835, 0.975, 0.999)
mtext(as.character(percents), side=4, at=qnorm(percents), cex=0.8)

Normal Q-Q Plot

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Thanks for your help and time. Would you mind to guide me how to make two qqnorm plots for different groups on the same plot. Thanks – MYaseen208 May 3 '12 at 18:08
To get the most control over your plots, calculate the $p_i$ and $\Phi^{-1}(p_i)$ yourself, then use plot and points to overlay as many such sets as you like. – whuber May 3 '12 at 20:05

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