# QQ Plot - drawn from a normal distribution?

I want to compare the distribution of the data from my model with normal distribution (since some previous works state that in comparison with normal dist. my data should have thicker tails). I decided to use QQ plot. Now, I am wondering whether I should compare it with normal distribution that has the same mean and same standard deviation as my data. Should I?

• How many observations do you have? The form of the qq-plot should not depend on standardization of the data, but that is the most practical way of computing it. So: standardize your data, and compare the qqplot to a standard normal distribution. You can also make a simulated envelope. See stats.stackexchange.com/questions/96553/… Commented May 4, 2015 at 17:50
• I have around 1,000 observations. The think is that I should compare non-standardized data (the non-standardized data are mentioned in all previous studies) Commented May 4, 2015 at 17:53
• So, make a qqplot against a normal distribution with same mean and variance. There are functions for plotting a simulated envelope in MASS. Commented May 4, 2015 at 17:55
• Thanks, @kjetilbhalvorsen. So I would make a mistake by doing that (making a QQ plot of the sample quantiles of my data versus theoretical quantiles from a normal distribution with the same mean and variance as in case of my data)? Commented May 4, 2015 at 18:06
• Possible duplicate of Interpreting QQplot - Is there any rule of thumb to decide for non-normality? Commented Apr 21, 2017 at 18:32

 opar <-  par(mfrow=c(1, 2), no.readonly=TRUE)