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Anyone know a good explanation of the QQ-plot algorithm?

http://www.biostat.au.dk/teaching/basicbiostat/F2014/qq-plot.pdf, p.2.
has the only one I've found and it's a bit unclear to me (particularly the percentiles and quantiles).

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  • $\begingroup$ That source describes a particular quantile-quantile plot, namely observed quantiles versus those expected in a corresponding normal distribution. It has many other names, including normal probability plot. Quantile-quantile plots are a much more general idea, including plotting against other expected quantiles and observed quantiles in another group. The 1968 article by Wilk and Gnanadesikan remains one of the best accounts: stats.stackexchange.com/questions/192060/… $\endgroup$ – Nick Cox Mar 1 '16 at 0:25
  • $\begingroup$ Some good references in stats.stackexchange.com/questions/64026/… $\endgroup$ – Nick Cox Mar 1 '16 at 0:28

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