What sort of normal probability plot is this?

I'd like to create a normal probability plot like the one below and was wondering if it has a particular name? I ask so that I can search for that name and find help on how to create a graph just like it.

I got this graph from a book I'm reading and the author says:

When more than 10% of the dots fall outside the blue, lines, there is reason to suspect the data is not normal.

This easy measure of non-normality is the reason I I'm interesting in finding out how to create this sort of normal probability plot - it seems easier than other approaches for readers to interpret because it provides something to quantify (as opposed to visual judgement of whether the data just looks normal).

• This seems rather arbitrary. Why is 9.9% OK? If you think normality testing is essentially useful, & want something to quantify, why not use a standard test for normality like the Shapiro-Wilk? Commented Sep 8, 2016 at 19:06

1 Answer

This is a Q-Q plot with confidence intervals. The plot you posted was created with Minitab, but you could create the same in R.

https://stackoverflow.com/questions/19316889/adding-confidence-intervals-to-a-qq-plot

• qq-plots compare quantiles. The Y axis is labeled "percent". I can't tell if this is a standard qq-plot with a different axis pasted on, or a non-standard plot. Commented Sep 8, 2016 at 21:03
• @gung it's a Q-Q plot with the y-values (approximately) as the expected quantiles for sampling from a standard normal $\Phi^{-1}(p)$ but labelled with the percentile ranks ($p$). That labelling makes it look like the old normal-probability-paper that sufficiently ancient statisticians may recall (from when such plots were made by hand rather than computer). The y-axis labels bothers me less than having the random variable on the x-axis; that makes me twitch. Commented Sep 9, 2016 at 0:16