Even though I read my lecture notes and PP-plots vs. QQ-plots carefully, I'm still confused.

So Probability plot is a plot of samples vs theoretical quantiles. There we can find a or some parameters when there is some 'linear' relationship.

And QQ plot is a plot of sample1 vs sample2, and sample2 can be replaced by theoretical one.

So QQ plot is a larger concept which includes Probability plot.

This is what I thought, but https://en.wikipedia.org/wiki/P%E2%80%93P_plot says that Probability plot also means the plot between two empirical datasets. And it states that these two can be confused.

So what are these???

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    $\begingroup$ Probability plot is the oldest term here and one that survives and even thrives. Even in the definitive 1968 paper by Wilk and Gnanadesikan jstor.org/stable/2334448 the title and much of the discussion perpetuate a wide sense of the term. But strictly Q-Q plots plot quantiles versus quantiles and probability is not explicit. I'd summarize usage as (a) probability plot is a broad term which covers all these cases and some more; (b) Q-Q plots is a strict term and implies quantiles on both axes with probability implicit (c) P-P plots is another strict term and the opposite of (b). $\endgroup$ – Nick Cox Jun 30 '17 at 16:52
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    $\begingroup$ Thanks for the great and clear summary! The opposite of (b) at the last part means not quantile but probability, right? $\endgroup$ – HyeonPhil Youn Jun 30 '17 at 17:16
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    $\begingroup$ Yes, P-P plots have probabilities on both axes and quantiles are implicit. $\endgroup$ – Nick Cox Jun 30 '17 at 17:18

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