Normal Q-Q Plot Explained

Normal QQ is used to check whether a variable is normally distributed or not. Have you ever wondered how does it work? What is theoretical quantile? This article will answer all these questions.

Before going further, let’s understand few terms.

What is Z-score?
“Z-score is defined as number of standard deviation away from the mean of a dataset”.

Standardisation / Standard Normal Distribution
Calculation of z-score of each data point is called “Standardisation” and its distribution plot is known as “Standard Normal Distribution”. So, this standardisation would give distribution with 0 mean and 1 standard deviation.

Normal Q-Q plot:
This plot is a graph between “Theoretical quantiles” and “Ordered Values”. Q-Q in normal Q-Q plot states “Quantile-Quantile” plot, it compares theoretical and actual quantiles.

In order to illustrate this further, I took random numbers between 100 and 600 and plotted — Normal QQ plot (Probability Plot).

Theoretical Quantiles:
This x-axis represents nothing but Z-values of standard normal distribution…