Figure 11. q-q plots of normal data.
As before, a normal q-q plot can indicate departures from normality. The two most common examples are skewed data and data with heavy tails (large kurtosis). In Figure 12, we show normal q-q plots for a chi-squared (skewed) data set and a Student’s-t (kurtotic) data set, both of size n = 1000. The data were first standardized. The red line is again y = x. Notice, in particular, that the data from the t distribution follow the normal curve fairly closely until the last dozen or so points on each extreme.