Q-Q PLOTS FOR NORMAL DATA WITH GENERAL MEAN AND SCALE
Our previous discussion of q-q plots for normal data all assumed that our data were standardized. One approach to constructing q-q plots is to first standardize the data and then proceed as described previously. An alternative is to construct the plot directly from raw data.
In this section, we present a general approach for data that are not standardized. Why did we standardize the data in Figure 12? The q-q plot is comprised of the n points
If the original data {zi} are normal, but have an arbitrary mean μ and standard deviation σ, then the line y = x will not match the expected theoretical quantiles. Clearly, the linear transformation
μ + σ ξq
would provide the qth theoretical quantile on the transformed scale. In practice, with a new data set
{x1,x2,...,xn} ,
the normal q-q plot would consist of the n points
Instead of plotting the line y = x as a reference line, the line
y = M + s • x
should be composed, where M and s are the sample moments (mean and standard deviation) corresponding to the theoretical moments μ and σ. Alternatively, if the data are standardized, then the line y = x would be appropriate, since now the sample mean would be 0 and the sample standard deviation would be 1.