QQ Plot

A QQ plot is a graphical tool used for testing the normality of a distribution. The plot compares the quantiles from the distribution being tested against the quantiles of a known normal distribution. If the data being tested closely follows the diagonal line in the plot, it is likely to be normally distributed.

To create a QQ plot, follow these steps:
1. Collect data points to be tested for normality.
2. Calculate the z-scores (number of standard deviations from mean) for each data point.
3. Sort the z-scores from smallest to largest.
4. Calculate the theoretical quantiles (z-scores) for a normal distribution with mean 0 and standard deviation of 1.
5. Plot each data point's z-score against its corresponding theoretical quantile.

The resulting plot will show an initial diagonal line representing perfect normality. A deviation from this line suggests that the distribution being tested is not normal. The QQ plot is commonly used in fields such as finance, engineering, and biology to evaluate normality assumptions for statistical analysis.