There is more than just the p value in a probability plot—the overall graphical pattern also provides a great deal of useful information. Probability plots are a powerful tool to better understand your data.

In this post, I intend to present the main principles of probability plots and focus on their visual interpretation using some real data.

In probability plots, the data density distribution is transformed into a linear plot. To do this, the cumulative density function (the so-called CDF, cumulating all probabilities below a given threshold) is used (see the graph below). For a normal...