Normal Distribution for Quantile-Quantile Plots

The Normal distribution function is determined by the following formula:

f(x) = [1/{(2p)1/2 * s}] * e^[-1/2*{(x-m)/s}2]

-∞ < x < ∞

where

m

is the mean

s

is the standard deviation

e

is the base of the natural logarithm, sometimes called Euler's e (2.71...)

p

is the constant Pi (3.14...)

The standardized normal distribution function is used to determine the best fitting distribution.

In general, if the points in the Q-Q plot form a straight line, then the respective family of distributions (Normal distribution) provides a good fit to the data; in that case, the intercept and slope of the fitted line can be interpreted as graphical estimates of the mean (m) and standard deviation (s) parameters, respectively.