topic Re: where to find the formula of confidence bands in normal quantile plot? in Discussions

where to find the formula of confidence bands in normal quantile plot?

acton — Sun, 11 Jun 2023 11:22:02 GMT

Hello everyone,

I am checking normality using normal quantile plot. But I got different plots from JMP and Minitab using the same data. The bands in JMP are wider than in Minitab. It seems that JMP and Minitab use different algorithm to calculate the confidence bands. Where can I find the details/formulas about normal quantile plot?

Thanks in advance

Re: where to find the formula of confidence bands in normal quantile plot?

Georg — Mon, 21 Feb 2022 15:43:58 GMT

Probably you can find additional information in the help:

Normal Quantile Plot (jmp.com)

it contains a reference to: Conover, W. J. (1980). Practical Nonparametric Statistics. New York: John Wiley & Sons.

Re: where to find the formula of confidence bands in normal quantile plot?

acton — Wed, 23 Feb 2022 19:45:43 GMT

Thank you, Georg!

JMP uses Lilliefors confidence bands in normal quantile plot. The construction of Lilliefors limits needs critical values for uniform quantiles and transformed back to normal. That's why the bands are pretty wide at both ends.

I hope JMP can allow to save the limits.