The UNIVARIATE Procedure

Estimating Location and Scale Parameters Using Q-Q Plots

If you specify location and scale parameters for a distribution in a PROBPLOT or QQPLOT statement (or if you request estimates for these parameters), a diagonal distribution reference line is displayed on the plot. (An exception is the two-parameter Weibull distribution, for which a line is displayed when you specify or estimate the scale and shape parameters.) Agreement between this line and the point pattern indicates that the distribution with these parameters is a good fit.

When the point pattern on a Q-Q plot is linear, its intercept and slope provide estimates of the location and scale parameters. (An exception to this rule is the two-parameter Weibull distribution, for which the intercept and slope are related to the scale and shape parameters.)

Table 35 shows how the specified parameters determine the intercept and slope of the line. The intercept and slope are based on the quantile scale for the horizontal axis, which is used in Q-Q plots.

Table 35: Intercept and Slope of Distribution Reference Line

Parameters Linear Pattern
Distribution Location Scale Shape Intercept Slope
Beta theta sigma alpha , beta theta sigma
Exponential theta sigma theta sigma
Gamma theta sigma alpha theta sigma
Gumbel mu sigma mu sigma
Lognormal theta zeta sigma theta exp left-parenthesis zeta right-parenthesis
Normal mu sigma mu sigma
Generalized Pareto theta sigma alpha theta sigma
Power Function theta sigma alpha theta sigma
Rayleigh theta sigma theta sigma
Weibull (3-parameter) theta sigma c theta sigma
Weibull (2-parameter) theta 0 (known) sigma c log left-parenthesis sigma right-parenthesis StartFraction 1 Over c EndFraction


For instance, specifying MU=3 and SIGMA=2 with the NORMAL option requests a line with intercept 3 and slope 2. Specifying SIGMA=1 and C=2 with the WEIBULL2 option requests a line with intercept log left-parenthesis 1 right-parenthesis equals 0 and slope one-half. On a probability plot with the LOGNORMAL and WEIBULL2 options, you can specify the slope directly with the SLOPE= option. That is, for the LOGNORMAL option, specifying THETA= theta 0 and SLOPE=exp left-parenthesis zeta 0 right-parenthesis displays the same line as specifying THETA= theta 0 and ZETA= zeta 0. For the WEIBULL2 option, specifying SIGMA= sigma 0 and SLOPE= StartFraction 1 Over c 0 EndFraction displays the same line as specifying SIGMA= sigma 0 and C= c 0.

Last updated: April 10, 2023