Probability plots based on Student's t-distribution.
The validity of the normal distribution as an error model is commonly tested with a (half) normal probability plot. Real data often contain outliers. The use of t-distributions in a probability plot to model such data more realistically is described. It is shown how a suitable value of the parameter nu of the t-distribution can be determined from the data. The results suggest that even data that seem to be modeled well using a normal distribution can be better modeled using a t-distribution.
Hooft
Rob W W
RW
Bruker AXS, PO Box 811, 2600 AV Delft, The Netherlands. rob@hooft.net
Straver
Leo H
LH
Spek
Anthony L
AL
D008962:Models, Theoretical; D016011:Normal Distribution; D011336:Probability; D016008:Statistical Distributions