You are on page 1of 4

Normal probability plot using Montgomery's table

2
1.5

z(j)

f(x) = 3.930146793x - 66.9775616458


R = 0.9733361199

0.5
0
16.6

16.7

16.8

16.9

17

-0.5
-1
-1.5
-2

y(j)

17.1

17.2

17.3

17.4

Without first & last points


1.500

z = NORMSINV

1.000

f(x) = 3.5391155591x - 60.3551919653


R = 0.9851798354

0.500

0.000
16.7

16.8

16.9

17

17.1

-0.500

-1.000

-1.500

17.2

17.3

17.4

W.R. Wilcox, Clarkson University. Last revised March 13, 2012.


Data illustrating creation of normal probability plot, which should be approximately a straight line for normally-distrib
First 4 rows are from the table in that material, fhe 5th is calcul
Montgomergy supplemental material for chapter 2
Here j is the observation number, after the data y are arranged in ascending order; n is the number of observations.
j
y (j)
(j 0.5)/10
z(j)
NORMSINV((j-0.5)/n)

1
16.62
0.05
-1.64
-1.645

2
16.75
0.15
-1.04
-1.036

3
16.87
0.25
-0.67
-0.674

4
16.98
0.35
-0.39
-0.385

5
17.02
0.45
-0.13
-0.126

6
17.08
0.55
0.13
0.126

7
17.12
0.65
0.39
0.385

Procedure for making a normal probability plot, equivalent to a plot on probability paper.
1. Tabulate the values, y, and put them in ascending order. Number them from j = 1 to n.
2. Calculate (j-0.5)/n
3. Calculate NORMSINV((j-0.5)/n)
4. Plot z = NORMSINV((j-0.5)/n) versus y. (See tab below.)
5. If desired, do a linear fit. Usually better without first and last points.
Note that the mean is approximately where this line crosses the horizontal axis

(-intercept/slope) and the standard deviation is approximately 1/(2 0.5slope).


From http://www.engineeredsoftware.com/nasa/pe_normal_pp.htm we see that the slope of the line fitting the normal
is 1/standard deviation and the intercept is - mean/standard deviation.
Thus from the plot of all Montgomery's data we get a standard deviation of 1/3.9301 = 0.254 and mean of 66.978/3.9301
These are close to what was obtained above.

straight line for normally-distributed data.


in that material, fhe 5th is calculated by Excel.
is the number of observations.
8
17.27
0.75
0.67
0.674

9
17.34
0.85
1.04
1.036

10 stan dev
17.37
0.248
0.95
0.303
1.64
0.988
1.645
0.989

mean
kurtosis
17.04
-0.75
0.5 skewness
0
-0.28
0

0.195 Standard deviation omitting first & last points

ope of the line fitting the normal probability plot


0.254 and mean of 66.978/3.9301 = 17.04

You might also like