1.3.3.23.

Probability Plot Correlation Coefficient

Plot
Purpose: The probability plot correlation coefficient (PPCC) plot
Graphical (Filliben 1975) is a graphical technique for identifying
Technique for the shape parameter for a distributional family that best
Finding the describes the data set. This technique is appropriate for
Shape families, such as the Weibull, that are defined by a single
Parameter of shape parameter and location and scale parameters, and it is
a not appropriate for distributions, such as the normal, that are
Distributional defined only by location and scale parameters.
Family that
Best Fits a The PPCC plot is generated as follows. For a series of values
Data Set for the shape parameter, the correlation coefficient is
computed for the probability plot associated with a given
value of the shape parameter. These correlation coefficients
are plotted against their corresponding shape parameters. The
maximum correlation coefficient corresponds to the optimal
value of the shape parameter. For better precision, two
iterations of the PPCC plot can be generated; the first is for
finding the right neighborhood and the second is for fine
tuning the estimate.

The PPCC plot is used first to find a good value of the shape
parameter. The probability plot is then generated to find
estimates of the location and scale parameters and in addition
to provide a graphical assessment of the adequacy of the
distributional fit.

Compare In addition to finding a good choice for estimating the shape

Distributions parameter of a given distribution, the PPCC plot can be useful
in deciding which distributional family is most appropriate.
For example, given a set of reliabilty data, you might generate
PPCC plots for a Weibull, lognormal, gamma, and inverse
Gaussian distributions, and possibly others, on a single page.
This one page would show the best value for the shape
parameter for several distributions and would additionally
indicate which of these distributional families provides the
best fit (as measured by the maximum probability plot
correlation coefficient). That is, if the maximum PPCC value
for the Weibull is 0.99 and only 0.94 for the lognormal, then
we could reasonably conclude that the Weibull family is the
better choice.
Tukey- The Tukey Lambda PPCC plot, with shape parameter λ, is
Lambda particularly useful for symmetric distributions. It indicates
PPCC Plot whether a distribution is short or long tailed and it can further
for Symmetric indicate several common distributions. Specifically,
Distributions
1. λ = -1: distribution is approximately Cauchy
2. λ = 0: distribution is exactly logistic
3. λ = 0.14: distribution is approximately normal
4. λ = 0.5: distribution is U-shaped
5. λ = 1: distribution is exactly uniform

If the Tukey Lambda PPCC plot gives a maximum value near

0.14, we can reasonably conclude that the normal distribution
is a good model for the data. If the maximum value is less
than 0.14, a long-tailed distribution such as the double
exponential or logistic would be a better choice. If the
maximum value is near -1, this implies the selection of very
long-tailed distribution, such as the Cauchy. If the maximum
value is greater than 0.14, this implies a short-tailed
distribution such as the Beta or uniform.

The Tukey-Lambda PPCC plot is used to suggest an

appropriate distribution. You should follow-up with PPCC
and probability plots of the appropriate alternatives.