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To calculate norm(x(i)) for the Probability plot, use a Normal Distribution Table. The quantity x(i) represents the % probability of a point occurring. To calculate this probability:

x(i) = 100 * P(i)

P(i) = (i – 0.5) / n

i = position of point in sorted (ascending sort) data set. It takes on a value between 1 and n.

n = number of data points in the set.

Once you know P(i), you can calculate norm(P(i)) if you have a normal distribution table (available in Statistics and Math CRC books).

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Posted in: Stat Plots