Probability Plotting Methods and Order Statistics

V. Barnett

Journal of the Royal Statistical Society Series C, 1975, vol. 24, issue 1, 95-108

Abstract: Graphical methods of assessing the validity of a probability model, and of estimating location and scale parameters, have been widely applied over many years. A variety of different prescriptions have been advanced for the “plotting positions” : that is, for the set of values at which the ordered observations in a sample should be plotted. The more formal proposals vary with the form of the probability model and reflect the function of the enquiry: whether it is predominantly one of model validation or parameter estimation. A closer tie‐up of the estimation problem with known properties of order statistics estimators produces an economic recovery of earlier results on probability plotting estimators, some new results in this area, and some general observations on biased order statistics estimators with minimum mean square error.

Date: 1975
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