Probability plots are a tool for assessing whether the observed data follow a particular distribution.

*Example of a probability plot for a Beta distribution*

In short, if all data points in a probability plot fall on an approximate straight line, then you may assume that the data fit to the distribution. In the figure above, for instance, all points seem to fall on a straight line in a Beta probability plot. As a result, we may assume that these data points come from a Beta distribution.

The following R code constructs probability plots. Continue reading R code for constructing probability plots