1. Probability Plot Examples
Jake Blanchard
Spring 2008
Uncertainty Analysis for Engineers

2. Making Your Own Prob Plots
Sort data
Formulate CDF
Linearize distribution for CDF
Fit to straight line
Plot both
Uncertainty Analysis for Engineers

3. An Example (7.4 from text) Exponential Distribution Slope is 
Uncertainty Analysis for Engineers

4. Code data=[blah blah]; data=sort(data); n=numel(data); for i=1:n
plotcdf(i)=-log(1-i/n);
end
data=data(1:n-1);
plotcdf=plotcdf(1:n-1);
p=polyfit(data,plotcdf,1);
f=polyval(p,data);
plot(data,plotcdf,'x',data,f)
slope=p(1)
invslope=1/slope
Uncertainty Analysis for Engineers

5. Plot
Uncertainty Analysis for Engineers

6. Example 7.5 Gumbel Extreme Value Slope= Intercept= u
Uncertainty Analysis for Engineers

7. Code
data=[blah blah]; n=numel(data); for i=1:n plotcdf(i)=-log(-log(i/n)); end data=data(1:n-1); plotcdf=plotcdf(1:n-1); p=polyfit(data,plotcdf,1); f=polyval(p,data); plot(data,plotcdf,'x',data,f) slope=p(1)
Uncertainty Analysis for Engineers

8. Plot
Uncertainty Analysis for Engineers