Quantile-Quantile plot for the generalised gamma distribution

In: Wiadomości statystyczne / Glówny Urza̜d Statystyczny, Polskie Towarzystwo Statystyczne: czasopismo Głównego Urze̜du Statystycznego i Polskiego Towarzystwa = ˜Theœ Polish statistician, Volume 63, Issue 11, p. 5-20

Abstract

The aim of the paper is to propose a new method of creating a Q-Q plot using the density function of order statistics as well as to compare it with the classical methods.The most popular distributions for statisticians are those flexible ones which have easily estimated parameters. In the pre-computer era Quantile-Quantile plot (Q-Q plot) can be constructed only for distributions of reversible cumulative distribution functions (CDF) such as the exponential distribution and the Weibull distribution. The CDF of generalised gamma distribution (GGD) is not only analytically irreversible, but also has no analytical form. However, at present, owing to advanced computer technology, this problem can be solved. The CDF of GGD can be inverted by using different computing environment, i.e. Microsoft Excel, Mathcad, R language.