An introduction to normal quantile-quantile (QQ) plots (a graphical method for assessing whether a set of observations is approximately normally distributed).

I discuss the motivation for the plot, the construction of the plot, then look at several examples.

In the examples I look at what a normal quantile-quantile plot looks like when sampling from various other distributions. I then illustrate what normal QQ plots look like when sampling from a normal distribution by simulating several samples, for two different sample sizes.