Visualizing multiple quantile plots

M.A.A. Boon, J.H.J. Einmahl, I.W. McKeague

Research output: Book/ReportReportAcademic

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Abstract

Multiple quantile plots provide a powerful graphical method for comparing the distributions of two or more populations. This paper develops a method of visualizing triple quantile plots and their associated con¿dence tubes, thus extending the notion of a QQ plot to three dimensions. More speci¿cally, we consider three independent one-dimensional random samples with corresponding quantile functions Q1, Q2 and Q3, respectively. The triple quantile (QQQ) plot is then de¿ned as the three-dimensional curve Q.(p) = (Q1.(p), Q2.(p), Q3.(p)), where 0 <p <1. The empirical likelihood method is used to derive simultaneous distribution-free con¿dence tubes for Q. We apply our method to an economic case study of strike durations, and to an epidemiological study involving the comparison of cholesterol levels among three populations. These data as well as the Mathematica code for computation of the tubes are available online.
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages8
Publication statusPublished - 2011

Publication series

NameReport Eurandom
Volume2011045
ISSN (Print)1389-2355

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