In a goodness-of-fit test, a linear probability plot suggests that the null hypothesis should be rejected.

Question

Quizplus · Accepted Answer

A goodness-of-fit test assesses how well a statistical model fits a set of observations. A linear probability plot, or more commonly a Q-Q (quantile-quantile) plot, is used to determine if data come from a certain distribution, typically a normal distribution. If the data points in a Q-Q plot lie approximately on a straight line, it suggests that the data are well-modelled by the specified distribution. Rejecting the null hypothesis in a goodness-of-fit test is based on the test statistic (e.g., chi-square) and its p-value, not directly on the linearity of a probability plot.

In a Goodness-Of-Fit Test, a Linear Probability Plot Suggests That