A graphical presentation of the data is typically one of the first steps in an exploratory data analysis. This is not different in the goodness-of-fit context. Although many of the graphs presented in the chapter are well known by most statisticians, we think it is still important to give some further details on those methods, particularly because some of the goodness-of-fit tests are very closely related to some of the graphs presented here. We start in Section 3.1 with the description of the histogram and the boxplot, of which the former is basically a nonparametric density estimator. Probability plots (PP and QQ) and comparison distributions are the topics of Sections 3.2 and 3.3, respectively. Both types of plots are related to very important goodness-of-fit tests, and we therefore spend quite some space on these methods
KeywordsProbability Plot Graphical Tool Kernel Density Estimator Comparison Distribution Comparison Density
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