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Properties of P-P and Q-Q probability plots for visually assessing the fit of probability models are reviewed. It is shown how to construct families of curves for standardized P-P plots, which are ...
Statistical estimation techniques involve estimating probability distributions from available data. The fit of data to a particular probability distribution function can be evaluated using various ...
Eugene Seneta, Fitting the Variance-Gamma Model to Financial Data, Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 177-187 ...