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On a scale-scale plot for comparing multivariate distributions

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  • Pritha Guha
  • Biman Chakraborty

Abstract

In this paper, we propose a scale-scale plot to compare multivariate distributions. These scale-scale plots can be viewed as a multivariate analog of quantile-quantile plots and we illustrate their use as a visualization tool to validate distributional assumptions for multivariate data as well as to compare the distributions of two multivariate samples. We discuss some characterizations of the proposed plots under elliptically symmetric distributions and based on those results, propose some visual tests of location and scale as further applications of these scale-scale plots. For the test of location problem, we present a small power study using simulations.

Suggested Citation

  • Pritha Guha & Biman Chakraborty, 2022. "On a scale-scale plot for comparing multivariate distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(5), pages 1270-1289, March.
    • Handle: RePEc:taf:lstaxx:v:51:y:2022:i:5:p:1270-1289
    DOI: 10.1080/03610926.2020.1759639
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