Publication date: 05/24/2021

The empirical cumulative probability for each value is computed as follows:

where ri is the rank of the ith observation, and N is the number of nonmissing (and nonexcluded) observations.

The normal quantile values are computed as follows:

where Φ is the cumulative probability distribution function for the normal distribution.

These normal quantile values are Van Der Waerden approximations to the order statistics that are expected for the normal distribution.

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