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Concept# Rankit

Summary

In statistics, rankits of a set of data are the expected values of the order statistics of a sample from the standard normal distribution the same size as the data. They are primarily used in the normal probability plot, a graphical technique for normality testing.
Example
This is perhaps most readily understood by means of an example. If an i.i.d. sample of six items is taken from a normally distributed population with expected value 0 and variance 1 (the standard normal distribution) and then sorted into increasing order, the expected values of the resulting order statistics are:
:−1.2672, −0.6418, −0.2016, 0.2016, 0.6418, 1.2672.
Suppose the numbers in a data set are
: 65, 75, 16, 22, 43, 40.
Then one may sort these and line them up with the corresponding rankits; in order they are
: 16, 22, 40, 43, 65, 75,
which yields the points:
These points are then plotted as the vertical and

Official source

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