HIGHLIGHTS
SUMMARY
Quantile-quantile (Q-Q) plots (Wilk and Gnanadesikan 1968) are a common statistical tool used for judging whether a sample comes from a specified distribution, and, perhaps most usefully, for visualizing the particular ways in which the sample might seem to deviate from that distribution. To overcome this problem, one can instead apply the equal local levels (ELL) global testing method to create simultaneous testing bands for Q-Q plots. To conduct the ELL global test at level α, one conducts a "local" (or pointwise) test at level η on each order statistic of the sample . . .
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