StATS: Assessing the assumption of an exponential distribution (created 2008-02-25).

The following 41 observations:

8, 2, 26, 29, 1, 2, 11, 8, 0, 5, 10, 1, 4, 9, 12, 3, 6, 5, 2, 12, 1, 5, 3, 5, 7, 0, 2, 8, 3, 3, 1, 0, 4, 8, 1, 8, 12, 0, 6, 1, 5

represent waiting times that we suspect follow an exponential distribution. There are several ways to examine this belief, and the simplest way to to draw a Q-Q plot for the exponential distribution.

You need to compare the sorted values of the waiting times with 41 evenly spaced percentiles from an exponential distribution. Since the exponential distribution represents a family of distributions, you need to select a particular distribution. The easiest choice is to select the distribution that has the same mean as the actual data (5.83). These percentiles can be obtained in R using the following line of code

qu <- qexp((1:41)/42,rate=1/5.83)

which produces the following values (after rounding)

0.1, 0.3, 0.4, 0.6, 0.7, 0.9, 1.1, 1.2, 1.4, 1.6, 1.8, 2.0, 2.2, 2.4, 2.6, 2.8, 3.0, 3.3, 3.5, 3.8, 4.0, 4.3, 4.6, 4.9, 5.3, 5.6, 6.0, 6.4, 6.8, 7.3, 7.8, 8.4, 9.0, 9.7, 10.4, 11.3, 12.4, 13.7, 15.4, 17.7, 21.8

Plotting these values yields the following graph.

Graph of exponential data

A straight line is evidence of consistency between the data and the exponential distribution. Note that the two largest data points seem out of line, but a fair amount of latitude should probably be allowed at the upper tail. You can simulate these graphs under an actual exponential distribution to get a feel for sampling error.

This approach can be applied to other distributions as well. Note that in many situations, it simplifies the interpretation by selecting the distribution using the same mean (as above) or in some settings the same mean and standard deviation. This is knwon as matching the moments and is actually an optional step for most Q-Q plots.

The Q-Q plot does not provide a formal test of hypothesis and there is a tendency to overstate small departures from linearity. Still, it is a useful approach that is easy to explain.

This page was written by Steve Simon while working at Children's Mercy Hospital. Although I do not hold the copyright for this material, I am reproducing it here as a service, as it is no longer available on the Children's Mercy Hospital website. Need more information? I have a page with general help resources. You can also browse for pages similar to this one at Category: Modeling issues.