Abstract
In the statistical data analysis process, data investigation plays a most basic and important role. Its importance is emphasized and illustrated as the initial examination (Cox & Snell, 1981; Chatfield, 1985, 1991; Goto, 1986). In each step of data investigation, graphics is highlighted as one of the leading tools. However, in general, data investigation not only includes statistical graphics, but also formal analytical techniques. In the paper, we tried to conduct the data investigation based solely on the statistical graphical techniques. Then, as an elementary tool of graphical diagnosis, we proposed the data-adaptive probability plot. Moreover, we constructed a guardrail on the data-adaptive probability plot for inferential interpretation of the result of the plot. Furthermore, some useful aspects of the data-adaptive probability plot were assessed in several practical examples. As a consequence, we can say that the data-adaptive probability plot is a more flexible and interpretable tool than ordinary probability plots.
