A proposal for plotting positions in probability plots

Probability plots allow us to determine whether a set of sample observations is distributed according to a theoretical distribution. Plotting positions are fundamental elements in statistics and, in particular, for the construction of probability plots. In this paper, a new plotting position to construct different probability plots, such as Q--Q Plot, P--P Plot and S--P Plot, is proposed. The proposed definition is based on the median of the <italic>i</italic>th order statistic of the theoretical distribution considered. The main feature of this plotting position formula is that it is independent of the theoretical distribution selected. Moreover, the procedure developed is 'almost' exact, reaching, without a high cost of time, an accuracy as great as we want, which avoids using approximations (proposed by other authors).