Generate pseudo-random data from a normal distribution using a computer program or statistics package. In Stata, this can be done using the generate command and the function invnorm(uniform()). Now generate a normal Q–Q plot for these data. Do this for several samples of size 10, 50, and 200. How well do the Q–Q plots approximate straight lines? This is valuable practice for judging how well an actual dataset can be expected to approximate a straight line.
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