Graphical presentation of the relationship between values *x* and cumulative distribution function *F*(*x*) in arithmetic scale is not usually suitable when extreme values are of interest. The probabilities of extreme values are relatively small, and it is very hard to read them from such a plot.

A special type of graph used for presenting the relationship between the probability and data values is known as the *probability plot*. Probability plots are designed for particular theoretical distributions by transforming the scale of the probability axis so that a given distribution is represented by a straight line. This is achieved by introducing so called *reduced variable* *y*, which is a transform of *F*(*x*) and is linearly related to *x*.

Usually, horizontal axis of the probability plot shows reduced variable in linear scale and it is accompanied with another horizontal axis showing non-exceedance probability *F*(*x*) or exceedance probability 1 – *F*(*x*) in non-linear scale. Values *x* of the random variable are usually plotted on vertical axis. Specially designed graph paper which is ruled with vertical grid for probabilities and horizontal grid for data values is called *probability paper*.