ProbabilityPlot

ProbabilityPlot[list] generates a plot of the CDF of list against the CDF of a normal distribution.

Examples

P-P plot:

data = RandomVariate[NormalDistribution[], 100];
ProbabilityPlot[data]

Compare to specific distribution:

ProbabilityPlot[data, UniformDistribution[]]

Please visit the official Wolfram Language Reference for more details.