 As an example, if the two distributions do not overlap, say "F" is below "G," then the P–P plot will move from left to right along the bottom of the square – as "z" moves through the support of "F," the cdf of "F" goes from 0 to 1, while the cdf of "G" stays at 0 – and then moves up the right side of the square – the cdf of "F" is now 1, as all points of "F" lie below all points of "G," and now the cdf of "G" moves from 0 to 1 as "z" moves through the support of "G." (need a graph for this paragraph)

As the above example illustrates, if two distributions are separated in space, the P–P plot will give very little data – it is only useful for comparing probability distributions that have nearby or equal location.Notably, it will pass through the point (1/2, 1/2) if and only if the two distributions have the same median.P–P plots are sometimes limited to comparisons between two samples, rather than comparison of a sample to a theoretical model distribution.