I have generated 2 columns of normal random variables, Z1 and Z2. Theorectically, Z1/Z2 will follow a Cauchy distribution. The question is, how do I construct a probability plot to show that indeed it is a Cauchy distribution? I tried the follow procedure: -Sort the Z1/Z2 -Rank them and store the rank on a new column, i -perform median rank (herd-Johnson) i/n+1 where n is the sample size -perform inverse cumulative probability on the median rank column -plot the z1/z2 vs inverse cumulative probability What i get is near the location, the data are linear while the deviation is serious at either extreme ends. any suggestion? or references?