This article examines the use of the probability-probability plot (p-p
plot) as a method for comparing treatment effects. To begin in the co
ntext of three examples the p-p plot is contrasted with the quantile-q
uantile plot (q-q plot), which is an alternative means of describing t
reatment effects. In these examples it is shown that p-p plots represe
nting different experimental conditions or patient populations allow s
cale-invariant comparisons of treatment effects but q-q plots do not;
that the presentation of the treatment effect by the p-p plot is not o
bscured by outliers, whereas it may be in the q-q plot; and that the p
-p plot encompasses information in the control distributions that is i
mportant for the assessment of treatment effects but that is not incor
porated in the q-q plot. Theoretical considerations are presented that
show that under appropriate assumptions, the p-p plot is a maximal in
variant and contains all the information necessary to make scale-invar
iant comparisons of treatment effects. Further, statistical methods fo
r assessing patterns observed in the p-p plots are presented and illus
trated in two examples.