Hello @Tung ,
with the code below they look the same to my inexperienced eye
library(dplyr)
last = read.table("http://users.stat.umn.edu/~sandy/courses/8053/Data/Wichern_data/T1-6.dat", header=FALSE,col.names=c("x1", "x2","x3","x4","x5", "group"))
mu = filter(last, group == 1)
nonmu = filter(last, group == 0)
par(mfrow=c(1,2))
qqnorm(mu$x2, main="group: MS", ylab="x2", xlab = "", ylim=c(140,240))
qqnorm(nonmu$x2, main="group: NMS", ylab="x2", xlab = "", ylim=c(140,240))