I thought the theory that Scotland was colonized by Egyptians was plausible, but here's an even better explanation of how the Scots displaced the Picts.
His arch-enemies sat around him enjoying a sumptuous banquet. After a suitable period of toying with his prey, the host cackled evilly, pulled a lever and sent his guests plunging to their deaths in a concealed pit below.
It may sound like something out of an Austin Powers film, but this is actually a medieval explanation for the mysterious "disappearance" of the Picts, with the Dr Evil character played by no less than Kenneth MacAlpin, reputedly the first King of Scots. With their nobility wiped out, the story went, it was easy for MacAlpin to take over and enforce Scottish ways on the rest of the Picts. [Link]