Distribution-Free Exponentially Weighted Moving Average Control Charts for Monitoring Unknown Location
Computational Statistics and Data Analysis 56 (2012) 2539–2561
Indian Institute of Management Udaipur Research Paper Series No. 2012-2171274
Posted: 1 May 2013
Date Written: April 30, 2013
Abstract
Distribution-free (nonparametric) control charts provide a robust alternative to a data analyst when there is lack of knowledge about the underlying distribution. A two-sided nonparametric Phase II exponentially weighted moving average (EWMA) control chart, based on the exceedance statistics (EWMA-EX), is proposed for detecting a shift in the location parameter of a continuous distribution. The nonparametric EWMA chart combines the advantages of a nonparametric control chart (known and robust in-control performance) with the better shift detection properties of an EWMA chart. Guidance and recommendations are provided for practical implementation of the chart along with illustrative examples. A performance comparison is made with the traditional (normal theory) EWMA chart for subgroup averages and a recently proposed nonparametric EWMA chart based on the Wilcoxon-Mann-Whitney statistics. A summary and some concluding remarks are given.
Keywords: Binomial, Nonparametric, Markov chain, Quality control, Robust, Run-length, Search algorithm, Simulation
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