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Distribution-free exponentially weighted moving average control charts for monitoring unknown location

  • Graham, M.A.
  • Mukherjee, A.
  • Chakraborti, S.
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    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.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0167947312000801
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    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 56 (2012)
    Issue (Month): 8 ()
    Pages: 2539-2561

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    Handle: RePEc:eee:csdana:v:56:y:2012:i:8:p:2539-2561
    Contact details of provider: Web page: http://www.elsevier.com/locate/csda

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