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A non parametric CUSUM control chart based on the Mann–Whitney statistic

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  • Dabuxilatu Wang
  • Liang Zhang
  • Qiang Xiong

Abstract

We consider a novel univariate non parametric cumulative sum (CUSUM) control chart for detecting the small shifts in the mean of a process, where the nominal value of the mean is unknown but some historical data are available. This chart is established based on the Mann–Whitney statistic as well as the change-point model, where any assumption for the underlying distribution of the process is not required. The performance comparisons based on simulations show that the proposed control chart is slightly more effective than some other related non parametric control charts.

Suggested Citation

  • Dabuxilatu Wang & Liang Zhang & Qiang Xiong, 2017. "A non parametric CUSUM control chart based on the Mann–Whitney statistic," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(10), pages 4713-4725, May.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:10:p:4713-4725
    DOI: 10.1080/03610926.2015.1073314
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    Cited by:

    1. Austin, Edward & Romano, Gaetano & Eckley, Idris A. & Fearnhead, Paul, 2023. "Online non-parametric changepoint detection with application to monitoring operational performance of network devices," Computational Statistics & Data Analysis, Elsevier, vol. 177(C).

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