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A cusum procedure based on sequential ranks

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  • David McDonald

Abstract

A nonparametric quality‐control statistic is proposed. The procedure is a cusum (cumulative sum) based on the sequential ranks of the observations which is designed to detect an abrupt change in the sampling distribution to a stochastically larger distribution. Such a procedure could be applied to establish that a process is in control or to detect assignable causes of loss of control. Meanwhile empirical data for constructing a parametric cusum procedure is being collected.

Suggested Citation

  • David McDonald, 1990. "A cusum procedure based on sequential ranks," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(5), pages 627-646, October.
    • Handle: RePEc:wly:navres:v:37:y:1990:i:5:p:627-646
    DOI: 10.1002/1520-6750(199010)37:53.0.CO;2-F
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    Cited by:

    1. Yanhong Wu, 1996. "A less sensitive linear detector for the change point based on kernel smoothing method," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 43(1), pages 43-55, December.
    2. Shovan Chowdhury & Amitava Mukherjee & S. Chakraborti, 2014. "On A Two-Parameter Discrete Distribution And Its Applications," Working papers 143, Indian Institute of Management Kozhikode.
    3. Du, Lilun & Wen, Mengtao, 2023. "False discovery rate approach to dynamic change detection," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
    4. Lombard, F. & Hawkins, Douglas M. & Potgieter, Cornelis J., 2017. "Sequential rank CUSUM charts for angular data," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 268-279.
    5. Chao Liu & Qingjie Xu & Ya Fan & Hao Wu & Jian Chen & Peng Lin, 2023. "Detection of Abnormal Data in GNSS Coordinate Series Based on an Improved Cumulative Sum," Sustainability, MDPI, vol. 15(9), pages 1-16, April.
    6. Chunguang Zhou & Changliang Zou & Yujuan Zhang & Zhaojun Wang, 2009. "Nonparametric control chart based on change-point model," Statistical Papers, Springer, vol. 50(1), pages 13-28, January.

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