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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. Du, Lilun & Wen, Mengtao, 2023. "False discovery rate approach to dynamic change detection," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
    2. 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.
    3. 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.
    4. Shovan Chowdhury & Amitava Mukherjee & S. Chakraborti, 2014. "On A Two-Parameter Discrete Distribution And Its Applications," Working papers 143, Indian Institute of Management Kozhikode.
    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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