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

  • Authors:

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

  • Affiliations:

  • Department of Statistics, University of Pretoria, South Africa;Department of Mathematics, Indian Institute of Technology Madras, India;Department of Information Systems, Statistics and Management Science, University of Alabama, United States

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2012

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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.