This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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181
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Quality and Productivity
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| Abstract - #306856 |
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Title:
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A Nonparametric EWMA Control Chart for Location Based on the Sign Statistic
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Author(s):
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Marien Alet Graham*+ and Schalk William Human and Subhabrata Chakraborti
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Companies:
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University of Pretoria and University of Pretoria and The University of Alabama
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Address:
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Lynnwood Street, Pretoria, International, 0046, South Africa
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Keywords:
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Contaminated normal ;
Distribution-free ;
Markov chain ;
Median ;
Outlier ;
Quality control
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Abstract:
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A nonparametric exponentially weighted moving average (NPEWMA) control chart based on the sign test statistic is proposed for i.i.d. individual data. Advantages of the proposed chart include robustness to the violation of distributional assumptions and resistance to outliers. A Markov chain approach is used to study the exact run-length distribution and some associated performance characteristics such as the average run-length (ARL), the standard deviation of run-length (SDRL) and some percentiles including the median run-length (MDRL). Performance comparisons show that the NPEWMA-sign chart performs as well as and, in some cases, better than its parametric counterpart - especially for highly skewed and heavy-tailed distributions. Practical guidelines and recommendations are provided for selecting the design parameters of the NPEWMA chart.
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