JSM 2004 - Toronto

Abstract #300944

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Activity Number: 429
Type: Contributed
Date/Time: Thursday, August 12, 2004 : 10:30 AM to 12:20 PM
Sponsor: Section on Quality and Productivity
Abstract - #300944
Title: Distribution-free Statistical Process Control with Bootstrap Cumulative Sum Control Charts
Author(s): Singdhansu Chatterjee*+
Companies: University of Minnesota
Address: School of Statistics, Minneapolis, MN, 55455,
Keywords: CUSUM ; bootstrap ; distribution-free control charts
Abstract:

We propose a statistical process control technique for cases where both the in-control and out-of-control distributions are unknown. We use a test statistic based on the cumulative sum conditional on the last time it was zero, and estimate a sequence of control limits using bootstrap. Classically unconditional cumulative sums are used and a single control limit is set assuming normality. The proposed procedure requires much weaker assumptions. Numerical experiments show that our method is competitive with known techniques, and quite superior to them when standard assumptions about the in-control and out-of-control distributions of the process are not satisfied.

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