A Class of Nonparametric Control Charts for Monitoring Location Based on the Exceedance Statistic

• Activity Number: 599
• Type: Topic Contributed
• Date/Time: Thursday, August 2, 2012 : 8:30 AM to 10:20 AM
• Sponsor: Quality and Productivity Section
• Author(s): Marien Graham*+ and Amitava Mukherjee and Subha Chakraborti
• Companies: University of Pretoria and Indian Institute of Technology, Madras and The University of Alabama
• Keywords: Nonparametric ; Quality control ; Robust ; Run-length

Abstract

Nonparametric control charts are useful when there is limited or complete lack of knowledge about the underlying distribution. Two nonparametric control charts, based on the exceedance statistics, are proposed for detecting a shift in the location parameter of a continuous distribution; the one being a cumulative sum (CUSUM)-type chart and the other being an exponentially weighted moving average (EWMA)-type chart. Advantages of the proposed charts include robustness to the violation of distributional assumptions, resistance to outliers and the fact that the exceedance statistics can save testing time and resources as they can be applied as soon as a certain order statistic of the reference sample is available. A comparison with a number of existing control charts, comprising of the traditional (normal theory) CUSUM and EWMA charts for subgroup averages and the nonparametric CUSUM and EWM