JSM 2013 Home
Online Program Home
My Program

Abstract Details

Activity Number: 169
Type: Topic Contributed
Date/Time: Monday, August 5, 2013 : 10:30 AM to 12:20 PM
Sponsor: Quality and Productivity Section
Abstract - #308093
Title: On the Design and Implementation of a Phase II Distribution-Free CUSUM Exceedance Control Chart for Monitoring Unknown Location
Author(s): Marien Graham*+ and Amitava Mukherjee and Subha Chakraborti
Companies: University of Pretoria and Indian Institute of Management and University of Alabama
Keywords: Distribution-free ; Robustness ; Median run-length ; Order statistics
Abstract:

We examine several aspects related to the efficient design and implementation of a class of Phase II nonparametric cumulative sum (CUSUM) charts based on the exceedance statistic. First, we investigate which order statistic (percentile), from the reference (Phase I) sample, should be used to obtain the best performance. It is observed that other choices than the median, such as the third quartile, can play an important role in improving the performance of the chart. Next, we study different choices of the CUSUM design parameter, k, called the reference value. Moreover, although the most widely used chart performance metric is the average run-length (ARL), certain shortcomings have been observed and instead we use more representative measures for the assessment of chart performance. These include other percentiles of the run-length, more specifically, the median run-length (MRL), which provides additional and more meaningful information about the in-control and out-of-control performances of control charts, not given by the ARL. The procedures are illustrated with some data. A summary and some concluding remarks are given.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2013 program




2013 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

ASA Meetings Department  •  732 North Washington Street, Alexandria, VA 22314  •  (703) 684-1221  •  meetings@amstat.org
Copyright © American Statistical Association.