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