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Activity Number: 594
Type: Topic Contributed
Date/Time: Thursday, August 7, 2014 : 8:30 AM to 10:20 AM
Sponsor: Quality and Productivity Section
Abstract #311671
Title: Distribution-Free Phase II EWMA Control Chart Based on Lepage Statistic
Author(s): Amitava Mukherjee*+ and Shovan Chowdhury
Companies: Indian Institute of Management, Udaiput and IIM Kozhikode
Keywords: Control Chart ; Lepage Statistics ; EWMA ; Resampling ; Exact limit ; Stable limit
Abstract:

Mukherjee and Chakraborti (2012) introduced a single Shewhart-type distribution-free chart based on Lepage (1971) test statistic (SL chart) for jointly monitoring both the location and the scale parameters of an unknown continuous univariate process distribution. In the current context, we propose a single distribution-free EWMA chart based on the Lepage statistic, referred to as EWMA-Lepage(EL) chart. Being distribution-free, in control (denoted IC) characteristics of the chart remain invariant and known for all continuous distributions. Construction of EL chart required the evaluation of conditional expectation and variance of Lepage statistic given a reference (Phase-I) sample. Exact estimation of conditional means and variances via resampling technique is proposed as well as certain approximations are discussed. Both exact and steady state control limits are considered. Control limits under different situations are tabulated for implementation in practice. The IC and out of control (denoted OOC) properties of the chart are examined through simulation studies in terms of the average, the standard deviation, the median and some percentiles of the run length distribution. We also


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