 Distribution-free exponentially weighted moving average control charts for monitoring unknown locationM.A. Graham, A. Mukherjee and S. Chakraborti Computational Statistics & Data Analysis, 2012, vol. 56, issue 8, 2539-2561 Abstract: Distribution-free (nonparametric) control charts provide a robust alternative to a data analyst when there is lack of knowledge about the underlying distribution. A two-sided nonparametric Phase II exponentially weighted moving average (EWMA) control chart, based on the exceedance statistics (EWMA-EX), is proposed for detecting a shift in the location parameter of a continuous distribution. The nonparametric EWMA chart combines the advantages of a nonparametric control chart (known and robust in-control performance) with the better shift detection properties of an EWMA chart. Guidance and recommendations are provided for practical implementation of the chart along with illustrative examples. A performance comparison is made with the traditional (normal theory) EWMA chart for subgroup averages and a recently proposed nonparametric EWMA chart based on the Wilcoxon–Mann–Whitney statistics. A summary and some concluding remarks are given. Keywords: Binomial; Nonparametric; Markov chain; Quality control; Robust; Run-length; Search algorithm; Simulation (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:56:y:2012:i:8:p:2539-2561 DOI: 10.1016/j.csda.2012.02.010 Access Statistics for this article Computational Statistics & Data Analysis is currently edited by S.P. Azen More articles in Computational Statistics & Data Analysis from Elsevier |
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