A non parametric CUSUM control chart based on the Mann–Whitney statistic

Dabuxilatu Wang, Liang Zhang and Qiang Xiong

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 10, 4713-4725

Abstract: We consider a novel univariate non parametric cumulative sum (CUSUM) control chart for detecting the small shifts in the mean of a process, where the nominal value of the mean is unknown but some historical data are available. This chart is established based on the Mann–Whitney statistic as well as the change-point model, where any assumption for the underlying distribution of the process is not required. The performance comparisons based on simulations show that the proposed control chart is slightly more effective than some other related non parametric control charts.

Date: 2017
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DOI: 10.1080/03610926.2015.1073314

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