The alternative distribution of the non parametric extended median test CUSUM chart for multiple stream processes

Austin R. Brown

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 16, 5750-5761

Abstract: When monitoring a multiple stream process (MSP) where multiple processes which are assumed to be identical are being simultaneously monitored, but the assumption of normality cannot be reasonably be verified, the NEMT-CUSUM control chart has been proposed as a possible non parametric alternative. However, in the beginning stages of a monitoring program, it would be useful to the chart operator to know how effective the NEMT-CUSUM will be at detecting shifts away from target given. One way of assessing effectiveness is via statistical power, which is the probability of detecting a shift in some subset of streams at a particular point in time. The purpose of this study is to derive the alternative distribution of the NEMT-CUSUM plotting statistic such that statistical power can be estimated. Examples, practical implications, and future directions are given.

Date: 2022
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DOI: 10.1080/03610926.2020.1850792

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