Likelihood ratio-based distribution-free EWMA control charts

Journal of Quality Technology

Volumn 42, Issue 2, 2010, Pages 174-196

  Zou, Changliang ^a   Tsung, Fugee ^b  

^a NANKAI UNIVERSITY   (China)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Anderson darling test; Change point; Goodness of fit; Self starting; Statistical process control; Weighted empirical distribution

Indexed keywords

CONTROL CHARTS; FLOWCHARTING; STATISTICAL PROCESS CONTROL;

ANDERSON-DARLING TESTS; CHANGE-POINTS; EMPIRICAL DISTRIBUTIONS; GOODNESS OF FIT; SELF-STARTING;

PROCESS CONTROL;

EID: 79951894804     PISSN: 00224065     EISSN: None     Source Type: Journal    
DOI: 10.1080/00224065.2010.11917815     Document Type: Article

References (47)

1. ALBERS, W. and KALLENBERG, W. C. M. (2004). "Empirical Nonparametric Control Charts: Estimation Effects and Corrections". Journal of Applied Statistics 31, pp. 345-360. (Pubitemid 38516983)
2. ANDERSON, T. W. (1962). "On the Distribution of the Two-Sample Cramér-von Mises Criterion". The Annals of Mathematical Statistics 33, pp. 1148-1159.
3. BAKIR, S. T. (2004). "A Distribution-Free Shewhart Quality Control Chart Based on Signed-Ranks". Quality Engineering 16, pp. 611-623.
4. BAKIR, S. T. (2006). "Distribution-Free Quality Control Charts Based on Signed-Rank-Like Statistics". Communications in Statistics: Theory and Methods 35, pp. 743-757.
5. BAKIR S, T. and REYNOLDS, Jr., M. R. (1979). "A Nonparametric Procedure for Process Control Based on Within-Group Ranking". Technometrics 21, pp. 175-183.
6. BORROR, C. M.; MONTGOMERY, D. C.; and RUNGER, G. C. (1999). "Robustness of EWMA Control Chart to Non-Normality". Journal of Quality Technology 31, pp. 309-316.
7. CAPIZZI, G. and MASAROTTO, G. (2003). "An Adaptive Exponentially Weighted Moving Average Control Chart". Technometrics 45, pp. 199-207.
8. CHAKRABORTI, S.; ERYILMAZ, S.; and HUMAN, S. W. (2009). "A Phase II Nonparametric Control Chart Based on Precedence Statistics with Runs-Type Signaling Rules". Computational Statistics and Data Analysis 53, pp. 1054-1065.
9. CHAKRABORTI, S.; VAN DER LAAN, P.; and VAN DE WIEL, M. A. (2004). "A Class of Distribution-Free Control Charts". Journal of the Royal Statistical Society, Series C 53, pp. 443-462. (Pubitemid 38882887)
10. CHAKRABORTI, S.; VAN DER LAAN, P.; and BAKIR, S. T. (2001). "Nonparametric Control Charts: An Overview and Some Results". Journal of Quality Technology 33, pp. 304-315.
11. CHAKRABORTI, S. and VAN DE WIEL, M. A. (2008). "A Nonparametric Control Chart Based on the Mann-Whitney Statistic". IMS Collections. Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen 1, pp. 156-172.
12. CHEN, G.; CHENG, S. W.; and XIE, H. (2001). "Monitoring Process Mean and Variability with One EWMA Chart". Journal of Quality Technology 33, pp. 223-233. (Pubitemid 33722715)
13. CONOVER, W. J. (1999). Practical Nonparametric Statistics, 3rd edition. New York, NY: Wiley.
14. CONOVER, W. J.; JOHNSON, M. E.; and JOHNSON, M. M. (1981). "A Comparative Study of Tests for Homogeneity of Variances, with Applications to the Outer Continental Shelf Bidding Data". Technometrics 23, pp. 351-361. (Pubitemid 12456651)
15. CSÖRGÖ, M. and HORVÁTH, L. (1998). Limit Theorems in Change-Point Analysis. New York, NY: John Wiley.
16. EINMAHL, J. H. J. and MCKEAGUE, I. W. (2003). "Empirical Likelihood Based Hypothesis Testing". Bernoulli 9, pp. 267-290. (Pubitemid 44242730)
17. FLIGNER, M. A. and KILLEEN, T. J. (1976). "Distribution-Free Two-Sample Test for Scale". Journal of the American Statistical Association 71, pp. 210-213.
18. HACKL, P. and LEDOLTER, J. (1991). "A Control Chart Based on Ranks". Journal of Quality Technology 23, pp. 117-124.
19. HAN D. and TSUNG, F. (2006). "A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison". Journal of the American Statistical Association 101, pp. 368-386. (Pubitemid 43500050)
20. HAN, D.; TSUNG, F.; HU, X.; and WANG, K. (2007). "CUSUM and EWMA Multi-Charts for Detecting a Range of Mean Shifts". Statistica Sinica 17, pp. 1139-1164.
21. HAWKINS, D. M. (1987). "Self-Starting CUSUM Charts for Location and Scale". The Statistician 36, pp. 299-316.
22. HAWKINS, D. M. and DENG, Q. (2010). "A Nonparametric Change Point Control Chart". Journal of Quality Technology 42, pp. 165-173.
23. HAWKINS, D. M. and OLWELL, D. H. (1998). Cumulative Sum Charts and Charting for Quality Improvement. New York, NY: Springer-Verlag.
24. HAWKINS, D. M.; QIU, P.; and KANG, C. W. (2003). "The Changepoint Model for Statistical Process Control". Journal of Quality Technology 35, pp. 355-366.
25. HAWKINS, D. M. and ZAMBA, K. D. (2005). "Statistical Process Control for Shifts in Mean or Variance Using a Change Point Formulation". Technometrics 47, pp. 164-173. (Pubitemid 40701510)
26. JENSEN, W. A.; JONES-FARMER, L. A.; CHAMP, C. W.; and WOODALL, W. H. (2006). "Effects of Parameter Estimation on Control Chart Properties: A Literature Review". Journal of Quality Technology 38, pp. 349-364. (Pubitemid 44598821)
27. JONES-FARMER, L. A. (2002). "The Statistical Design of EWMA Control Charts with Estimated Parameters". Journal of Quality Technology 34, pp. 277-288.
28. JONES-FARMER, L. A.; JORDAN, V.; and CHAMP, C. W. (2009). "Distribution-Free Phase I Control Charts for Subgroup Location". Journal of Quality Technology 41, pp. 304-316.
29. LAI, T. L. (1995). "Sequential Changepoint Detection in Quality Control and Dynamical Systems". Journal of the Royal Statistical Society, Series B 57, pp. 613-658.
30. LIU, R. (1995). "Control Charts for Multivariate Processes". Journal of the American Statistical Association 90, pp. 1380-1387. (Pubitemid 126093152)
31. LUCAS, J. M. and SACCUCCI, M. S. (1990). "Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements". Technometrics 32, pp. 1-29.
32. McDONALD, D. (1990). "A CUSUM Procedure Based on Sequential Ranks". Naval Logistic Research 37, pp. 627-646. (Pubitemid 21648561)
33. MONTGOMERY, D. C. (2005). Introduction to Statistical Quality Control, 5th edition. New York, NY: John Wiley & Sons.
34. PIGNATIELLO, Jr., J. J. and SAMUEL, T. R. (2001). "Estimation of the Change Point of a Normal Process Mean in SPC Applications," Journal of Quality Technology 33, pp. 82-95. (Pubitemid 33722667)
35. QIU, P. (2008). "Distribution-Free Multivariate Process Control Based on Log-Linear Modeling". IIE Transactions 40, pp. 664-677. (Pubitemid 351638557)
36. QIU, P. and HAWKINS, D. M. (2001). "A Rank-Based Multivariate CUSUM Procedure". Technometrics 43, pp. 120-132. (Pubitemid 32508815)
37. QUESENBERRY, C. P. (1991). "SPC Q Charts for Start-Up Processes and Short or Long Runs". Journal of Quality Technology 23, pp. 213-224.
38. QUESENBERRY, C. P. (1995). "On Properties of Q Charts for Variables". Journal of Quality Technology 27, pp. 184-203.
39. REYNOLDS, Jr., M. R. and STOUMBOS, Z. G. (2001). "Monitoring the Process Mean and Variance Using Individual Observations and Variable Sampling Intervals". Journal of Quality Technology 33, pp. 181-205. (Pubitemid 33722712)
40. REYNOLDS, Jr., M. R. and STOUMBOS, Z. G. (2005). "Should Exponentially Weighted Moving Average and Cumulative Sum Charts Be Used with Shewhart Limits?" Technometrics 47, pp. 409-424. (Pubitemid 41640374)
41. SHI, J. (2007). Stream of Variation Modeling and Analysis for Multistage Manufacturing Processes. Boca Raton, FL: CRC Press.
42. STOUMBOS, Z. G. and REYNOLDS, Jr., M. R. (2000). "Robustness to Non-Normality and Autocorrelation of Individuals Control Charts," Journal of Statistical Computationand Simulation 66, pp. 146-187.
43. STOUMBOS, Z. G. and SULLIVAN, J. H. (2002). "Robustness to Non-Normality of the Multivariate EWMA Control Chart". Journal of Quality Technology 34, pp. 260-276.
44. ZHANG, J. (2002). "Powerful Goodness-of-Fit Tests Based on Likelihood Ratio". Journal of the Royal Statistical Society, Series B 64, pp. 281-294.
45. ZHANG, J. (2006). "Powerful Two-Sample Tests Based on the Likelihood Ratio". Technometrics 48, pp. 95-103. (Pubitemid 43288398)
46. ZHOU, C.; ZOU, C.; ZHANG, Y.; and WANG, Z. (2009). "Nonparametric Control Chart Based on Change-Point Model". Statistical Papers 50, pp. 13-28.
47. ZOU, C.; ZHOU, C.; WANG, Z.; and TSUNG, F. (2007). "A Self-Starting Control Chart For Linear Profiles". Journal of Quality Technology 39, pp. 364-375. (Pubitemid 47585875)