Nonparametric CUSUM and EWMA control charts for detecting mean shifts

Journal of Quality Technology

Volumn 42, Issue 2, 2010, Pages 209-226

  Li, Su Yi ^a   Tang, Loon Ching ^a   Ng, Szu Hui ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Distribution free control charts; Quality control; Run length distribution; Statistical process control; Wilcoxon rank sum test

Indexed keywords

FLOWCHARTING; GRAPHIC METHODS; NORMAL DISTRIBUTION; PROBABILITY DISTRIBUTIONS; PROCESS CONTROL; QUALITY CONTROL; STATISTICAL PROCESS CONTROL; STATISTICAL TESTS;

DESIGN AND IMPLEMENTATIONS; DISTRIBUTION-FREE CONTROL CHARTS; EWMA CONTROL CHARTS; NONPARAMETRIC CONTROL CHARTS; PROCESS DISTRIBUTION; PROCESS MEAN SHIFTS; RUN LENGTH DISTRIBUTION; WILCOXON RANK SUM TEST;

CONTROL CHARTS;

EID: 79951913752     PISSN: 00224065     EISSN: None     Source Type: Journal    
DOI: 10.1080/00224065.2010.11917817     Document Type: Article

References (32)

1. AMIN, R. W.; REYNOLDS, Jr., M. R.; and BAKIR, S. T. (1995). "Nonparametric Quality Control Charts Based on the Sign Statistics". Communications in Statistics-Theory and Methods 24, pp. 1597-1623.
2. AMIN, R. W. and SEARCY, A. J. (1991). "A Nonparametric Exponentially Weighted Moving Averages Control Scheme". Communications in Statistics-Simulation and Computation 20, pp. 1049-1072.
3. ARTS, G. R. J.; COOLEN, F. P. A.; and VAN DER LAAN, P. (2004). "Nonparametric Predictive Inference in Statistical Process Control". Quality Technology and Quantitative Management 1, pp. 201-216.
4. BAKIR, S. T. (2004). "A Distribution-Free Shewhart Quality Control Chart Based on Signed-Ranks". Quality Engineering 16, pp. 613-623.
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 the EWMA Control Charts to Non-Normality". Journal of Quality Technology 31, pp. 309-316.
7. CHAKRABORTI, S. (2000). "Run-Length, Average Run-length and False Alarm Rate of Shewhart X-Bar Chart: Exact Derivations by Conditioning". Communications in Statistics, Simulation and Computation 29, pp. 61-81. (Pubitemid 33791444)
8. 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.
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: Applied Statistics 53, pp. 443-462. (Pubitemid 38882887)
10. CHAKRABORTI, S. and VAN DE WIEL, M. A. (2008). "A Nonparametric Control Chart Based on the Mann-Whitney Statistics". In Beyond Parametrics in Interdisciplinary Research: Festschrift in honor of Professor Pranab. K. Sen, IMS Collections, Volume 1, pp. 156-172. Beachwood, OH: Institute of Mathematical Statistics.
11. CHAMP, C. W.; JONES, L. A.; and RIGDON, S. E. (2005). "Properties of the Control Chart When Parameters Are Estimated". Technometrics 47, pp. 437-445. (Pubitemid 41640376)
12. HACKL, P. and LEDOLTER, J. (1991). "A Control Chart Based on Ranks". Journal of Quality Technology 23, pp. 117-124.
13. HACKL, P. and LEDOLTER, J. (1992). "A New Nonparametric Quality Control Technique". Communications in Statistics-Simulation and Computation 21, pp. 423-443.
14. JACOBS, D. C. (1990). "Statistical Process Control: Watch Out for Non-Normal Distributions". Chemical Engineering Progress 86, pp. 19-27.
15. JANACEK, G. J. and MEIKLE, S. E. (1997). "Control Charts Based on Medians". The Statistician 46, pp. 19-31. (Pubitemid 127456354)
16. JONES, L. A. (2002). "The Statistical Design of EWMA Control Charts with Estimated Parameters". Journal of Quality Technology 34, pp. 277-288.
17. JONES, L. A.; CHAMP, C. W.; and RIGDON, S. E. (2001). "The Performance of Exponentially Weighted Moving Average Charts with Estimated Parameters". Technometrics 43, pp. 156-167. (Pubitemid 32508818)
18. JONES, L. A.; CHAMP, C. W.; and RIGDON, S. E. (2004). "The Run-Length Distribution of the CUSUM with Estimated Parameters". Journal of Quality Technology 36, pp. 95-108.
19. JONES, L. A.; JORDAN, V.; and CHAMP, C. W. (2009). "Distribution- Free Phase I Control Charts for Subgroup Locations". Journal of Quality Technology 41, pp. 304-316.
20. LUCAS, J. M. and SACCUCCI, M. S. (1990). "Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements". Technometrics 32, pp. 1-12.
21. MCDONALD, D. (1990). "A CUSUM Procedure Based on Sequential Ranks". Naval Research Logistics 37, pp. 627-646. (Pubitemid 21648561)
22. PAGE, E. S. (1954). "Continuous Inspection Schemes". Biometrika 41, pp. 100-115.
23. MONTGOMERY, D. C. (2005). Introduction to Statistical Quality Control, 5th edition. New York, NY: John Wiley & Sons.
24. MANOUKIAN, E. B. (1998). Mathematical Nonparametric Statistics. Gordon and Breach Science Publishers S. A.
25. PARK, C. and REYNOLDS, Jr., M. R. (1987). "Nonparametric Procedures for Monitoring a Location Parameter Based on Linear Placement Statistics". Sequential Analysis 6(4), pp. 303-323.
26. QUESENBERRY, C. P. (1993). "The Effect of Sample Size on Estimated Limits for X̄ and X Control Charts". Journal of Quality Technology 25, pp. 237-247.
27. RYAN, T.; HOWLEY, P. P.; JANACEK, G.; and MEIKLE S. (1999). "Correspondence: Control Charts Based on Medians". The Statistician 48, pp. 441-444.
28. SHU, L.; TSUNG, F.; and TSUI, K. L. (2004). "Run-Length Performance of Regression Control Charts with Estimated Parameters". Journal of Quality Technology 36, pp. 280-292. (Pubitemid 40072173)
29. 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.
30. WILCOXON, F. (1945). "Individual Comparisons by Ranking Methods". Biometrics 1, pp. 80-83.
31. WOODALL, W. H. and ADAMS, B. M. (1993). "The Statistical Design of CUSUM Charts". Quality Engineering 5(4), pp. 559-570.
32. YOURSTONE, S. A. and ZIMMER, W. J. (1992). "Non-Normality and the Design of Control Charts for Averages". Decision Sciences 23(5), pp. 1099-1113.