Distribution-free exponentially weighted moving average control charts for monitoring unknown location

Show simple item record

dc.contributor.author Graham, Marien Alet
dc.contributor.author Mukherjeeb, A.
dc.contributor.author Chakraborti, Subhabrata
dc.date.accessioned 2012-05-29T08:37:49Z
dc.date.available 2012-05-29T08:37:49Z
dc.date.issued 2012-08
dc.description.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. en
dc.description.librarian nf2012 en
dc.description.uri http://www.elsevier.com/locate/csda en_US
dc.identifier.citation M.A. Graham, A. Mukherjee & S. Chakraborti, Distribution-free exponentially weighted moving average control charts for monitoring unknown location, Computational Statistics and Data Analysis, vol. 56, no. 8, pp. 2539-2561 (2012), doi:10.1016/j.csda.2012.02.010 en
dc.identifier.issn 0167-9473 (print)
dc.identifier.issn 1872-7352 (online)
dc.identifier.other 10.1016/j.csda.2012.02.010
dc.identifier.uri http://hdl.handle.net/2263/18960
dc.language.iso en en_US
dc.publisher Elsevier en_US
dc.rights © 2012 Elsevier. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Computational Statistics and Data Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Computational Statistics and Data Analysis, vol. 56, no. 8, 2012, doi : 10.1016/j.csda.2012.02.010. en_US
dc.subject Markov chains en
dc.subject EWMA control chart en
dc.subject.lcsh Process control -- Statistical methods en
dc.subject.lcsh Robust control en
dc.subject.lcsh Nonparametric statistics en
dc.subject.lcsh Markov processes en
dc.subject.lcsh Statistics -- Quality control en
dc.subject.lcsh Statistics -- Simulation methods en
dc.title Distribution-free exponentially weighted moving average control charts for monitoring unknown location en
dc.type Postprint Article en


Files in this item

This item appears in the following Collection(s)

Show simple item record