Theory and applications of univariate distribution-free Shewhart, CUSUM and EWMA control charts

Abstract

Statistical quality control charts originated in the late 1920’s by Shewhart (1926, 1931 and 1939). Their applications in various disciplines have been ever-increasing. Although most control charts are distribution-based, recent literature witnessed the development of a considerable number of distribution-free or nonparametric control charts. The purpose of this thesis is to present the concepts and introduce the researcher to the essentials of univariate nonparametric control charts. Various properties of nonparametric control charts are comprehensively discussed and concepts are clearly explained. Proofs and detailed calculations have been given to help the reader to study and understand the subject more thoroughly. This text contains a wide variety of illustrative examples to give an overall picture of how nonparametric control charts are used. Both simulated and real data examples have been integrated throughout the text. Since most practical problems are too large to be solved using hand calculations, some type of statistical software package is required to solve these problems. There are several excellent statistical packages available and in this thesis we make use of Microsoft Excel, SAS, Minitab, Mathcad and Mathematica to construct (almost all) the tables in this thesis. We point out that a number of Mathematica programs are provided by Chakraborti and Van de Wiel (2003) by means of the website www.win.tue.nl/~markvdw. The aim throughout is to convey the concepts of univariate nonparametric control charts in a way that readers will find attractive and interesting. Since the majority of nonparametric procedures, to be distribution-free, require a continuous population, only variables control charts are covered. We only consider control charts for monitoring the location of a process, since very few nonparametric charts are available for monitoring the spread. In this thesis we consider the three main classes of control charts: the Shewhart, CUSUM and EWMA control charts and their refinements. The text is divided into several chapters. An introduction to nonparametric control charts is presented in Chapter 1. A discussion of some of the advantages of nonparametric control charts is included while pointing out some of the disadvantages. In Chapter 2 we describe the Shewhart-, CUSUMand EWMA-type sign control charts with (and without) warning limits. In Chapter 3 we describe the Shewhart-, CUSUM- and EWMA-type signed-rank control charts with (and without) runs-type signalling rules. The Shewhart-type sign-like control chart with (and without) signalling rules is considered in Chapter 4. In Chapter 5 we consider the Shewharttype signed-rank-like control chart. Finally, in Chapter 6 we consider the Shewhart- and CUSUM-type Mann-Whitney-Wilcoxon control charts. We considered decision problems under both Phase I and Phase II (see Section 1.5 for a distinction between the two phases). In all the sections of this thesis we considered Phase II process monitoring, except in Section 6.2 where a CUSUM-type control chart for the preliminary Phase I analysis of individual observations based on the Mann-Whitney two-sample test is proposed. In the last chapter we have some concluding remarks along with some ideas for future research.