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.