Graham, Marien AletMukherjeeb, A.Chakraborti, Subhabrata2012-05-292012-05-292012-08M.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.2012.02.0100167-9473 (print)1872-7352 (online)10.1016/j.csda.2012.02.010http://hdl.handle.net/2263/18960Distribution-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© 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.Markov chainsEWMA control chartProcess control -- Statistical methodsRobust controlNonparametric statisticsMarkov processesStatistics -- Quality controlStatistics -- Simulation methodsPostprint Article