Mukherjee, A.Graham, Marien AletChakraborti, Subhabrata2014-05-192014-05-192013A. Mukherjee , M. A. Graham & S. Chakraborti (2013) Distribution-Free Exceedance CUSUM Control Charts for Location, Communications in Statistics - Simulation and Computation, 42:5, 1153-1187, DOI: 10.1080/03610918.2012.6616380361-0918 (print)1532-4141 (online)10.1080/03610918.2012.661638http://hdl.handle.net/2263/39812Distribution-free (nonparametric) control charts can be useful to the quality practitioner when the underlying distribution is not known. A Phase II nonparametric CUSUM chart based on the exceedance statistics, called the exceedance CUSUM chart, is proposed here for detecting a shift in the unknown location parameter of a continuous distribution. The exceedance statistics can be more efficient than rank-based methods when the underlying distribution is heavy-tailed and/or right-skewed, which may be the case in some applications, particularly with certain lifetime data. Moreover, exceedance statistics can save testing time and resources as they can be applied as soon as a certain order statistic of the reference sample is available. Guidelines and recommendations are provided for the chart’s design parameters along with an illustrative example. The inand out-of-control performance of the chart are studied through extensive simulations on the basis of the average run-length (ARL), the standard deviation of run-length (SDRL), the median run-length (MDRL) and some percentiles of run-length. Further, a comparison with a number of existing control charts, including the parametric CUSUM X chart and a recent nonparametric CUSUM chart based on the Wilcoxon rank-sum statistic, called the rank-sum CUSUM chart, is made. It is seen that the exceedance CUSUM chart performs well in many cases and thus can be a useful alternative chart in practice. A summary and some concluding remarks are given.en© Taylor & Francis Group, LLC. This is an electronic version of an article published in Communications in Statistics - Simulation and Computation, vol. 42, no. 5, pp. 1153-1187, 2013. doi : http://www.tandfonline.com/loi/lssp20 Communications in Statistics - Simulation and Computation is available online at : http://www.tandfonline.com/loi/lssp20BinomialCUSUM chartExceedance statisticMarkov chainNonparametricPrecedence statisticQuality controlRobustSimulationPostprint Article