Dual Nonparametric CUSUM Control Chart Based on Ranks

作者：Liu Liu^*; Zhang Jian; Zi Xuemin

来源：Communications in Statistics - Simulation and Computation, 2015, 44(3): 756-772.

DOI：10.1080/03610918.2013.784985

• Arbitrary shift
• CUSUM
• Dual control chart
• Nonparametric scheme
• Sequential rank

In this article, we provide a sequential rank-based dual nonparametric CUSUM (DNC) control chart for detecting arbitrary magnitude of shifts in the location parameter. It is a self-starting scheme and thus can be used to monitor processes at the start-up stages. Moreover, we do not require any prior knowledge of the underlying distribution. A simulation study demonstrates that the proposed control chart not only performs robustly for different distributions, but also is efficient in detecting various magnitudes of shifts. An illustrative example is given to introduce the implementation of our proposed DNC control chart. It is easy to construct and fast to compute.

• 出版日期2015
• 单位天津职业技术师范大学; 四川师范大学