TY - JOUR
T1 - A control chart for variance based on squared ranks
AU - Villanueva-Guerra, Elena Cristina
AU - Tercero-Gómez, Vìctor Gustavo
AU - Cordero-Franco, Alvaro Eduardo
AU - Conover, William Jay
N1 - Funding Information:
This work was supported by Consejo Nacional de Ciencia y Tecnología.
Publisher Copyright:
© 2017 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2017/12/12
Y1 - 2017/12/12
N2 - A nonparametric control chart for variance is proposed. The chart is constructed following the change-point approach through the recursive use of the squared ranks test for variance. It is capable of detecting changes in the behaviour of individual observations with performance similar to a self-starting CUSUM chart for scale when normality is assumed, and a relatively better power when assessing nonnormal observations. A comparison is also made with two equivalent nonparametric charts based on Mood and Ansari-Bradley statistics. When dealing with symmetrical distributions, the proposed chart shows smaller (better) out-of-control average run length (ARL), and a competing performance otherwise. In addition, sensitivity to changes in mean and variance at the same time was tested. Extensive Monte Carlo simulation was used to measure performance, and a practical example is provided to illustrate how the proposed control chart can be implemented in practice.
AB - A nonparametric control chart for variance is proposed. The chart is constructed following the change-point approach through the recursive use of the squared ranks test for variance. It is capable of detecting changes in the behaviour of individual observations with performance similar to a self-starting CUSUM chart for scale when normality is assumed, and a relatively better power when assessing nonnormal observations. A comparison is also made with two equivalent nonparametric charts based on Mood and Ansari-Bradley statistics. When dealing with symmetrical distributions, the proposed chart shows smaller (better) out-of-control average run length (ARL), and a competing performance otherwise. In addition, sensitivity to changes in mean and variance at the same time was tested. Extensive Monte Carlo simulation was used to measure performance, and a practical example is provided to illustrate how the proposed control chart can be implemented in practice.
KW - SPC
KW - Squared ranks test
KW - change-point
KW - nonnormal
KW - self-starting
UR - http://www.scopus.com/inward/record.url?scp=85029492217&partnerID=8YFLogxK
U2 - 10.1080/00949655.2017.1376327
DO - 10.1080/00949655.2017.1376327
M3 - Article
AN - SCOPUS:85029492217
VL - 87
SP - 3537
EP - 3562
JO - Journal of Statistical Computation and Simulation
JF - Journal of Statistical Computation and Simulation
SN - 0094-9655
IS - 18
ER -