A distribution-free CUSUM chart for joint monitoring of location and scale based on the combination of Wilcoxon and Mood statistics

Víctor Tercero-Gómez, Victor Aguilar-Lleyda, Alvaro Cordero-Franco, William Conover

Research output: Contribution to journalArticlepeer-review

Abstract

We propose a distribution-free cumulative sum (CUSUM) chart for joint monitoring of location and scale based on a Lepage-type statistic that combines the Wilcoxon rank sum and the Mood statistics. Monte Carlo simulations were used to obtain control limits and examine the in-control and out-of-control performance of the new chart. A direct comparison of the new chart was made with the original CUSUM Lepage based on Wilcoxon rank sum and Ansari-Bradley statistics. The result is a more powerful chart in most of the considered scenarios and thus a more useful CUSUM chart. An example using real data illustrates how the proposed control chart can be implemented.

Original languageEnglish
Pages (from-to)1422-1453
Number of pages32
JournalQuality and Reliability Engineering International
Volume36
Issue number4
DOIs
StatePublished - Jun 1 2020

Keywords

  • CUSUM-Lepage chart
  • Mood statistic
  • Wilcoxon rank-sum statistic
  • nonparametric
  • statistical process control

Fingerprint Dive into the research topics of 'A distribution-free CUSUM chart for joint monitoring of location and scale based on the combination of Wilcoxon and Mood statistics'. Together they form a unique fingerprint.

Cite this