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Nonparametric control chart based on change-point model

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Abstract

A change-point control chart for detecting shifts in the mean of a process is developed for the case where the nominal value of the mean is unknown but some historical samples are available. This control chart is a nonparametric chart based on the Mann–Whitney statistic for a change in mean and adapted for repeated sequential use. We do not require any knowledge of the underlying distribution such as the normal assumption. Particularly, this distribution robustness could be a significant advantage in start-up or short-run situations where we usually do not have knowledge of the underlying distribution. The simulated results show that our approach has a good performance across the range of possible shifts and it can be used during the start-up stages of the process.

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Authors and Affiliations

  1. Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin, 300071, People’s Republic of China

    Chunguang Zhou, Changliang Zou, Yujuan Zhang & Zhaojun Wang

Authors
  1. Chunguang Zhou
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  2. Changliang Zou
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  3. Yujuan Zhang
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  4. Zhaojun Wang
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Correspondence to Zhaojun Wang.

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Zhou, C., Zou, C., Zhang, Y. et al. Nonparametric control chart based on change-point model. Stat Papers 50, 13–28 (2009). https://doi.org/10.1007/s00362-007-0054-7

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  • DOI: https://doi.org/10.1007/s00362-007-0054-7

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