Department of Statistics, University of Pretoria, South Africa; Department of Mathematics, Indian Institute of Technology Madras, India; Department of Information Systems, Statistics and Management Science, University of Alabama, United States
Graham, M.A., Department of Statistics, University of Pretoria, South Africa; Mukherjee, A., Department of Mathematics, Indian Institute of Technology Madras, India; Chakraborti, S., Department of Information Systems, Statistics and Management Science, University of Alabama, United States
Distribution-free (nonparametric) control charts provide a robust alternative to a data analyst when there is lack of knowledge about the underlying distribution. A two-sided nonparametric Phase II exponentially weighted moving average (EWMA) control chart, based on the exceedance statistics (EWMA-EX), is proposed for detecting a shift in the location parameter of a continuous distribution. The nonparametric EWMA chart combines the advantages of a nonparametric control chart (known and robust in-control performance) with the better shift detection properties of an EWMA chart. Guidance and recommendations are provided for practical implementation of the chart along with illustrative examples. A performance comparison is made with the traditional (normal theory) EWMA chart for subgroup averages and a recently proposed nonparametric EWMA chart based on the WilcoxonMannWhitney statistics. A summary and some concluding remarks are given. © 2012 Elsevier B.V. All rights reserved.
