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

2020 ◽  
Vol 36 (4) ◽  
pp. 1422-1453
Author(s):  
Víctor Tercero‐Gómez ◽  
Victor Aguilar‐Lleyda ◽  
Alvaro Cordero‐Franco ◽  
William Conover
Keyword(s):  
Cusum Chart ◽  
Distribution Free ◽  
Joint Monitoring

scholarly journals Distribution-free Phase II CUSUM Control Chart for Joint Monitoring of Location and Scale

2014 ◽  
Vol 31 (1) ◽  
pp. 135-151 ◽  
Author(s):  
Shovan Chowdhury ◽  
Amitava Mukherjee ◽  
Subhabrata Chakraborti
Keyword(s):  
Control Chart ◽  
Phase Ii ◽  
Distribution Free ◽  
Cusum Control Chart ◽  
Joint Monitoring

scholarly journals Monitoring autocorrelated processes using a distribution-free tabular CUSUM chart with automated variance estimation

2009 ◽  
Vol 41 (11) ◽  
pp. 979-994 ◽  
Author(s):  
Joongsup (Jay) Lee ◽  
Christos Alexopoulos ◽  
David Goldsman ◽  
Seong-Hee Kim ◽  
Kwok-Leung Tsui ◽  
...  
Keyword(s):  
Variance Estimation ◽  
Cusum Chart ◽  
Distribution Free ◽  
Autocorrelated Processes

Monitoring nonlinear profiles adaptively with a wavelet-based distribution-free CUSUM chart

2015 ◽  
Vol 53 (15) ◽  
pp. 4648-4667 ◽  
Author(s):  
Huizhu Wang ◽  
Seong-Hee Kim ◽  
Xiaoming Huo ◽  
Youngmi Hur ◽  
James R. Wilson
Keyword(s):  
Cusum Chart ◽  
Distribution Free

Monitoring nonlinear profiles using a wavelet-based distribution-free CUSUM chart

2012 ◽  
Vol 50 (22) ◽  
pp. 6574-6594 ◽  
Author(s):  
Joongsup (Jay) Lee ◽  
Youngmi Hur ◽  
Seong-Hee Kim ◽  
James R. Wilson
Keyword(s):  
Cusum Chart ◽  
Distribution Free

A distribution-free tabular CUSUM chart for autocorrelated data

2007 ◽  
Vol 39 (3) ◽  
pp. 317-330 ◽  
Author(s):  
Seong-Hee Kim ◽  
Christos Alexopoulos ◽  
Kwok-Leung Tsui ◽  
James R. Wilson
Keyword(s):  
Cusum Chart ◽  
Distribution Free ◽  
Autocorrelated Data

Performance comparisons of distribution-free Shewhart-type Lepage and Cucconi schemes in monitoring complex process distributions

2020 ◽  
Vol 42 (14) ◽  
pp. 2787-2811 ◽  
Author(s):  
Zhi Lin Chong ◽  
Shuo Huang ◽  
Amitava Mukherjee ◽  
Jun Yang
Keyword(s):  
Additional Parameter ◽  
Control Performance ◽  
Monitoring And Control ◽  
Performance Study ◽  
Time To Event ◽  
Distribution Free ◽  
Scale Parameters ◽  
Scale Family ◽  
Joint Monitoring ◽  
And Control

In recent years, researchers introduced several distribution-free schemes for simultaneously monitoring the location and scale parameters of distribution in the literature related to process monitoring and control. To this end, the Shewhart-Lepage (SL) and Shewhart-Cucconi (SC) schemes are two fundamental distribution-free schemes. These schemes are primarily designed to monitor the location-scale family of densities. In practice, apart from the location and scale parameters, we often encounter the presence of a shape (or skewness) parameter. In this article, we investigate the performance of the SL and SC schemes in monitoring such models. We consider some skewed distributions in the location-scale family with one or two additional parameters, some three-parameter time-to-event processes, such as three-parameter Weibull and Gamma, which are very common in various measurement and control literature. First, we present the in-control performance of the two competing schemes and then carry out a comprehensive out-of-control performance study by considering different combinations of shifts. Several recent investigations showed that the SC scheme performs just as well or better than the SL scheme in joint monitoring of the location and scale parameters for a large number of process distributions. The current study shows that in the presence of an additional parameter, especially when the shift in the shape parameter is substantial, the SL scheme is better; for a small change in shape, the SC scheme is more competitive. In general, the SL scheme performs better in monitoring the three-parameter distributions for time-to-event processes. Finally, a real application and some concluding remarks are presented.

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