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Distribution-free CUSUM Control Chart for Joint Monitoring of Location and Scale

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dc.contributor.author Chowdhury, Shovan
dc.contributor.author Mukherjee, A
dc.contributor.author Chakraborti, S
dc.date.accessioned 2016-05-27T06:29:39Z
dc.date.available 2016-05-27T06:29:39Z
dc.date.issued 2014
dc.identifier.uri http://hdl.handle.net/2259/715
dc.description 1 Indian Institute of Management Kozhikode; QM & OM Area; Kozhikode; Kerala,India. 2 Indian Institute of Management Udaipur; OM, QM& IS Area, Udaipur, Rajasthan 3 Department of Information Systems, Statistics and Management Science, University of AlabamaTuscaloosa, USA en_US
dc.description.abstract Mukherjee and Chakraborti (2012) proposed a single distribution-free (nonparametric) Shewhart-type chart based on Lepage (1971) test statistic for simultaneously monitoring both the location and the scale parameters of a continuous distribution when both of these parameters are unknown. In the present work, we consider a single distribution-free CUSUM chart based on Lepage statistic, referred to as CUSUM-Lepage (CL) chart. Our proposed chart is nonparametric and therefore, in control (denoted IC) properties of the chart remain invariant and known for all continuous distributions. Control limits are tabulated for implementation in practice. The IC and out of control (denoted OOC) performance properties of the chart are investigated through simulation studies in terms of the average, the standard deviation, the median and some percentiles of the run length distribution. Detailed comparison with the Shewhart-type chart is presented. We also examine the effect of the reference value (k) of CUSUM chart on the performance of CL chart. The proposed chart is illustrated through a real data. Summary and conclusions are presented. en_US
dc.language.iso en en_US
dc.publisher Indian Institute of Management Kozhikode en_US
dc.relation.ispartofseries ;IIMK/WPS/143/QMOM/2014/01
dc.subject Ansari-Bradley Statistic en_US
dc.subject Average Run Length en_US
dc.subject Phase I and II en_US
dc.subject CUSUM Lepage Chart en_US
dc.subject Nonparametric en_US
dc.subject Monte-Carlo simulation en_US
dc.subject Statistical process control en_US
dc.subject Shewhart Lepage Chart en_US
dc.subject Wilcoxon Rank sum Statistic en_US
dc.title Distribution-free CUSUM Control Chart for Joint Monitoring of Location and Scale en_US
dc.type Working Paper en_US

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