CUMIN charts

Willem/Wim Albers, W.C.M. Kallenberg

    Research output: Contribution to journalArticleAcademicpeer-review

    13 Citations (Scopus)
    43 Downloads (Pure)

    Abstract

    Abstract. Classical control charts are very sensitive to deviations from normality. In this respect, nonparametric charts form an attractive alternative. However, these often require considerably more Phase I observations than are available in practice. This latter problem can be solved by introducing grouping during Phase II. Then each group minimum is compared to a suitable upper limit (in the two-sided case also each group maximum to a lower limit). In the present paper it is demonstrated that such MIN charts allow further improvement by adopting a sequential approach. Once a new observation fails to exceed the upper limit, its group is aborted and a new one starts right away. The resulting CUMIN chart is easy to understand and implement. Moreover, this chart is truly nonparametric and has good detection properties. For example, like the CUSUM chart, it is markedly better than a Shewhart X-chart, unless the shift is really large.
    Original languageUndefined
    Article number10.1007/s00184-008-0184-5
    Pages (from-to)111-130
    Number of pages22
    JournalMetrika
    Volume70
    Issue number1
    DOIs
    Publication statusPublished - Jun 2009

    Keywords

    • Statistical Process Control
    • Phase II control limits
    • METIS-263888
    • EWI-15442
    • CUSUM-chart
    • MSC-62G30
    • IR-65525
    • MSC-62L10
    • MSC-62P30
    • Order statistics

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