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

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    A serious drawback of classical control charts is their high sensitivity to deviations from normality. By now, many alternative procedures, often of a nonparametric nature, have been proposed. A danger with these competitors is that unrealistically large Phase I samples might be needed. This can be avoided by using groups of, rather than individual (IND), observations during Phase II. A recently introduced successful example is the CUMIN chart: a signal occurs as soon as m consecutive observations all exceed some suitably chosen upper limit. An interesting question is how m should be chosen in this cumulative minimum. If large (small shifts are likely to occur, m should be small (large). As often the magnitude of possible shifts is unclear, it is attractive to be flexible w.r.t. the choice of m. In the present paper a procedure is developed which achieves this goal by combining an IND and a CUMIN procedure. As input minima of small blocks (e.g. pairs or triples) of observations should be used, to avoid recurrence of the problem of the need for unrealistically large Phase I samples.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages15
    Publication statusPublished - Sep 2007

    Publication series

    PublisherDepartment of Applied Mathematics, University of Twente
    ISSN (Print)1874-4850
    ISSN (Electronic)1874-4850


    • METIS-241941
    • MSC-62G30
    • MSC-62P30
    • MSC-62L10
    • EWI-11131
    • Order statistics
    • Statistical Process Control
    • Phase II control limits
    • CUSUM-chart
    • IR-64373

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