Willem Albers, Wilbert C.M. Kallenberg*

*Corresponding author for this work

    Research output: Contribution to journalArticleAcademicpeer-review

    3 Citations (Scopus)


    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 CUMINchart: a signal occurs as soon asmconsecutive 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. The nice performance of the proposed MINDCUMIN chart and its straightforward implementation make it very useful for application in practice.
    Original languageEnglish
    Pages (from-to)769-790
    Number of pages22
    JournalJournal of nonparametric statistics
    Issue number8
    Publication statusPublished - Nov 2008


    • MSC-62P30
    • MSC-62G30
    • MSC-62L10
    • Order statistics
    • Phase II control limits
    • Statistical process control
    • CUSUM-chart

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