A class of distribution-free control charts

S. Chakraborti, P. Laan, van der, M.A. Wiel, van de

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    Abstract

    Distribution-free Shewhart-type control charts are proposed for future sample percentiles based on a reference sample. These charts have a key advantage that their in-control run length distribution do not depend on the underlying continuous process distribution. Tables are given to help implement the charts for given sample sizes and false alarm rates. Expressions for the exact run length distribution and the average run length (ARL) are obtained using expectation by conditioning. Properties of the charts are studied, via evaluations of the run length distribution and the ARL. These computations show that in certain cases the proposed charts have attractive ARL properties over standard parametric charts such as the CUSUM and the EWMA. Calculations are illustrated with several short examples. Also included is a numerical example, using data from Montgomery (1997), where an application of the precedence chart produced slightly different results.
    Original languageEnglish
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Number of pages41
    Publication statusPublished - 2000

    Publication series

    NameSPOR-Report : reports in statistics, probability and operations research
    Volume200011
    ISSN (Print)1567-5211

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