Dual Nonparametric CUSUM Control Chart Based on Ranks

Abstract

In this article, we provide a sequential rank-based dual nonparametric CUSUM (DNC) control chart for detecting arbitrary magnitude of shifts in the location parameter. It is a self-starting scheme and thus can be used to monitor processes at the start-up stages. Moreover, we do not require any prior knowledge of the underlying distribution. A simulation study demonstrates that the proposed control chart not only performs robustly for different distributions, but also is efficient in detecting various magnitudes of shifts. An illustrative example is given to introduce the implementation of our proposed DNC control chart. It is easy to construct and fast to compute.

Keywords:

• Arbitrary shift
• CUSUM
• Dual control chart
• Nonparametric scheme
• Sequential rank

Mathematics Subject Classification:

• 62G10
• 62K05

Additional information

Funding

Liu’s work was supported by the NNFC (No. 11301364, 11126336), the FDSME (No. 20115134120001) and the FYTEF (No. 14114).