A new distribution-free monitoring scheme based on ranks

Abstract

In this article, we introduce a new nonparametric Shewhart − type control chart based on rank statistics. The setup of the proposed distribution − free monitoring scheme is presented in detail, while a real data example is studied in order to shed light on the implementation of the new control chart. Explicit formulae for the basic characteristics of the proposed rank-based chart are deduced. A detailed numerical study carried out depicts the performance of the new monitoring scheme for both in-control and out-of-control situations.

Keywords:

• Average run length
• False alarm rate
• Lehmann alternatives
• Nonparametric control charts
• Shewhart-type charts
• Statistical process control
• Wilcoxon-type rank-sum statistics

MATHEMATICAL SUBJECT CLASSIFICATION:

• Primary 62P30
• Secondary 62G86