Nonparametric procedures for monitoring a location parameter based on linear placement statistics

Abstract

Nonparametric procedures are developed for the problem of monitoring the location parameter of a continuous process wnen the control value for the parameter is not specified. These procedures are based on linear placement statistics for comparing current samples with a standard sample taken wnen the process was operating properly. The linear placement statistics are used in versions of the Shewhart and cusum charts. Asymptotic approximations to the run length distribution are obtained and a new result for the Brownian motion process is derived for the case where there is an upper bound on the time that the process is observed.

Keywords:

• Shewhart chart
• cumulative sum control chart
• average run length
• linear placement statistic
• standard sample

Additional information

Notes on contributors

Changsoon Park

Changsoon Park

Marion R. Reynolds