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Publication Details
AFRICAN RESEARCH NEXUS
SHINING A SPOTLIGHT ON AFRICAN RESEARCH
business, management and accounting
Design and implementation of CUSUM exceedance control charts for unknown location
International Journal of Production Research, Volume 52, No. 18, Year 2014
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Description
Nonparametric control charts provide a robust alternative in practice when the form of the underlying distribution is unknown. Nonparametric CUSUM (NPCUSUM) charts blend the advantages of a CUSUM with that of a nonparametric chart in detecting small to moderate shifts. In this paper, we examine efficient design and implementation of Phase II NPCUSUM charts based on exceedance (EX) statistics, called the NPCUSUM-EX chart. We investigate the choice of the order statistic from the reference (Phase I) sample that defines the exceedance statistic. We see that choices other than the median, such as the 75th percentile, can yield improved performance of the chart in certain situations. Furthermore, observing certain shortcomings of the average run-length, we use the median run-length as the performance metric. The NPCUSUM-EX chart is compared with the NPCUSUM-Rank chart based on the popular Wilcoxon rank-sum statistic. We also study the choice of the reference value, k, of the CUSUM charts. An illustration with real data is provided. © 2014 Taylor & Francis.
Authors & Co-Authors
Graham, Marien Alet
South Africa, Pretoria
University of Pretoria
Chakraborti, Subhabrata
United States, Tuscaloosa
The University of Alabama
Mukherjee, A.
India, Udaipur
Indian Institute of Management Udaipur
Statistics
Citations: 60
Authors: 3
Affiliations: 3
Identifiers
Doi:
10.1080/00207543.2014.917214
ISSN:
00207543
e-ISSN:
1366588X