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A class of distribution‐free control charts
Author(s) -
Chakraborti S.,
Laan P.,
Wiel M. A.
Publication year - 2004
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.1111/j.1467-9876.2004.0d489.x
Subject(s) - control chart , shewhart individuals control chart , statistics , computer science , chart , robustness (evolution) , distribution (mathematics) , false alarm , mathematics , algorithm , process (computing) , ewma chart , mathematical analysis , biochemistry , chemistry , gene , operating system
Summary. A class of Shewhart‐type distribution‐free control charts is considered. A key advantage of these charts is that the in‐control run length distribution is the same for all continuous process distributions. Exact expressions for the run length distribution and the average run length (ARL) are derived and properties of the charts are studied via evaluations of the run length distribution probabilities and the ARL. Tables are provided for implementation for some typical ARL values and false alarm rates. The charts proposed are preferable from a robustness point of view, have attractive ARL properties and would be particularly useful in situations where one uses a classical Shewhart X ‐chart. A numerical illustration is given.