Distribution-Free Exceedance CUSUM Control Charts for Location

@article{Mukherjee2013DistributionFreeEC,
  title={Distribution-Free Exceedance CUSUM Control Charts for Location},
  author={Amitava Mukherjee and M. A. Graham and Subha Chakraborti},
  journal={Communications in Statistics - Simulation and Computation},
  year={2013},
  volume={42},
  pages={1153-1187}
}
Distribution-free (nonparametric) control charts can be useful to the quality practitioner when the underlying distribution is not known. A Phase II nonparametric CUSUM chart based on the exceedance statistics, called the exceedance CUSUM chart, is proposed here for detecting a shift in the unknown location parameter of a continuous distribution. The exceedance statistics can be more efficient than rank-based methods when the underlying distribution is heavy-tailed and/or right-skewed, which… CONTINUE READING
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