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Nonparametric CUSUM and EWMA control charts for detecting mean shifts

机译:非参数CUSUM和EWMA控制图,用于检测均值漂移

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This article first derives the run-length distributions of the proposed CCs and then compares the proposed charts with (1) CUSUM and EWMA CCs for subgroup means and (2) the median chart and Shewhart-type non parametric CC based on Mann-Whitney test. It is shown that the proposed CCs perform well in detecting step mean shifts and perform almost the same as the parametric counterparts under normality assumption and better in the contrary case. The effect of reference sample size and subgroup size on the performance is also examined. A numerical example is given as illustration. (32 refs.)
机译:本文首先得出拟议CC的游程长度分布,然后将拟议的图表与(1)CUSUM和EWMA CC进行子组均值比较;以及(2)中位数图表和基于Mann-Whitney检验的Shewhart型非参数CC 。结果表明,在正态假设下,建议的CC在检测步均值偏移方面表现良好,并且与参数对应项几乎相同,而在相反情况下则表现更好。还检查了参考样本大小和子组大小对性能的影响。给出了一个数字示例作为说明。 (32参考)

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