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Robust Distribution-Free Hybrid Exponentially Weighted Moving Average Schemes Based on Simple Random Sampling and Ranked Set Sampling Techniques

机译:Robust Distribution-Free Hybrid Exponentially Weighted Moving Average Schemes Based on Simple Random Sampling and Ranked Set Sampling Techniques

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摘要

This paper proposes new nonparametric hybrid exponentially weighted moving average (HEWMA) control charts based on simple random sampling (SRS) and ranked set sampling (RSS) techniques using the Wilcoxon rank-sum (W) statistic. The in-control robustness and out-of-control (OOC) performances are thoroughly investigated using extensive simulations. The HEWMA W chart is shown to be superior to the basic exponentially weighted moving average (EWMA) and double EWMA W charts in many cases under normal and nonnormal distributions. Moreover, the OOC sensitivities of the new HEWMA W-type control charts are further improved by using supplementary 2-of-2 and 2-of-3 standard and improved runs-rules approaches. It is found that the proposed HEWMAW-type charts with runs-rules perform better than the basic HEWMA W SRS and RSS charts. Real-life data based on the impurity of iron ore are used to illustrate the design and implementation of the new control charts.

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