一个监控方差的与分布无关的变点模型

文献中绝大部分与分布无关的控制图用于监控过程位置参数,如均值或中位数,而非过程方差.该文开发了一个新的与分布无关的控制图,通过整合一个两样本非参数检验和有效的变点模型.所提出的控制图容易计算,方便应用,并且对于探测过程方差的漂移非常有效.因为它避免了在监控之前的一个很长时间的收集数据的阶段,并且它不需要潜在的过程分布的知识,因此,所提出的控制图在开始阶段或者短程运行情况下特别有用.

A Distribution-Free Change-Point Model for Monitoring Dispersion

Most distribution-free control charts in the literature are used to monitor process location parameters, such as mean or median, rather than process dispersion parameters. This paper develops a new distribution-free control chart by integrating a two-sample nonparametric test into the effective change-point model. Our proposed chart is easy in computation, convenient to use, and very powerful in detecting process dispersion shifts. As it avoids the need for a lengthy data-gathering step before charting and it does not require knowledge of the underlying distribution, the proposed chart is particularly useful in start-up or short-run situations.