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Distribution-free monitoring of univariate processes
Authors:Peihua Qiu  Zhonghua Li
Institution:aSchool of Statistics, University of Minnesota, USA;bLPMC and Department of Statistics, Nankai University, China
Abstract:We consider statistical process control (SPC) of univariate processes when observed data are not normally distributed. Most existing SPC procedures are based on the normality assumption. In the literature, it has been demonstrated that their performance is unreliable in cases when they are used for monitoring non-normal processes. To overcome this limitation, we propose two SPC control charts for applications when the process data are not normal, and compare them with the traditional CUSUM chart and two recent distribution-free control charts. Some empirical guidelines are provided for practitioners to choose a proper control chart for a specific application with non-normal data.
Keywords:Distribution-free  Non-Gaussian data  Nonparametric procedures  Transformation  Wilcoxon signed-rank test
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