
arXiv: 1706.03901
CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution free and fully self-starting: given a specified in-control median and nominal in-control average run length, no parametric specification of the underlying distribution is required in order to find the correct control limits. If the underlying distribution is normal with unknown variance, a CUSUM based on the Van der Waerden signed rank score produces out-of-control average run lengths that are commensurate with those produced by the standard CUSUM for a normal distribution with known variance. For heavier tailed distributions, use of a CUSUM based on the Wilcoxon signed rank score is indicated. The methodology is illustrated by application to real data from an industrial environment.
signed sequential ranks, FOS: Computer and information sciences, Applications of statistics in engineering and industry; control charts, Statistics - Applications, Methodology (stat.ME), self starting, CUSUM, symmetric distributions, Applications (stat.AP), Computational methods for problems pertaining to statistics, distribution-free, Statistics - Methodology
signed sequential ranks, FOS: Computer and information sciences, Applications of statistics in engineering and industry; control charts, Statistics - Applications, Methodology (stat.ME), self starting, CUSUM, symmetric distributions, Applications (stat.AP), Computational methods for problems pertaining to statistics, distribution-free, Statistics - Methodology
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