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A new non‐parametric CUSUM mean chart
Authors:Su‐Fen Yang  Smiley W Cheng
Affiliation:1. Department of Statistics, National Chengchi University, Muzha, Taipei 116, Taiwan;2. Department of Statistics, University of Manitoba, Winnipeg, MB, Canada R3T 2N2
Abstract:Not all data in practice came from a process with normal distribution. When the process distribution is non‐normal or unknown, the commonly used Shewhart control charts are not suitable. In this paper, a new non‐parametric CUSUM Mean Chart is proposed to monitor the possible small mean shifts in the process. The sampling properties of the new monitoring statistics are examined and the average run lengths of the proposed chart are examined. Two numerical examples are used to illustrate the proposed chart and compare with the two existing charts, assuming normality and Beta distribution, respectively. The CUSUM Mean Chart showed better detection ability than those two charts in monitoring and detecting small process mean shifts. Copyright © 2010 John Wiley & Sons, Ltd.
Keywords:CUSUM chart  process mean  binomial distribution  beta distribution  ARL
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