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An Efficient Nonparametric EWMA Wilcoxon Signed‐Rank Chart for Monitoring Location
Authors:Muhammad Abid  Hafiz Zafar Nazir  Muhammad Riaz  Zhengyan Lin
Affiliation:1. Department of Mathematics, Institute of Statistics, Zhejiang University, Hangzhou, China;2. Department of Statistics, Faculty of Science and Technology, Government College University, Faisalabad, Pakistan;3. Department of Statistics, Faculty of Science, University of Sargodha, Sargodha, Pakistan;4. Department of Mathematics and Statistics, King Fahad University of Petroleum and Minerals, Dhahran, Saudi Arabia
Abstract:The statistical performance of traditional control charts for monitoring the process shifts is doubtful if the underlying process will not follow a normal distribution. So, in this situation, the use of a nonparametric control charts is considered to be an efficient alternative. In this paper, a nonparametric exponentially weighted moving average (EWMA) control chart is developed based on Wilcoxon signed‐rank statistic using ranked set sampling. The average run length and some other associated characteristics were used as the performance evaluation of the proposed chart. A major advantage of the proposed nonparametric EWMA signed‐rank chart is the robustness of its in‐control run length distribution. Moreover, it has been observed that the proposed version of the EWMA signed‐rank chart using ranked set sampling shows better detection ability than some of the competing counterparts including EWMA sign chart, EWMA signed‐rank chart, and the usual EWMA control chart using simple random sampling scheme. An illustrative example is also provided for practical consideration. Copyright © 2016 John Wiley & Sons, Ltd.
Keywords:average run length  EWMA chart  nonparametric  ranked set sampling  Wilcoxon signed rank
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