Distribution-free monitoring schemes based on order statistics : a general approach

© 2019 Informa UK Limited, trading as Taylor & Francis Group.

Détails bibliographiques
Publié dans:Journal of applied statistics. - 1991. - 47(2020), 12 vom: 30., Seite 2230-2257
Auteur principal: Triantafyllou, Ioannis S (Auteur)
Autres auteurs: Panayiotou, Nikolaos I
Format: Article en ligne
Langue:English
Publié: 2020
Accès à la collection:Journal of applied statistics
Sujets:Journal Article Distribution-free monitoring schemes Lehmann alternatives average run length false alarm rate order statistics statistical process control
Description
Résumé:© 2019 Informa UK Limited, trading as Taylor & Francis Group.
In this article, we establish a new class of distribution-free Shewhart-type monitoring schemes based on order statistics. The setup of the proposed family of nonparametric control charts is presented in detail. Specific monitoring schemes, already introduced in the literature, are confirmed to be members of the new class. In addition, a new nonparametric monitoring scheme that belongs to the class is established, while explicit formulae for its basic characteristics are reached. The numerical study carried out reveals that the proposed scheme achieves adversarial in-control and out-of-control performance
Description:Date Revised 16.06.2022
published: Electronic-eCollection
Citation Status PubMed-not-MEDLINE
ISSN:0266-4763
DOI:10.1080/02664763.2019.1707518