Distribution-free monitoring schemes based on order statistics: a general approach. Issue 12 (9th September 2020)

• Record Type: Journal Article
• Authors: Triantafyllou, Ioannis S.; Panayiotou, Nikolaos I.
• Is Part Of: Journal of applied statistics. Volume 47:Issue 12(2020)
• Page Start: 2230
• Page End: 2257
• Publication Date: 2020-09-09
• Subjects: Distribution-free monitoring schemes -- average run length -- false alarm rate -- Lehmann alternatives -- statistical process control -- order statistics; Statistics -- Periodicals; 519.5
• DOI: 10.1080/02664763.2019.1707518
• Languages: English
• ISSNs: 0266-4763

Abstract

Abstract : 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.