A class of distribution-free control charts

S. Chakraborti, P.N. van der Laan, M.A. van de Wiel

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

A class of Shewhart-type distribution-free control charts is considered. A key advantage of these charts is that the in-control run length distribution is the same for all continuous process distributions. Exact expressions for the run length distribution and the average run length (ARL) are derived and properties of the charts are studied via evaluations of the run length distribution probabilities and the ARL. Tables are provided for implementation for some typical ARL values and false alarm rates. The charts proposed are preferable from a robustness point of view, have attractive ARL properties and would be particularly useful in situations where one uses a classical Shewhart X̄-chart. A numerical illustration is given.
Original languageEnglish
Pages (from-to)443-462
JournalJournal of the Royal Statistical Society: Series C (Applied Statistics)
Volume53
DOIs
Publication statusPublished - 2004

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Average Run Length
Distribution-free
Control Charts
Chart
Run Length
False Alarm Rate
Tables
Probability Distribution
Robustness
Class
Charts
Control charts
Average run length
Evaluation

Bibliographical note

3

Cite this

Chakraborti, S. ; van der Laan, P.N. ; van de Wiel, M.A. / A class of distribution-free control charts. In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 2004 ; Vol. 53. pp. 443-462.
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A class of distribution-free control charts. / Chakraborti, S.; van der Laan, P.N.; van de Wiel, M.A.

In: Journal of the Royal Statistical Society: Series C (Applied Statistics), Vol. 53, 2004, p. 443-462.

Research output: Contribution to JournalArticleAcademicpeer-review

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