2022
DOI: 10.1080/00949655.2022.2154767
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An EWMA sign chart for dispersion with exact run length properties

Abstract: The EWMA Sign control chart is a distribution-free scheme used for monitoring shifts in the location parameter during process monitoring. In this work, we propose a modified Phase II EWMA chart based on a general Sign statistic, capable of monitoring shifts in the process variability. Regarding the determination of the proposed chart's in-and out-of-control Run Length properties, Markov chain methods are used in combination with a continuous transformation of the suggested general Sign statistic. Our results s… Show more

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Cited by 3 publications
(1 citation statement)
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“…In the last two decades, several EWMA-type distribution-free control charts have been introduced in the literature. For instance, adaptive nonparametric EWMA charts have been studied in [1][2][3], while some nonparametric EWMA-type schemes based on sign and signed-rank statistics have been proposed in [4][5][6][7][8]. An up-to-date and detailed overview of distribution-free EWMA charts has been presented in [9].…”
Section: Introductionmentioning
confidence: 99%
“…In the last two decades, several EWMA-type distribution-free control charts have been introduced in the literature. For instance, adaptive nonparametric EWMA charts have been studied in [1][2][3], while some nonparametric EWMA-type schemes based on sign and signed-rank statistics have been proposed in [4][5][6][7][8]. An up-to-date and detailed overview of distribution-free EWMA charts has been presented in [9].…”
Section: Introductionmentioning
confidence: 99%