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Journal of Statistical Planning and Inference 136 (2006) 909941

Summary: Journal of Statistical Planning and
Inference 136 (2006) 909941
Data driven choice of control charts
Willem Albers, Wilbert C.M. Kallenberg
, Sri Nurdiati
Department of Applied Mathematics, Faculty of Electrical Engineering, Mathematics and Computer Science,
University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands
Received 30 January 2004; received in revised form 8 June 2004; accepted 18 July 2004
Available online 15 September 2004
Standard control charts are often seriously in error when the distributional form of the observations
differs from normality. Recently, control charts have been developed for larger parametric families. A
third possibility is to apply a suitable (modified version of a) nonparametric control chart. This paper
chart, or even to a nonparametric one. This model selection problem is solved by using the estimated
model error as yardstick. It is shown that the new combined control chart asymptotically behaves
as each of the specific control charts in their own domain. Simulations exhibit that the combined
control chart performs very well under a great variety of distributions and hence it is recommended
as an omnibus control chart, nicely adapted to the distribution at hand. The combined control chart is


Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente


Collections: Engineering