ROBUSTNESS OF GENERALLY WEIGHTED MOVING AVERAGE SIGNED – RANK CONTROL CHART FOR MONITORING A SHIFT OF SKEW PROCESSES

Authors

  • Saowanit Sukparungsee Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology, North Bangkok, Bangkok, Thailand

DOI:

https://doi.org/10.20319/mijst.2018.43.125137

Keywords:

Distribution-Free, Signed-Rank, Sign Statistic, Nonparametric Chart

Abstract

A distribution-free control charts play a virtual role in quality control chart because it is not necessary to know the assumption of specific distribution for any process. In this article, the robustness of a generally weighted moving average based on signed-rank (GWMA-SR) control charts are intensive studied for skew processes. In addition, the GWMA-SR control chart is compared the performance to detecting a shift in process mean based on GWMA with sign statistic (GWMA-SN) and exponentially weighted moving average with signed-rank statistic (EWMA-SR) control charts. The numerical results using Monte Carlo simulation found that the performance of GWMA-SR chart robust to skew process and perform as good as the benchmark charts. Furthermore, the GWMA-SR chart is superior to existing chart in many situations.

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Published

2018-11-21

How to Cite

Sukparungsee, S. (2018). ROBUSTNESS OF GENERALLY WEIGHTED MOVING AVERAGE SIGNED – RANK CONTROL CHART FOR MONITORING A SHIFT OF SKEW PROCESSES . MATTER: International Journal of Science and Technology, 4(3), 125–137. https://doi.org/10.20319/mijst.2018.43.125137