Improved Design on Nonparametric Quantile-based Control Charts
Quantile-based control charts are mainly used to detect shifts in process variables distribution, rather than shifts in their summary statistics such as means and variances.This paper investigates and improves the design of quantile-based control charts.Firstly, we introduce a smooth nonparametric estimator of a quantile function and adjust the window width to obtain the effective estimation of quantiles in the case of small sample size when the distribution is free.Secondly, we propose a new criterion of test power in order to make optimal choice of the quantiles.Simulation results confirm the high efficiency of the improved nonparametric quantile-based control chart.To provide guidance for application, we also calculate the control limits table in the small sample size by Monte Carlo simulation.
Quantile-based control charts Nonparametric estimation Heavy-tailed distribution
WU Chunjie YU Miaomiao
School of Statistics and Management,Shanghai University of Finance and Economics,P.R.China,200433
国际会议
山东 日照
英文
705-711
2015-08-17（万方平台首次上网日期，不代表论文的发表时间）