CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2014, 30(5) 461-468 DOI:      ISSN: 1001-4268 CN: 31-1256

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A Distribution-Free Change-Point Model for Monitoring Dispersion

Zhou Maoyuan, Geng Wei, Li Zhonghua

Science College, Civil Aviation University of China; Institute of Statistics and LPMC, Nankai University

Abstract��

Most distribution-free control charts in the literature are
used to monitor process location parameters, such as mean or median, rather than process
dispersion parameters. This paper develops a new distribution-free control chart by
integrating a two-sample nonparametric test into the effective change-point model.
Our proposed chart is easy in computation, convenient to use, and very powerful in
detecting process dispersion shifts. As it avoids the need for a lengthy data-gathering
step before charting and it does not require knowledge of the underlying distribution,
the proposed chart is particularly useful in start-up or short-run situations.

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