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

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.