A Distribution-Free Change-Point Model for Monitoring Dispersion
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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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