The Combined Shewhart-CUSUM Wilcoxon Signed-rank Control Charts for Process Location

Nonparametric one- and two-sided combined Shewhart-CUSUM (CSC) control charts for process location based on the Wilcoxon signed rank (WSR) statistic are proposed. The statistical performances of these charts are investigated through Monte Carlo simulations, when the underlying process distributions are normal, uniform and Laplace. It is observed that a CSC WSR chart can be designed so as to exhibit a trade-off statistical performance between the performances of the Shewhart WSR and CUSUM WSR charts for identifying a location shift of any size. Hence, it is a viable alternative to these two charts in a case where efficient detections of the small as well as large-sized location shifts are equally important. Computations of the control statistics of a one-sided CSC WSR chart are illustrated using simulated-data example.. KEYWORDS :Statistical process control, Average run length, Distribution-free control chart