A nonparametric CUSUM control chart based on the Mann-Whitney statistic

TL;DR

This paper introduces a new nonparametric CUSUM control chart based on the Mann-Whitney statistic, designed for detecting small shifts in process location without assuming a specific distribution.

Contribution

It proposes a novel nonparametric CUSUM chart utilizing the Mann-Whitney statistic for improved detection of small mean shifts in a distribution-free context.

Findings

The proposed chart effectively detects small mean shifts.

Simulation results show high sensitivity and distribution-free properties.

Compared favorably with existing control charts.

Abstract

This article aims to consider a new univariate nonparametric cumulative sum (CUSUM) control chart for small shift of location based on both change-point model and Mann-Whitney statistic. Some comparisons on the performances of the proposed chart with other charts as well as the properties of the test statistic are presented. Simulations indicate that the proposed chart is sensitive in detection of the small mean shifts of the process by a high intensive accumulation of sample information when the underlying variable is completely distribution-free.