A cusum procedure based on sequential ranks

Abstract

A nonparametric quality-control statistic is proposed. The procedure is a cusum (cumulative sum) based on the sequential ranks of the observations which is designed to detect an abrupt change in the sampling distribution to a stochastically larger distribution. Such a procedure could be applied to establish that a process is in control or to detect assignable causes of loss of control. Meanwhile empirical data for constructing a parametric cusum procedure is being collected.