Abstract
AbstractIn recent years, motivated by various applications, the joint monitoring of location and scale parameters have attracted increasing attention from researchers. Although parametric methods are useful and have been extensively studied, their efficiency is highly compromised when the process distribution is non‐normal or unknown. This leads to the study of nonparametric or distribution‐free methods. This article proposes a novel distribution‐free approach for location and scale monitoring, based on the proper transformation of the score test and the incorporation of the exponentially weighted moving average (EWMA) scheme. The proposed method is efficient to detect shifts in location and scale parameters, and is robust under various underlying distributions. Simulation study and a real example from manufacturing industry have guaranteed the usefulness and effectiveness of the proposed method.
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