A phase-II change-point-based distribution-free scheme for monitoring of three process aspects

Abstract

In recent years, more attention has been paid to joint monitoring of two-aspects, namely, location and scale parameters, of a continuous process when their in-control (IC) standard values are unknown. However, barring a few, most literature ignores the third aspect of the process, namely the shape parameter. This paper proposes a new distribution-free change point formulation-based scheme for monitoring three aspects of a process simultaneously. No prior knowledge about the process distribution or its parameters, except for continuousness, is required. We discuss the in-control robustness of the proposed scheme, assuming that an independently and identically distributed Phase-I sample of size greater or equal to five from an unknown population is available. Simulation studies based on Monte-Carlo reveal some advantages of the proposed scheme over its competitors. An illustration with the arrival delay data of a Railway Network is presented, and some concluding remarks with future research directions are offered.