Steady-State Behavior of Nonparametric Synthetic Control Chart Using Signed-Rank Statistic

Abstract

If process is running for a long period in an in-control condition, it will reach in a steady-state condition. In order to study the long term properties of a control chart, it is appropriate to investigate the steady-state average run length. In this paper we study zero-state and steady-state behaviour of a nonparametric synthetic control chart using signed-rank statistic. The zero-state average time to signal and steady-state average time to signal are computed using Markov chain approach. In Comparison study, steady-state average time to signal is compared with zero-state average time to signal for various symmetric distributions. Usefulness of the proposed control chart explored through by giving numerical example.