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The SPRT Sign Chart for Process Dispersion

Dadasaheb G. Godase ORCID logo and Shashibhushan B. Mahadik ORCID logo EMAIL logo

Abstract

A nonparametric sequential probability ratio test control chart to monitor the process dispersion based on the sequential sign statistic is proposed. The statistical performance of this chart is evaluated by comparing it with that of the charts for dispersion based on sign statistic in the existing literature. It is found that the proposed chart outperforms all these charts uniformly in detecting a shift of any size over a wide range. An implementation of the chart is illustrated through an example.

MSC 2010: 62P30; 97K80

Award Identifier / Grant number: IF160684

Award Identifier / Grant number: SR/FST/MSI-103

Funding statement: Dadasaheb G. Godase’s work was supported by Department of Science and Technology through INSPIRE fellowship [IF160684]. Shashibhushan B. Mahadik’s work was supported in part by Department of Science and Technology, New Delhi through FIST scheme (SR/FST/MSI-103 dated 18/11/2015).

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Received: 2021-07-22
Accepted: 2021-09-12
Published Online: 2021-09-25
Published in Print: 2022-06-01

© 2021 Walter de Gruyter GmbH, Berlin/Boston

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