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Growing Science » International Journal of Industrial Engineering Computations » A simulation study on the performance of the sign test, Mann-Whitney test, Hodges-Lehmann estimator and control charts for Normal and Weibull data

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International Journal of Industrial Engineering Computations

ISSN 1923-2934 (Online) - ISSN 1923-2926 (Print)
Quarterly Publication
Volume 5 Issue 4 pp. 561-574 , 2014

A simulation study on the performance of the sign test, Mann-Whitney test, Hodges-Lehmann estimator and control charts for Normal and Weibull data Pages 561-574 Right click to download the paper Download PDF

Authors: Vadhana Jayathavaj, Adisak Pongpullponsak

DOI: 10.5267/j.ijiec.2014.7.004

Keywords: Hodges-Lehmann estimator, Mann-Whitney, Normal distribution, Sign test, Statistical process control, Weibull distribution

Abstract: The new method to chart the Hodges-Lehmann estimator control chart is proposed in this study. The evaluation of the three nonparametric control charts - the Sign test (ST), Mann-Whitney (MW), and the Hodges-Lehmann estimator (HL), for the known process distribution using normal and Weibull data represent the symmetric and asymmetric shapes of the process based on the original method through the 10000 run lengths simulation. The result illustrates that the average run length performance of the ST and MW correspond to their respective test statistics but for HL’s performance, the result indicates that the average run length is much greater than that derived from Wilcoxon signed rank statistics. The Hodges-Lehmann estimator control chart by the new approach for the known process distribution will be the alternative method for the process that needs to robust outliers’ properties from this statistics. In addition, the simulation demonstrates that the performances of the Sign test (ST) from mean and median processes are varied in the skewed distribution, and moreover, the Sign test (ST) from the median process represents more accurate performance. Meanwhile, for the control groups, MW generated within control limits or without restriction shows slightly different performance. The performance of dual scheme for the above-mentioned variable parameters control charts also produce the weighted average values that effect from the tight control scheme to the regular control scheme.

How to cite this paper
Jayathavaj, V & Pongpullponsak, A. (2014). A simulation study on the performance of the sign test, Mann-Whitney test, Hodges-Lehmann estimator and control charts for Normal and Weibull data.International Journal of Industrial Engineering Computations , 5(4), 561-574.

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Journal: International Journal of Industrial Engineering Computations | Year: 2014 | Volume: 5 | Issue: 4 | Views: 3496 | Reviews: 0

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