Control Charts, Nonparametric

AbstractStandard control charts are often based on the assumption that the observations follow a specific parametric distribution, such as the normal. In many applications we do not have enough information to make this assumption and in such situations, development and application of control charts that do not depend on a particular distributional assumption is desirable. Nonparametric or distribution‐free control charts can serve this broader purpose. We discuss some ideas and recent developments in the area of univariate nonparametric control charts. Most of these charts are for monitoring the location; few charts are available for scale. A key advantage of nonparametric charts is that the in‐control run length distribution is the same for all continuous process distributions. Nonparametric charts are more robust and efficient than their parametric counterparts under heavy‐tailed and/or asymmetric distributions.