The Repeated Two-Sample Rank (RTR) Procedure: A Nonparametric Multivariate Individuals Control Chart

Abstract

The Repeated Two-sample Rank (RTR) procedure transforms univariate and multivariate data into univariate statistics from which out-of-control conditions are detected using nonparametric rank tests. Designed for the ever more complicated and data-rich settings arising in industry today, where simple parametric assumptions often do not apply, the RTR procedure can detect very general distributional changes. In comparisons to standard parametric procedures, the RTR procedure's general applicability necessarily entails some sacri¯ce in detection speed for certain speci¯c changes. However, for other types of changes, and in the presence of multimodal or complicated distributions, the RTR procedure demonstrates better performance overall.