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.
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