A new on-line monitoring method for changes in location and scale via variable sampling interval

In this paper, we propose a Phase II nonparametric control chart based on exponentially weighted moving average and variable sampling interval for jointly monitoring location and scale parameters. The control chart we constructed is a nonparametric view that is not affected by prior sample information and has good test performance and strong robustness. On this basis, we also combine it with variable sampling interval, which not only significantly improves the monitor efficiency but also has a lower sampling cost. Moreover, the proposed control chart is capable of simultaneously detecting changes in location and scale parameters, which has wider application areas. Simulation results demonstrate that our control chart is effective and robust for jointly monitoring parameters’ shift in different magnitudes. For illustration of our main results, an applied example indicates the practicality of this control chart.