We propose a distribution‐free cumulative sum (CUSUM) chart for joint monitoring of location and scale based on a Lepage‐type statistic that combines the Wilcoxon rank sum and the Mood statistics. Monte Carlo simulations were used to obtain control limits and examine the in‐control and out‐of‐control performance of the new chart. A direct comparison of the new chart was made with the original CUSUM Lepage based on Wilcoxon rank sum and Ansari‐Bradley statistics. The result is a more powerful chart in most of the considered scenarios and thus a more useful CUSUM chart. An example using real data illustrates how the proposed control chart can be implemented.

中文翻译：

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基于Wilcoxon和Mood统计信息的，用于位置和规模的联合监控的无分布CUSUM图表

我们建议基于Lepage型统计量（结合了Wilcoxon排名总和和Mood统计量），对位置和规模进行联合监控的无分配累积总和（CUSUM）图表。蒙特卡洛模拟用于获得控制极限并检查新图表的控制中和失控性能。基于Wilcoxon排名总和和Ansari-Bradley统计数据，将新图表与原始CUSUM Lepage进行了直接比较。结果是，在大多数考虑的情况下，图表都更加强大，从而使CUSUM图表更加有用。使用实际数据的示例说明了如何实现建议的控制图。