We develop Shiryaev–Roberts schemes based on signed sequential ranks to detect a persistent change in location of a continuous symmetric distribution with known median. The in-control properties of these schemes are distribution-free, hence they do not require a parametric specification of an underlying density function or the existence of any moments. Tables of control limits are provided. The out-of-control average run length properties of the schemes are gauged via theory-based calculations and Monte Carlo simulation. Comparisons are made with two existing distribution-free schemes. We conclude that the newly proposed scheme has much to recommend its use in practice. Implementation of the methodology is illustrated in an application to a data set from an industrial environment.

中文翻译：

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有符号序列秩 Shiryaev-Roberts 方案

我们开发了基于有符号序列秩的 Shiryaev-Roberts 方案，以检测具有已知中位数的连续对称分布的位置的持续变化。这些方案的受控特性是无分布的，因此它们不需要底层密度函数的参数规范或任何矩的存在。提供了控制限表。通过基于理论的计算和蒙特卡罗模拟来衡量方案的失控平均运行长度特性。与两个现有的免分配方案进行了比较。我们得出的结论是，新提出的方案在实践中有很多值得推荐的地方。该方法的实现在工业环境中的数据集的应用程序中进行了说明。