Two simple Shewhart‐type multivariate nonparametric control charts

In many quality control applications, the necessary distributional assumptions to correctly apply the traditional parametric control charts are either not met or there is simply no enough information or evidence to verify the assumptions. It is well known that the performance of many parametric control charts can be seriously degraded in situations like this. Thus, control charts that do not require a specific distributional assumption to be valid, the so‐called nonparametric or distribution‐free charts, are desirable in practice. In this paper, two simple to use multivariate nonparametric control charts are considered. The charts are Shewhart‐type charts and are based on the multivariate forms of the sign and the Wilcoxon signed‐rank tests. The performance of the proposed charts is studied in a simulation study. Some observations and recommendations are made.