The wilcoxon SR test is a popular nonparametric alternative to the paired two-sample t-test but has the advantage that normality is not needed; only symmetry of the underlying continuous process distribution is needed, which is easy to verify (see Konijin for a discussion on some tests of symmetry). Furthermore, it is well known the SR test is more efficient than the sign (SN) test for a number of non-normal symmetric continuous distributions. In addition, it can be shown that the asymptotic relative efficiency (ARE) of the SR test relative to the Student t-test is at least 0.864 for any symmetric continuous distribution (Gibbons and Chakraborti, p.508).
In this article, we propose a GWMA chart based on the Wilcoxon SR statistic (hereafter referred to as the GWMA-SR chart) to monitor the known value of the median of a process with a continuous distribution; the objective is to gain better sensitivity for small sustained upward or downward step shifts. The median is taken is taken as the location parameter of interest.
The rest of this article is organized as follows: the GWMA-SR chart is defined is defined in Section 2. In section 3, the design and implementation of the proposed control chart is provided. A detailed empirical study comparing the performance of the GWMA-SR chart with a number of existing control charts is provided in Section 4. An illustrative example is given in section 5. Finally, a concluding summary and some recommendations are presented in section 6.