Distribution‐free composite Shewhart‐GWMA Mann‐Whitney charts for monitoring the process location

The Mann‐Whitney (MW) statistic is one of the most recommended two‐sample statistical tests when the assumption of normality fails to hold due to its robustness and fascinating properties especially when small sample sizes are involved. In order to improve the sensitivity of the generally weighted moving average (GWMA) monitoring scheme toward the detection of large shifts, in this paper, a new distribution‐free phase II composite Shewhart‐GWMA (CSG) scheme is proposed using the MW U statistic. The performance of the proposed scheme is investigated using the average run‐length (<i>ARL</i>) and average extra quadratic loss (<i>AEQL</i>) values through extensive simulations. The performance of this newly proposed monitoring scheme is found to be superior when compared to numerous memory‐type MW schemes (some existing and others introduced in this paper) in many situations. An illustrative example is given to demonstrate the implementation of the CSG MW U scheme using real‐life data.