Nonparametric signed‐rank control charts with variable sampling intervals

Variable sampling interval (VSI) charts have been proposed in the literature for normal theory (parametric) control charts and are known to provide performance enhancements. In the VSI setting, the time between monitored samples is allowed to vary depending on what is observed in the current sample. Nonparametric (distribution‐free) control charts have recently come to play an important role in statistical process control and monitoring. In this paper a nonparametric Shewhart‐type VSI control chart is considered for detecting changes in a specified location parameter. The proposed chart is based on the Wilcoxon signed‐rank statistic and is called the VSI signed‐rank chart. The VSI signed‐rank chart is compared with an existing fixed sampling interval signed‐rank chart, the parametric VSI X‐chart, and the nonparametric VSI sign chart. Results show that the VSI signed‐rank chart often performs favourably and should be used.The South African Research Chairs Initiative at the University of Pretoria and by the Department of Information Systems, Statistics and Management Science, University of Alabama. Marien Graham's research was also supported by the National Research Foundation (Thuthuka programme: TTK14061168807; grant number: 94102), SARCHI Award to the third author from the National Research Foundation.http://wileyonlinelibrary.com/journal/qre2018-12-21hj2018Statistic