ARTICLE
TITLE

A CONTROL CHART FOR HEAVY TAILED DISTRIBUTIONS

K Thaga  

SUMMARY

Standard control charts with control limits determined by the mean and standard error ofthe mean are constructed based on the assumption that the distribution of the qualitycharacteristic being monitored follows a normal distribution. However, this assumption isnot always valid. It is proposed to use a chart based on computing the control limits usingthe process mean and the standard error of the least absolute deviation for the case wherethe process quality characteristics follow a heavy tailed t distribution. Such a control chartis more effective than the normal distribution based chart since it has a low out-of-controlaverage run length for both small and large values of process shift.

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