A Process Monitoring Scheme Controlling False Discovery Rate

A new process monitoring scheme is proposed by using the Storey procedure for controlling the positive false discovery rate in multiple testing. For the 2-span control scheme, it is shown numerically that the proposed method performs better than X-bar chart in terms of the average run length. Some simulations are accomplished to evaluate the performance of the proposed scheme in terms of the average run length and the conditional expected delay. The results are compared with those of the existing monitoring schemes including the X-bar chart. The false discovery rate is also estimated and compared with the target control level.