Box-Cox-Transformed I-MR Control Chart
Box-Cox transform with auto λ via Anderson-Darling, I-MR on the transformed scale, back-transformed limits.
Description
Box-Cox y = (x^λ−1)/λ for λ ≠ 0, y = ln(x) for λ = 0. λ is searched on a [−3, 3] grid (step 0.05) via the Anderson-Darling statistic. I-MR is computed on y. Limits are back-transformed to the original scale for display (asymmetric — correct for right-skewed data).
Formulas
References
- Box, G. E. P. & Cox, D. R. (1964), An analysis of transformations