Communications for Statistical Applications and Methods

  • 제4권3호
  • /
  • Pages.715-723
  • /
  • 1997
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Multivariate EWMA Charts for Simultaneously Monitoring both Means and Variances

  • Cho, Gyo Young (Department of Statistics, Kyungpook National University) ;
  • Chang, Duk Joon (Department of Statistics, Changwon National University)
  • 발행 : 1997.12.01
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초록

Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

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참고문헌

  1. Multivariate Quality Control in The Encyclopedia of Statistical Sciences Alt, F.B.;S. Kotz(ed.);Johnson(ed.)
  2. Technometrics v.30 Multivariate Generalization of Cumulative Sum Quality-Control Scheme Crosier, R.B.
  3. Journal of Industrial Engineering v.19 The Multicharacteristic Control Chart Ghare, P.H.;Torgersen, P.E.
  4. Multivariate Quality Control, Techniques of Statistical Analysis Hotelling H.
  5. Technometrics v.34 A Multivariate Exponentially Weighted Moving Average Control Charts Lowry, C.A.;Woodall, W.H.;Champ, C.W.;Rigdon, S.E.
  6. Technometrics v.32 Exponentially Weighted Moving Average Control Schemes : Properties and Enhancements Lucas, J.M.;Saccucci, M.S.
  7. Journal of Quality Technology v.22 Comparisons of Multivariate CUSUM Charts Pignatiello, J.J., Jr.;Runger, G.C.
  8. ASQC Quality Congress Transactions Designing Control Charts for Means and Variances Reynolds, M.R., Jr.;Ghosh, B.K.
  9. Technometrics v.1 Control Charts Tests Based on Geometric Moving Averages Roberts, S.W.
  10. Technometrics v.27 Multivariate CUSUM Quality Control Procedure Woodall, W.H.;Ncube, M.M.