Journal of Integrative Natural Science (통합자연과학논문집)

The Basic Science Institute Chosun University (조선대학교 기초과학연구원)
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Numerical Switching Performances of Cumulative Sum Chart for Dispersion Matrix

  • Received : 2019.08.21
  • Accepted : 2019.09.17
  • Published : 2019.09.30
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Abstract

In many cases, the quality of a product is determined by several correlated quality variables. Control charts have been used for a long time widely to control the production process and to quickly detect the assignable causes that may produce any deterioration in the quality of a product. Numerical switching performances of multivariate cumulative sum control chart for simultaneous monitoring all components in the dispersion matrix ${\Sigma}$ under multivariate normal process $N_p({\underline{\mu}},{\Sigma})$ are considered. Numerical performances were evaluated for various shifts of the values of variances and/or correlation coefficients in ${\Sigma}$. Our computational results show that if one wants to quick detect the small shifts in a process, CUSUM control chart with small reference value k is more efficient than large k in terms of average run length (ARL), average time to signal (ATS), average number of switches (ANSW).

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