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http://dx.doi.org/10.7465/jkdi.2015.26.4.1027

A statistical quality control for the dispersion matrix  

Jo, Jinnam (Department of Statistics and Information Science, Dongduk Women's University)
Publication Information
Journal of the Korean Data and Information Science Society / v.26, no.4, 2015 , pp. 1027-1034 More about this Journal
Abstract
A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. When the joint distribution of the process variables is multivariate normal, multivariate Shewhart control charts using the function of the maximum likelihood estimator for monitoring the dispersion matrix are considered for the simultaneous monitoring of the dispersion matrix. The performances of the multivariate Shewhart control charts based on the proposed control statistic are evaluated in term of average run length (ARL). The performance is investigated in three cases, where the variances, covariances, and variances and covariances are changed respectively. The numerical results show that the performances of the proposed multivariate Shewhart control charts are not better than the control charts using the trace of the covariance matrix in the Jeong and Cho (2012) in terms of the ARLs.
Keywords
Average run length; dispersion matrix; maximum likelihood estimator; multivariate Shewhart control chart;
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Times Cited By KSCI : 3  (Citation Analysis)
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