CUSUM Chart to Monitor Dispersion Matrix for Multivariate Normal Process

  • Chang, Duk-Joon (Department of Statistics, Changwon National University) ;
  • Kwon, Yong-Man (Department of Computer Science and Statistics, Chosun University) ;
  • Hong, Yeon-Woong (Division of Internet Industrial Engineering, Dongyang University)
  • 발행 : 2003.05.30

초록

Cumulative sum(CUSUM) control charts for monitoring dispersion matrix under multivariate normal process are proposed. Performances of the proposed CUSUM charts are measured in terms of average run length(ARL) by simulation. Numerical results show that small reference values of the proposed CUSUM chart is more efficient for small shifts in the production process.

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