Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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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)
  • Published : 1997.12.01
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Abstract

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.

Keywords

References

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