Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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Effects of Non-normality on the Performance of Univariate and Multivariate CUSUM Control Charts

비정규 모집단에 대한 일변량 및 다변량 누적합 관리도의 성능 분석

  • Published : 2006.12.31
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Abstract

This paper investigates the effects of non-normality on the performance of univariate and multivariate cumulative sum(CUSUM) control charts for monitoring the process mean. In-control and out-of-control average run lengths of the charts are examined for the univariate/multivariate lognormal and t distributions. The effects of the reference value and the correlation coefficient under the non-normal distributions are also studied. Simulation results show that the CUSUM charts with small reference values are robust to non-normality but those with moderate or large reference values are sensitive to non-normal data especially to process data from skewed distributions. The performance of the chart to detect mean shift of a process is not invariant to the direction of the shift for skewed distributions.

Keywords

References

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