1. Some properties of a linear combination CUSUM statistic for controlling a multivariate mean vector
- Author
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Li, Ruojia, Johnson, Richard A., and Cho, Sang-Hoon
- Subjects
- *
SIMULATION methods & models , *MATHEMATICAL statistics , *MULTIVARIATE analysis , *SHEET metal , *CHANGE-point problems ,PRODUCT quality management - Abstract
We develop a class of new multivariate procedures for monitoring quality by detecting a change in the level of a multivariate process. Following the ideas of S.N. Roy, we first consider a linear combination statistic which results from projecting the multivariate observations onto a unit vector and then maximizing a selected univariate statistic over all directions. An application to a sheet metal assembly process is discussed in Section 3. Comparisons are made between one of our new procedures and other major multivariate quality monitoring schemes in Section 4. A small simulation study compares the average run lengths of the different procedures both when the process is in-control and after a shift has occurred. Some large sample properties are discussed in Section 5 and some computational details in Section 6. [Copyright &y& Elsevier]
- Published
- 2007
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