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A New Multivariate Control Chart for Monitoring Both Location and Dispersion
- Source :
- Communications in Statistics - Simulation and Computation. 34:203-217
- Publication Year :
- 2005
- Publisher :
- Informa UK Limited, 2005.
-
Abstract
- A multivariate exponentially weighted moving average single control chart is developed in this article. This chart is capable of monitoring simultaneously the process mean vector and the process covariance matrix. Our average run length comparison shows that this new chart performs better than the combination of the χ2 chart and the |S| chart when small changes in the process parameters are of interest.
Details
- ISSN :
- 15324141 and 03610918
- Volume :
- 34
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Simulation and Computation
- Accession number :
- edsair.doi...........02fa723881d40e618583082d5d486608