A MULTIVARIATE EXPONENTIALLY WEIGHTED MOVING AVERAGE CONTROL CHART

被引:857
作者
LOWRY, CA
WOODALL, WH
CHAMP, CW
RIGDON, SE
机构
[1] UNIV ALABAMA,DEPT MANAGEMENT SCI & STAT,TUSCALOOSA,AL 35487
[2] SO ILLINOIS UNIV,DEPT MATH & STAT,EDWARDSVILLE,IL 62026
关键词
AVERAGE RUN LENGTH; HOTELLINGS T2 CHART; MULTIVARIATE CUSUM; STATISTICAL PROCESS CONTROL;
D O I
10.2307/1269551
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A multivariate extension of the exponentially weighted moving average (EWMA) control chart is presented, and guidelines given for designing this easy-to-implement multivariate procedure. A comparison shows that the average run length (ARL) performance of this chart is similar to that of multivariate cumulative sum (CUSUM) control charts in detecting a shift in the mean vector of a multivariate normal distribution. As with the Hotelling's chi-2 and multivariate CUSUM charts, the ARL performance of the multivariate EWMA chart depends on the underlying mean vector and covariance matrix only through the value of the noncentrality parameter. Worst-case scenarios show that Hotelling's chi-2 charts should always be used in conjunction with multivariate CUSUM and EWMA charts to avoid potential inertia problems. Examples are given to illustrate the use of the proposed procedure.
引用
收藏
页码:46 / 53
页数:8
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