Optimal designs of multivariate synthetic |S| control chart based on median run length

被引：17

作者：

Lee, Ming Ha ^{[1
]}

Khoo, Michael B. C. ^{[2
]}

机构：

[1] Swinburne Univ Technol, Fac Engn Comp & Sci, Sarawak Campus,Jalan Simpang Tiga, Kuching 93350, Sarawak, Malaysia

[2] Univ Sains Malaysia, Sch Math Sci, George Town, Malaysia

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2017年 / 46卷 / 06期

关键词：

Generalized sample variance; Median run length; Percentage point of the run length; Synthetic chart; DISTRIBUTIONS;

D O I：

10.1080/03610926.2015.1048884

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：

The multivariate synthetic generalized sample variance |S| (synthetic |S|) chart is a combination of the |S| sub-chart and the conforming run length sub-chart. A procedure for optimal designs of the synthetic |S| chart, based on the median run length (MRL), for both zero and steady-state modes are provided by minimizing the out-of-control MRL. The comparative results show that the synthetic |S| chart performs better than the standard |S| chart for detecting shifts in the covariance matrix of a multivariate normally distributed process, in terms of the MRL. An example is given to illustrate the operation of the synthetic |S| chart.

引用

页码：3034 / 3053

页数：20

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