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- W633001044 abstract "The commonly recommended charts for monitoring the mean vector are affected by a shift in the covariance matrix. As in the univariate case, a chart for monitoring for a change in the covariance matrix should be examined first before examining the chart used to monitor for a change in the mean vector. One such chart is the one that plots the generalized sample variance |S| verses the sample number t. We propose to study charts based on the statistics V = ∣∣(n− 1) Σ−1 0 S∣∣1/p and U = ln(∣∣(n− 1) Σ−1 0 S∣∣1/p), where n is the sample size and Σ0 is the in-control value of the process covariance matrix Σ. In particular, we will study the Shewhart V and U charts supplemented with runs rules. Also, we examine the methods that are useful in studying the run length properties of the cumulative sum (CUSUM) U charts. Further, we will study the effect that estimating Σ0 has on the performance of these charts. Guidance will be given for designing the Shewhart charts with runs rules with illustrative examples." @default.
- W633001044 created "2016-06-24" @default.
- W633001044 creator A5035448454 @default.
- W633001044 date "2010-01-01" @default.
- W633001044 modified "2023-09-26" @default.
- W633001044 title "Monitoring for a Shift in a Process Covariance Matrix Using the Generalized Variance" @default.
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