EWMA Chart Based on the Effective Variance for Monitoring the Variability of Multivariate Quality Control Process

被引：0

作者：

Hugo Morales, Victor ^{[1
]}

Alberto Vargas, Jose ^{[2
]}

机构：

[1] Univ Cordoba, Fac Ciencias, Dept Matemat & Estadist, Monteria, Colombia

[2] Univ Nacl Colombia, Fac Ciencias, Dept Estadist, Bogota, Colombia

来源：

REVISTA COLOMBIANA DE ESTADISTICA | 2008年 / 31卷 / 01期

关键词：

Efective variance; EWMA charts; Generalized variance; Overall variability; Multivariate processes;

D O I：

暂无

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：

When it is of interest monitoring small changes in the variability (and/or the mean) of a process, the EWMA control charts have shown to be very efficient. These charts, usually use the generalized variance as a measure of global variability, defined as the determinant of the variance covariance matrix. Pena & Rodriguez (2003) proposed a measure of overall variability, called effective variance, defined to p variates as the pth root of the generalized variance, which, in some scenarios of multivariate analysis, offers some advantages over the generalized variance. In this paper an EWMA control chart is constructed by using the effective variance.

引用

页码：131 / 143

页数：13