Numerical Switching Performances of Cumulative Sum Chart for Dispersion Matrix
- Duk-Joon Chang
- Issued Date
- ARL ANSW LRT Statistic Sequential Probability Ratio Test (SPRT)
- In many cases, the quality of a product is determined by several correlated quality variables. Control charts have been used for a long time widely to control the production process and to quickly detect the assignable causes that may produce any deterioration in the quality of a product. Numerical switching performances of multivariate cumulative sum control chart for simultaneous monitoring all components in the dispersion matrix under multivariate normal process are considered. Numerical performances were evaluated for various shifts of the values of variances and/or correlation coefficients in . Our computational results show that if one wants to quick detect the small shifts in a process, CUSUM control chart with small reference value is more efficient than large in terms of average run length (ARL), average time to signal (ATS), average number of switches (ANSW).
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