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Numerical Switching Performances of Cumulative Sum Chart for Dispersion Matrix

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Author(s)
Duk-Joon Chang
Issued Date
2019
Keyword
ARL ANSW LRT Statistic Sequential Probability Ratio Test (SPRT)
Abstract
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).
Publisher
조선대학교 기초과학연구원
Citation
Duk-Joon Chang. (2019). Numerical Switching Performances of Cumulative Sum Chart for Dispersion Matrix, 조선자연과학논문집 | Vol.12, No.3 p.78 ~ p.84
Type
Laboratory article
ISSN
2005-1042
URI
https://oak.chosun.ac.kr/handle/2020.oak/16445
http://www.chosun.ac.kr/user/indexSub.do?codyMenuSeq=24427455&siteId=ricns&dum=dum&boardId=175013&page=1&command=view&boardSeq=310671&categoryId=291761&categoryDepth=00130003
Appears in Collections:
2019 > Vol.12, No.3
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