Switching properties of bivariate Shewhart control charts for monitoring the covariance matrix

- Journal title : Journal of the Korean Data and Information Science Society
- Volume 26, Issue 6, 2015, pp.1593-1600
- Publisher : Korean Data and Information Science Society
- DOI : 10.7465/jkdi.2015.26.6.1593

Title & Authors

Switching properties of bivariate Shewhart control charts for monitoring the covariance matrix

Gwon, Hyeon Jin; Cho, Gyo-Young;

Gwon, Hyeon Jin; Cho, Gyo-Young;

Abstract

A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. We construct bivariate Shewhart control charts based on the trace of the product of the estimated variance-covariance matrix and the inverse of the in-control matrix and investigate the properties of bivariate Shewart control charts with VSI procedure for monitoring covariance matrix in term of ATS (Average time to signal) and ANSW (Average number of switch) and probability of switch, ASI (Average sampling interval). Numerical results show that ATS is smaller than ARL. From examining the properties of switching in changing covariances and variances in , ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

Keywords

Average run length;average number of switches;average sampling interval;average time to signal;switching property;

Language

English

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