Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Switching properties of bivariate Shewhart control charts for monitoring the covariance matrix

  • Gwon, Hyeon Jin (Department of Statistics, Kyungpook National University) ;
  • Cho, Gyo-Young (Department of Statistics, Kyungpook National University)
  • Received : 2015.10.29
  • Accepted : 2015.11.24
  • Published : 2015.11.30
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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 ${\Sigma}$, ANSW values show that it does not switch frequently and does not matter to use VSI procedure.

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References

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