An alternative approach to multivariate EWMA control chart

This Paper proposes a multivariate EWMA scheme that is alternative to the traditional EWMA-M. The distribution of the chart statistic is derived from Box quadratic form and the sensitivity of the chart is examined. The average run lengths of the M-EWMA scheme are numerically computed with the integral equation method. The exponential weight of 0.2 is found to be the optimal choice for the sensitive chart to detect assignable causes in the mean vector of processes.

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Year of publication:	2005
Authors:	Pan, Xia
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 32.2005, 7, p. 695-705
Publisher:	Taylor & Francis Journals
Subject:	Quality control \| multivariate EWMA chart \| box quadratic form \| ARL \| integral equation for numerical analysis

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005278983