Khoo, Michael B. C. and Atta, Abdu and Wu, Zhang (2009) A multivariate synthetic control chart for monitoring the process mean vector of skewed populations using weighted standard deviations. Communications in Statistics - Simulation and Computation, 38 (7). pp. 1493-1518. ISSN 0361-0918

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Abstract

This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method.The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart.The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart.The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric.In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses.

Item Type:	Article
Uncontrolled Keywords:	Conforming run length, Multivariate control charts, Multivariate synthetic control chart, Skewed populations, Weighted standard deviation, Weighted variance, 62P30, 62E17
Subjects:	Q Science > QA Mathematics > QA76 Computer software
Divisions:	College of Arts and Sciences
Depositing User:	Dr. Abdu Mohammed Ali Atta
Date Deposited:	09 Jul 2015 02:04
Last Modified:	09 Jul 2015 02:04
URI:	https://repo.uum.edu.my/id/eprint/14768

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