Robustness properties of multivariate EWMA control charts

被引:53
|
作者
Testik, MC [1 ]
Runger, GC [1 ]
Borror, CM [1 ]
机构
[1] Arizona State Univ, Dept Ind Engn, Tempe, AZ 85287 USA
关键词
average run length; control charts; multivariate exponentially weighted moving average;
D O I
10.1002/qre.498
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this paper, the robustness of the multivariate exponentially weighted moving average (MEWMA) control chart to non-normal data is examined. Two non-normal distributions of interest are the multivariate t distribution and the multivariate gamma distribution. Recommendations for constructing MEWMA control charts when the normality assumption may be violated are provided. Copyright (C) 2002 John Wiley Sons, Ltd.
引用
收藏
页码:31 / 38
页数:8
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