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
来源：
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL | 2003年 / 19卷 / 01期
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.
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页码：31 / 38
页数：8
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