Optimal designs of multivariate synthetic |S| control chart based on median run length. Issue 6 (19th March 2017)

• Record Type: Journal Article
• Authors: Lee, Ming Ha; Khoo, Michael B. C.
• Is Part Of: Communications in statistics. Volume 46:Issue 6(2017)
• Page Start: 3034
• Page End: 3053
• Publication Date: 2017-03-19
• Subjects: Generalized sample variance -- Median run length -- Percentage point of the run length -- Synthetic chart; 62P30; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2015.1048884
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: The multivariate synthetic generalized sample variance |S | (synthetic |S |) chart is a combination of the |S | sub-chart and the conforming run length sub-chart. A procedure for optimal designs of the synthetic |S | chart, based on the median run length (MRL), for both zero and steady-state modes are provided by minimizing the out-of-control MRL. The comparative results show that the synthetic |S | chart performs better than the standard |S | chart for detecting shifts in the covariance matrix of a multivariate normally distributed process, in terms of the MRL. An example is given to illustrate the operation of the synthetic |S | chart.