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Multivariate Control Chart for Process Dispersion Based on Individual Observations 

Authors: Michael B. C. Khoo a; S. H. Quah a (Show Biographies)
Affiliation:   a School of Mathematical Sciences, Universiti Sains Malaysia, USM, Penang, Malaysia
DOI: 10.1081/QEN-120018394
Publication Frequency: 4 issues per year
Published in: journal Quality Engineering, Volume 15, Issue 4 June 2003 , pages 639 - 642
Formats available: HTML (English) : PDF (English)
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Abstract

In this paper, we will discuss a simple way for monitoring shifts in the covariance matrix of a p-dimensional multivariate normal process distribution, Np(μ,Σ). An exact method based on the chi-square distribution for constructing multivariate control limits will also be shown. We will illustrate the proposed procedure at work based on an example.
Keywords: Process dispersion; In-control; Out-of-control; Average run length (ARL)
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