Monitoring the mean vector and the covariance matrix of multivariate processes with sample means and sample ranges
The joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and R charts and the joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and S² charts are the most common charts used for monitoring the process mean and dispersion. With the usual sample sizes of 4 and 5, the joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and R charts are slightly inferior to the joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and S² charts in terms of efficiency in detecting process shifts. In this article, we show that for the multivariate case, the charts based on the standardized sample means and sample ranges (MRMAX chart) or on the standardized sample means and sample variances (MVMAX chart) are similar in terms of efficiency in detecting shifts in the mean vector and/or in the covariance matrix. User's familiarity with the computation of sample ranges is a point in favor of the MRMAX chart. An example is presented to illustrate the application of the proposed chart.
| Main Authors: | , |
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| Format: | Digital revista |
| Language: | English |
| Published: |
Associação Brasileira de Engenharia de Produção
2011
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| Online Access: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0103-65132011000200003 |
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| Summary: | The joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and R charts and the joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and S² charts are the most common charts used for monitoring the process mean and dispersion. With the usual sample sizes of 4 and 5, the joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and R charts are slightly inferior to the joint <img src="/img/revistas/prod/2011nahead/aop_t6_0002_0329.jpg" /> and S² charts in terms of efficiency in detecting process shifts. In this article, we show that for the multivariate case, the charts based on the standardized sample means and sample ranges (MRMAX chart) or on the standardized sample means and sample variances (MVMAX chart) are similar in terms of efficiency in detecting shifts in the mean vector and/or in the covariance matrix. User's familiarity with the computation of sample ranges is a point in favor of the MRMAX chart. An example is presented to illustrate the application of the proposed chart. |
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