Multivariate Control Chart for Process Dispersion Based on Individual Observations |
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| Authors: | Michael B. C. Khoo S. H. Quah |
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| Affiliation: | a School of Mathematical Sciences, Universiti Sains Malaysia, USM, Penang, Malaysia |
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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. |
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| Keywords: | Process dispersion In-control Out-of-control Average run length (ARL) |
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