V. Giner Bosch, P. Castagliola
The relative dispersion of a multivariate process can be measured through the multivariate coefficient of variation (MCV). In this talk, we introduce a one-sided control chart for the MCV-squared of a multivariate normal variable based on the well-known exponentially weighted moving average (EWMA) scheme. The limits of the chart are derived using the properties of the underlying probability distribution, a doubly noncentral F distribution, and some challenging mathematical issues are addressed. The performance of our method in terms of its average run length (ARL) is computed by means of Markov chains. Derivative-free numerical algorithms are applied in order to optimally determine the parameters of the chart. We present numerical experiments showing that our proposal outperforms existing alternatives under different settings.
Palabras clave: statistical process monitoring, multivariate coefficient of variation, EWMA chart, doubly noncentral F distribution
Programado
FCC-2 Fiabilidad y Control de Calidad
5 de septiembre de 2019 12:00
I2L7. Edificio Georgina Blanes