A control chart ffor detecting increases in multivariate process variability
碩士 === 國立交通大學 === 統計所 === 90 === In this paper, a method for detecting increases in multivariate process variability has been proposed. It is based on the one-sided likelihood ratio test of H0:Σ=Σ0 versus H1:Σ≧Σ0 and Σ≠Σ0, where Σ is the covariance matrix associated with the monitored qua...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70006091093126214668 |
| Summary: | 碩士 === 國立交通大學 === 統計所 === 90 === In this paper, a method for detecting increases in multivariate process variability has been proposed. It is based on the one-sided likelihood ratio test of H0:Σ=Σ0 versus H1:Σ≧Σ0 and Σ≠Σ0, where Σ is the covariance matrix associated with the monitored quality characteristic and Σ0 is the in-control process variability. We derive the likelihood ratio test statistic for the cases that Σ0 is known and not known, respectively. We further obtain the control limit of the control chart by the bootstrap method. The applicability of the proposed Control chart in detecting increases in multivariate process variability is demonstrated through a real example. The simulation studies further show that the proposed method outperforms the method based on the two-sided
likelihood ratio test in most cases.
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