Multivariate JS Control Chart

• Main Authors: Yu, Jeng-Hung, 于政宏
• Other Authors: Wang, Hsiuying
• Format: Others
• Language: en_US
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/84609835890902867951

碩士 === 國立交通大學 === 統計學研究所 === 98 === In this study, we focus on improving Phase I study to construct more accurate Phase II control limits for multivariate variables. For a multivariate normal distribution with unknown mean, the usual mean estimator is known to be inadmissible under the squared error loss when the dimension of variables is greater than 2. Shrinkage estimators, such as the James-Stein etc., are shown to have better performance than the conventional estimator in the literature. When considering a low defect or high yield process, we utilize the James-Stein estimator to improve the Phase I parameter estimation. Multivariate control limits based on the improved estimator are proposed in this study. The adjusted control limits are shown to have substantial improvements than the existing control limits.