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One-Sided Synthetic control charts for monitoring the Multivariate Coefficient of Variation
- Source :
- Journal of Statistical Computation and Simulation, Journal of Statistical Computation and Simulation, Taylor & Francis, 2019, 89 (10), pp.1841-1862. ⟨10.1080/00949655.2019.1600694⟩
- Publication Year :
- 2019
- Publisher :
- HAL CCSD, 2019.
-
Abstract
- International audience; Shewhart's type control charts for monitoring the Multivariate Coefficient of Variation (MCV) have recently been proposed in order to monitor the relative variability compared with the mean. These approaches are known to be rather slow in the detection of small or moderate process shifts. In this paper, in order to improve the detection efficiency, two one-sided Synthetic charts for the MCV are proposed. A Markov chain method is used to evaluate the statistical performance of the proposed charts. Furthermore, computational experiments reveal that the proposed control charts outperform the Shewhart MCV control chart in terms of the average run length to detect an out-of-control state. Finally, the implementation of the proposed chart is illustrated with an example using steel sleeves data.
- Subjects :
- Statistics and Probability
Multivariate statistics
Markov chain
multivariate coefficient of variation
steady-state
Synthetic chart
Coefficient of variation
0211 other engineering and technologies
02 engineering and technology
01 natural sciences
010104 statistics & probability
Chart
Multivariate Coefficient of Variation
Statistics
Control chart
0101 mathematics
Mathematics
[STAT.AP]Statistics [stat]/Applications [stat.AP]
021103 operations research
Average run length
Applied Mathematics
Process (computing)
Steady-state
[STAT]Statistics [stat]
One sided
Modeling and Simulation
Statistics, Probability and Uncertainty
Subjects
Details
- Language :
- English
- ISSN :
- 00949655 and 15635163
- Database :
- OpenAIRE
- Journal :
- Journal of Statistical Computation and Simulation, Journal of Statistical Computation and Simulation, Taylor & Francis, 2019, 89 (10), pp.1841-1862. ⟨10.1080/00949655.2019.1600694⟩
- Accession number :
- edsair.doi.dedup.....1083378a4a2ad094f2f85d94f139ea6a