標題: | A MULTIVARIATE CONTROL CHART FOR DETECTING INCREASES IN PROCESS DISPERSION |
作者: | Yen, Chia-Ling Shiau, Jyh-Jen Horng 統計學研究所 Institute of Statistics |
關鍵字: | Average run length;likelihood ratio test;multivariate process dispersion;one-sided test;two-sided test |
公開日期: | 1-十月-2010 |
摘要: | For signalling alarms sooner when the dispersion of a multivariate process is "increased", a multivariate control chart for Phase II process monitoring is proposed as a supplementary tool to the usual monitoring schemes designed for detecting general changes in the covariance matrix. The proposed chart is constructed based on the one-sided likelihood ratio test (LRT) for testing the hypothesis that the covariance matrix of the quality characteristic vector of the current process, Sigma, is "larger" than that of the in-control process, Sigma(0), in the sense that Sigma - Sigma(0) is positive semidefinite and Sigma not equal Sigma(0). Assuming Sigma(0) is known, the LRT statistic is derived and then used to construct the control chart. A simulation study shows that the proposed control chart indeed outperforms three existing two-sided-test-based control charts under comparison in terms of the average run length. The applicability and effectiveness of the proposed control chart are demonstrated through a semiconductor example and two simulations. |
URI: | http://hdl.handle.net/11536/150128 |
ISSN: | 1017-0405 |
期刊: | STATISTICA SINICA |
Volume: | 20 |
起始頁: | 1683 |
結束頁: | 1707 |
顯示於類別: | 期刊論文 |