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-Oct-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/11536/32094
ISSN: 1017-0405
期刊: STATISTICA SINICA
Volume: 20
Issue: 4
起始頁: 1683
結束頁: 1707
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