A Multivariate Process Variability Monitoring Based on Individual Observations
Maman Djauhari
Modern Applied Science, 2010, vol. 4, issue 10, 91
Abstract:
In order to have a better understanding whether or not an additional observation has changed the covariance structure, a new statistic will be introduced. Under normality assumption, its asymptotic distribution will be presented and for practical purpose a chi-square approximation will be discussed. An industrial application in monitoring process variability will be presented to illustrate its advantage.
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:masjnl:v:4:y:2010:i:10:p:91
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