Properties of T2 Charts in Monitoring Process Means.

Abstract

Hotellings T squared and related charts are studied in monitoring the means of a multidimensional production process. The T squared chart is shown to be optimal in a class of procedures in that it signals more quickly than other procedures in the class when the process is not in control. Nonstandard properties of the distributions of run lengths of these charts are studied when (i) certain parameters are estimated in a base and modified procedures are followed using these estimates, (ii) the process is a drifting process, and (iii) the assumption of independent Gaussian vector observations is replaced by the assumption that the observations are generated from a spherical process. For these cases stochastic bounds on the actual run-length distributions are given in terms of geometric distributions, and certain monotone properties of run lengths are established under driftings. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1981
Accession Number
ADA103636

Entities

People

  • D. R. Jensen
  • Y. V. Hui

Organizations

  • Virginia Tech

Tags

DTIC Thesaurus Topics

  • Data Science
  • Factor Analysis
  • Gaussian Distributions
  • Gaussian Processes
  • Information Processing
  • Information Science
  • Monitoring
  • New York
  • Probability
  • Production
  • Quality Control
  • Random Variables
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Geodesy
  • Statistical inference.