頁籤選單縮合
題 名 | A Multivariate Control Chart for Detecting Increases in Process Dispersion |
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作 者 | Yen, Chia-ling; Shiau, Horng Jyh-jen; | 書刊名 | Statistica Sinica |
卷 期 | 20:4 2010.10[民99.10] |
頁 次 | 頁1683-1707 |
分類號 | 319.5 |
關鍵詞 | Average run length; Likelihood ratio test; Multivariate process dispersion; One-sided test; Two-sided test; |
語 文 | 英文(English) |
英文摘要 | Abstract: 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, , is ``larger'' than that of the in-control process, , in the sense that is positive semidefinite and . Assuming 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. |
本系統中英文摘要資訊取自各篇刊載內容。