Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147698 | Journal of Statistical Planning and Inference | 2011 | 16 Pages |
Abstract
In this paper control charts for the mean of a multivariate Gaussian process are considered. Using the generalized likelihood ratio approach and the sequential probability ratio test under an additional constraint on the magnitude of the change various types of CUSUM control charts are derived. It is analyzed under which conditions these schemes are directionally invariant. These charts are compared with several other control schemes proposed in literature. The performance of the charts is studied based on the maximum average delay.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Olha Bodnar, Wolfgang Schmid,