A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart.pdfVIP

A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart Author s : George C. Runger and Sharad S. Prabhu Reviewed work s : Source: Journal of the American Statistical Association, Vol. 91, No. 436 Dec., 1996 , pp. 1701- 1706 Published by: American Statistical Association Stable URL: /stable/座机电话号码 . Accessed: 09/07/2012 09:03 Your use of the JSTOR archive indicates your acceptance of the Terms Conditions of Use, available at . / . JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. . American Statistical Association is collaborating with JSTOR to digitize, preserve and extend access to Journal of the American Statistical Association. A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart George C. RUNGERand Sharad S. PRABHU A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts, and we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain anidthe run length performance depends on the off-target mean only through the noncentrality parameter. KEY WORDS: Average run length; Exponentially weighted moving averages; Multivariate control chart; Statistical process control. 1. INTRODUCTION mendations for univariate exponentially weighted moving Multivariatecontrol charts are used to detect a shift in the averages EWMA charts. We show that a MEWMA of