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Robustness properties of multivariate EWMA control charts
Author(s) -
Testik Murat C.,
Runger George C.,
Borror Connie M.
Publication year - 2002
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.498
Subject(s) - ewma chart , multivariate statistics , statistics , control chart , robustness (evolution) , normality , multivariate normal distribution , econometrics , mathematics , multivariate analysis , normal distribution , computer science , chemistry , biochemistry , process (computing) , gene , operating system
In this paper, the robustness of the multivariate exponentially weighted moving average (MEWMA) control chart to non‐normal data is examined. Two non‐normal distributions of interest are the multivariate $t$ distribution and the multivariate gamma distribution. Recommendations for constructing MEWMA control charts when the normality assumption may be violated are provided. Copyright © 2002 John Wiley & Sons, Ltd.