Open AccessNew Control Charts for a Multivariate Gamma Distribution
Author(s) -
Hamzeh Torabi,
Shohreh Enami,
Seyed Taghi Akhavan Niaki
Publication year - 2021
Publication title -
pakistan journal of statistics and operation research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.354
H-Index - 15
eISSN - 2220-5810
pISSN - 1816-2711
DOI - 10.18187/pjsor.v17i3.3157
Subject(s) - mathematics , control chart , statistic , multivariate statistics , statistics , chart , multivariate normal distribution , shewhart individuals control chart , gamma distribution , ewma chart , computer science , process (computing) , operating system
In this study, a multivariate gamma distribution is first introduced. Then, by defining a new statistic, three control charts called the MG charts, are proposed for this distribution. The first control chart is based on the exact distribution of this statistic, the second control chart is based on the Satterthwaite approximation, and the last is based on the normal approximation. Efficiency of the proposed control charts is evaluated by average run length (ARL) criterion.