摘要
基于单个样本观测值提供了一个指数加权移动平均(EWMA)控制图用于监测p维多元正态过程协方差矩阵的飘移。模拟研究表明,此图对各种形式的飘移都有很好的表现,且不受均值变化的影响。实例表明,新设计的控制图在实际应用中具有很好的表现。
An EWMA control chart for monitoring shifts in the covariance matrix of a p-dimensional normal process distribution is provided.Simulation results show that the new chart is effective in detecting various shifts and the performance of the new chart is not affected by changes that occur in the mean vector.A real-data example from manufacturing shows that the new chart performs quite well in practical applications.
出处
《数理统计与管理》
CSSCI
北大核心
2015年第5期858-866,共9页
Journal of Applied Statistics and Management
基金
国家自然科学基金青年基金资助项目(11101198
11301364)
辽宁大学博士科研启动基金资助项目
