Multivariate control charts based on loss functions

Kwok‐Leung Tsui · William H. Woodall

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Advanced Statistical Process Monitoring Probability and Statistical Research Fault Detection and Control Systems

Abstract

A new method is given for designing multivariate control charts based on loss functions. The average run length contours of the proposed procedure correspond closely to the contours of the expected loss. The approach is much more efficient in terms of resulting statistical properties than the method of Mohebbi and Hayre (1989). Several bivariate examples are considered.

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1992A Multivariate Exponentially Weighted Moving Average Control Chart 1990Quality Engineering in Production Systems 1988Multivariate Generalizations of Cumulative Sum Quality-Control Schemes 1990Comparisons of MultivariateCUSUMCharts 1947Multivariate Quality Control-illustrated by the air testing of sample bombsights 1985Multivariate CUSUM Quality-Control Procedures 1987A Note on Multivariate CUSUM Procedures 1972Economic Design of T2 Control Charts to Maintain Current Control of a Process

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