Abstract #300621

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JSM 2003 Abstract #300621
Activity Number: 410
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 2:00 PM to 3:50 PM
Sponsor: Section on Quality & Productivity
Abstract - #300621
Title: Analysis Methods for Phase II Multivariate Shewhart-Type Charts When Parameters Are Estimated
Author(s): Charles W. Champ*+ and L. Allison Jones-Farmer and Steven E. Rigdon
Companies: Georgia Southern University and Auburn University and Southern Illinois University
Address: Dept. of Mathematical Sciences, Statesboro, GA, 30460,
Keywords: generalized variance ; Hotelling's T-square ; noncentral chi-square ; noncentral F ; principle components
Abstract:

Various multivariate Shewhart control charts are investigated under the iid multivariate normal data model when parameters are estimated. These include charts for monitoring both the mean vector and the covariance matrix. Two general results are obtained in each case. The first is how each chart depends on the in-control values of the mean vector and covariance matrix. The second is how one can analytically or by using simulation design the chart. It is shown that these methods do not require the in-control mean vector or covariance matrix nor does the method require their estimates.

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