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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

A control chart based on sample ranges for monitoring the covariance matrix of the multivariate processes

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Costa, A. F. B. [1] ; Machado, M. A. G. [1]
Total Authors: 2
[1] Sao Paulo State Univ, UNESP, Dept Prod, BR-12516410 Guaratingueta, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: Journal of Applied Statistics; v. 38, n. 2, p. 233-245, 2011.
Web of Science Citations: 11

For the univariate case, the R chart and the S(2) chart are the most common charts used for monitoring the process dispersion. With the usual sample size of 4 and 5, the R chart is slightly inferior to the S(2) chart in terms of efficiency in detecting process shifts. In this article, we show that for the multivariate case, the chart based on the standardized sample ranges, we call the RMAX chart, is substantially inferior in terms of efficiency in detecting shifts in the covariance matrix than the VMAX chart, which is based on the standardized sample variances. The user's familiarity with sample ranges is a point in favor of the RMAX chart. An example is presented to illustrate the application of the proposed chart. (AU)

FAPESP's process: 06/00491-0 - New monitoring strategies for multivariate processes
Grantee:Marcela Aparecida Guerreiro Machado de Freitas
Support type: Scholarships in Brazil - Doctorate