Multivariate control chart based on the highest possibility region

作者：Gang Ting Ting; Yang Jun^*; Zhao Yu

来源：Journal of Applied Statistics, 2013, 40(8): 1673-1681.

DOI：10.1080/02664763.2013.790007

• multivariate statistical process control
• false alarm
• highest possibility region
• asymmetrical distributions
• multimodal distributions
• T-2 control chart

The T-2 control chart is widely adopted in multivariate statistical process control. However, when dealing with asymmetrical or multimodal distributions using the traditional T-2 control chart, some points with relatively high occurrence possibility might be excluded, while some points with relatively low occurrence possibility might be accepted. Motived by the thought of the highest posterior density credible region, we develop a control chart based on the highest possibility region to solve this problem. It is shown that the proposed multivariate control chart will not only meet the false alarm requirement, but also ensure that all the in-control points are with relatively high occurrence possibility. The advantages and effectiveness of the proposed control chart are demonstrated by some numerical examples in the end.

• 出版日期2013-8-1
• 单位北京航空航天大学