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Optimal designs of multivariate synthetic |S| control chart based on median run length

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  • Ming Ha Lee
  • Michael B. C. Khoo

Abstract

The multivariate synthetic generalized sample variance |S| (synthetic |S|) chart is a combination of the |S| sub-chart and the conforming run length sub-chart. A procedure for optimal designs of the synthetic |S| chart, based on the median run length (MRL), for both zero and steady-state modes are provided by minimizing the out-of-control MRL. The comparative results show that the synthetic |S| chart performs better than the standard |S| chart for detecting shifts in the covariance matrix of a multivariate normally distributed process, in terms of the MRL. An example is given to illustrate the operation of the synthetic |S| chart.

Suggested Citation

  • Ming Ha Lee & Michael B. C. Khoo, 2017. "Optimal designs of multivariate synthetic |S| control chart based on median run length," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(6), pages 3034-3053, March.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:6:p:3034-3053
    DOI: 10.1080/03610926.2015.1048884
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