SOME ASPECTS OF MULTIVARIATE QUALITY CONTROL CHARTS FOR DISPERSION

Author/Creator ORCID

Date

2012-01-01

Department

Mathematics and Statistics

Program

Statistics

Citation of Original Publication

Rights

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Abstract

In multivariate quality control, we are looking for monitoring p characteristics simultaneously. Consider the variance covariance matrix. This matrix is symmetric and has the variances of each characteristic on the diagonal elements in the order X1, X2, ...,Xn. Now, consider that the order of these characteristics is really arbi- trary. If two characteristics were considered, for instance, height and weight, there are actually two ways to arrange the variancecovariance matrix. If three characteristics are considered, six dierent orderings of the variance covariance matrices are possible. In this thesis we will study the consequences of rearranging the variance covariance matrix under a multivariate quality control setting; using the method of decomposition of the variance covariance matrix proposed by Tang and Barnett(1996) for p = 2; 3 and 4.