Showing 1 - 10 of 128
The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical...
Persistent link: https://www.econbiz.de/10012779055
Woodall and Montgomery in a discussion paper, state that multivariate process control is one of the most rapidly developing sections of statistical process control. Nowadays, in industry, there are many situations in which the simultaneous monitoring or control, of two or more related quality -...
Persistent link: https://www.econbiz.de/10012780593
The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical...
Persistent link: https://www.econbiz.de/10005616718
Woodall and Montgomery in a discussion paper, state that multivariate process control is one of the most rapidly developing sections of statistical process control. Nowadays, in industry, there are many situations in which the simultaneous monitoring or control, of two or more related quality -...
Persistent link: https://www.econbiz.de/10005623293
In this paper we discuss the basic procedures for the implementation of multivariate statistical process control via control charting. Furthermore, we review multivariate extensions for all kinds of univariate control charts, such as multivariate Shewhart-type control charts, multivariate CUSUM...
Persistent link: https://www.econbiz.de/10005623529
This article sets out a simple formula for theoretical evaluation of the normal distribution function (F(z)) with greatest absolute error less than 5times;10^-8. The proposed formula is based on values of z agrave;454 (-acirc;21E,+acirc;21E) and is generated by applying polar integral,...
Persistent link: https://www.econbiz.de/10012775658
Measurements are frequently recorder without their algebraic sign. As a consequence the underlying distribution of measurements is replaced by a distribution of absolute measurements. When the underlying distribution is t the resulting distribution is called the quot;folded-t distributionquot;....
Persistent link: https://www.econbiz.de/10012778942
In this paper a forecasting model selection scheme is considered which amounts to testing the predictive behaviour of a model by adopting Xekalaki and Katti's (1984) idea of assigning to its performance a score for each of a series of time points. The score reflects how close to, or how far...
Persistent link: https://www.econbiz.de/10012778944
The paper deals with a distribution that arises as the distribution of a sample statistic used to compare the predictive ability of two competing linear models. It is defined as the distribution of the ratio of two correlated gamma variables and its probabilities are tabulated in order that they...
Persistent link: https://www.econbiz.de/10012778945
In this paper two new bivariate distributions are defined and studied. They are two-variate versions of the folded normal distribution (Leone et al. 1961) and the folded t distribution (Psarakis and Panaretos 1990).They both arise in the context of evaluating the predictive behaviour of two...
Persistent link: https://www.econbiz.de/10012779032