A Multivariate Process Variability Monitoring Based on Individual Observations

  •  Maman Djauhari    


In order to have a better understanding whether or not an additional observation has changed the covariance structure, a new statistic will be introduced. Under normality assumption, its asymptotic distribution will be presented and for practical purpose a chi-square approximation will be discussed. An industrial application in monitoring process variability will be presented to illustrate its advantage.

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