Multivariate Control Chart for Process Dispersion Based on Individual Observations

Abstract

In this paper, we will discuss a simple way for monitoring shifts in the covariance matrix of a p-dimensional multivariate normal process distribution, N _p (μ,Σ). An exact method based on the chi-square distribution for constructing multivariate control limits will also be shown. We will illustrate the proposed procedure at work based on an example.

Keywords:

• Process dispersion
• In-control
• Out-of-control
• Average run length (ARL)

Acknowledgments

We would like to thank the referee for his helpful suggestions and comments that helped improve the contents and style of this article.