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Full-Text Articles in Physical Sciences and Mathematics
Principle Components For Diagnosing Dispersion In Multivariate Statistical Process Control, Terrance E. Murphy, Mary Mcshane-Vaughn, Kwok Leung-Tsui
Principle Components For Diagnosing Dispersion In Multivariate Statistical Process Control, Terrance E. Murphy, Mary Mcshane-Vaughn, Kwok Leung-Tsui
Georgia Journal of Science
We provide an easily implemented procedure to help data analysts systematically diagnose which quality characteristics may be driving the dispersion of a multivariate process out of control. Multivariate statistical process control commonly uses Hotelling's T2 statistic to indicate when a multivariate observation goes out-of-control. Several techniques currently exist that accurately diagnose which specific variables are driving the T2 statistic out-of-control. For subgroups of independently and identically distributed multivariate normal observations, we advocate decomposing the overall T2 into independent T2 statistics for separate monitoring of location and dispersion. We propose a procedure based on principle components to …