摘要
讨论了两种多元累积和图.第1种是利用 Hotelling 统计量进行累积和,形成多元累积和控制图,并讨论了它的平均游程长度(ARL);第2种是在已知偏移状态下,用序贯概率比检验法将多元累积和问题转化为一元累积和问题.这两种方法的前提都是随机变量服从正态分布.
This paper presents two methods for designing multivariate CUSUM quality control procedures.The first is to form a multivariate CUSUM through replacing the statistic of a univariate CUSUM by the statistic of multivariate CUSUM.The second,which is related to sequential probability ratio test,reduces multivariate CUSUM to a univariate nomral CUSUM when the mean in the bad state(or at least the bad direction)is known.
出处
《北方交通大学学报》
CSCD
北大核心
1993年第1期51-57,共7页
Journal of Northern Jiaotong University
基金
国家自然科学基金
关键词
控制图
累积和
平均游程长度
control chart
cumulative sum
average run length
sequential probability ratio test
