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Tolerance limits based on the multivariate MaxMin chart
Journal article   Peer reviewed

Tolerance limits based on the multivariate MaxMin chart

Raid Amin, Kuiyuan Li and Oliver Bengel
Communications in statistics. Simulation and computation, Vol.37(5), pp.1020-1037
04/14/2008
DOI: https://doi.org/10.1080/03610910801943628
Web of Science ID: WOS:000255274600014

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Abstract

The MaxMin EWMA control chart for the univariate case has proven to be an effective control tool for monitoring the process mean and variability (Amin et al., 1999). It has been shown (Amin and Li, 2000) how to utilize the information from an Exponentially Weighted Moving Average (EWMA) control chart, based on the smallest and largest observations within each sample, to obtain smoothed tolerance intervals for the univariate case. This idea here is extended to the multivariate case where p correlated variables are considered, with the goal of establishing multivariate EWMA control charts and of constructing smoothed tolerance intervals on a continual basis. Such multivariate tolerance plots are easy to construct and to use, and they provide an alternative approach for estimating the tolerances for multivariate continuous processes. Some average run length results on the multivariate MaxMin control chart are given.

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