Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process
The individual chart for the mean vector triggers a signal before the one for the covariance matrix, although the mean vector is on-target and the covariance matrix is off-target.
The individual chart for the variance triggers a signal before the one for the mean, despite the fact that the covariance matrix is in-control and the mean vector is out-of-control.
Since MS can be rather frequent in the univariate setting, as reported by many authors, this chapter thoroughly investigates the phenomenon of MS in the bivariate case.
KeywordsCovariance Matrix Control Chart Bivariate Normal Distribution Absorb Markov Chain Individual Chart
The authors thank the financial support of Centro de Matemática e Aplicações (CEMAT) and Fundação para a Ciência e a Tecnologia (FCT). The first author was also supported by grant SFRH/BD/35739/2007 of FCT and would like to thank all the members of the Department of Statistics of the European University Viadrina (Frankfurt Oder, Germany) for their hospitality.
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