Title of article
Techniques for controlling bivariate grouped observations
Author/Authors
Koutras، نويسنده , , M.V. and Maravelakis، نويسنده , , P.E. and Bersimis، نويسنده , , S.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2008
Pages
15
From page
1474
To page
1488
Abstract
The term grouped data refers to the case where the exact value of the characteristic of interest is either unknown or difficult to register. In the present article we study a model that can be used for the simultaneous control of two (possibly correlated) variables whose values have been registered in the form of grouped data. The exact distribution of the waiting time for an out of control signal through the suggested scheme and its ARL are investigated by using a Markov Chain embedding methodology and by establishing a recurrence scheme for the respective tail probabilities. A detailed study of the performance of the scheme is also carried out when the characteristics of interest follow the Marsall–Olkin’s bivariate Exponential Distribution.
Keywords
Marsall–Olkin’s bivariate exponential distribution , 62H99 , 62P30 , multivariate statistical process control , Grouped data , Waiting time , Markov chain embeddable random variables
Journal title
Journal of Multivariate Analysis
Serial Year
2008
Journal title
Journal of Multivariate Analysis
Record number
1558955
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