Title :
The effect of an additional observation on covariance structure
Author_Institution :
Dept. of Math., Univ. Teknol. Malaysia, Johor Bahru, Malaysia
Abstract :
We propose a statistic for measuring the effect of an additional observation on covariance structure. Its exact distribution will be derived and for practical purpose a chi-square approximation will be presented. An application in multivariate process variability monitoring based on individual observations will be discussed. A simulation study indicates that its performance in detecting the shift of process variability is quite promising.
Keywords :
approximation theory; condition monitoring; covariance analysis; manufacturing processes; process monitoring; additional observation effect; chi-square approximation; covariance structure; multivariate process variability monitoring; statistics; Approximation methods; Correlation; Covariance matrix; Eigenvalues and eigenfunctions; History; Monitoring; Performance analysis; Covariance matrix; Frobenius norm; Wilks´ statistic; generalized variance; scatter matrix;
Conference_Titel :
Industrial Engineering and Engineering Management (IEEM), 2011 IEEE International Conference on
Conference_Location :
Singapore
Print_ISBN :
978-1-4577-0740-7
Electronic_ISBN :
2157-3611
DOI :
10.1109/IEEM.2011.6118164
