Title :
Comparison study on the speed of convergence in distribution of sample generalized variance and sample vector variance
Author :
Yusoff, W.S. ; Djauhari, Maman Abdurachman
Author_Institution :
Dept. of Math., Univ. Teknol. Malaysia, Skudai, Malaysia
Abstract :
The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. In this paper we focus on the generalized variance test and vector variance test and we compare their convergence performance to normality based on simulation study.
Keywords :
convergence; statistical analysis; statistical process control; convergence; covariance structure stability; generalized variance test; multivariate statistical process control; sample generalized variance; sample vector variance; vector variance test; Convergence; Correlation; Covariance matrix; Gaussian distribution; Monitoring; Simulation; Stability analysis; R-square; Stability of covariance structure; multivariate process variability;
Conference_Titel :
Quality and Reliability (ICQR), 2011 IEEE International Conference on
Conference_Location :
Bangkok
Print_ISBN :
978-1-4577-0626-4
DOI :
10.1109/ICQR.2011.6031614
