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New control charts for a multivariate gamma distribution

Enami, S ; Sharif University of Technology | 2021

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  1. Type of Document: Article
  2. DOI: 10.18187/pjsor.v17i3.3157
  3. Publisher: University of Punjab (new Campus) , 2021
  4. Abstract:
  5. In this study, we introduce a multivariate gamma distribution, then, by defining a new statistic, three control charts called the MG charts, are proposed for this distribution. The first control chart is based on the exact distribution of this statistic, the second control chart is based on the Satterthwaite approximation, and the last is based on the normal approximation. The efficiency of the proposed control charts is evaluated by the average run length (ARL) criterion. The results show that whenever the magnitude of the parameter shifts c<1, the control chart based on the exact distribution has smaller ARL1s, while for c>1, the control chart based on Satterthwaite approximation show smaller values of ARL1s. Besides, the results show that for large changes (c>2.5), all proposed charts almost have equal ARL1s; i.e. they have the same performance. © 2021. All Rights Reserved
  6. Keywords:
  7. Average run length ; Chi-square distribution ; Multivariate gamma distribution ; Normal approximation ; Satterthwaite approximation
  8. Source: Pakistan Journal of Statistics and Operation Research ; Volume 17, Issue 3 , 2021 , Pages 607-614 ; 18162711 (ISSN)
  9. URL: https://pjsor.com/pjsor/article/view/3157