This paper will review and compare five multivariate CUSUM techniques. Two of these are proposed by Crosier (1986), the multivariate CUSUM and the CUSUM of T (COT). It will also compare two proposed by Pignatiello (1986), the multivariate CUSUM #1 (MCl) and the multivariate CUSUM #2 (MC2). The fifth method which will be compared is the multivariate Shewhart method. A discussion of the method of computation and a comparison of results of all the above methods using the same data set will be included. Additionally, a short commentary on the cusum method by Woodall and Ncube is enclosed. Graphical interpretation is also provided to make differences more readily apparent.

Library of Congress Subject Headings

Multivariate analysis--Evaluation; Mathematical statistics--Evaluation

Publication Date


Document Type


Department, Program, or Center

Center for Materials Science and Engineering


Jackson, Edward

Advisor/Committee Member

Schilling, Edward


Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works. Physical copy available through RIT's The Wallace Library at: QA278.S684 1987


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