Abstract
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
7-22-1987
Document Type
Thesis
Department, Program, or Center
Center for Materials Science and Engineering
Advisor
Jackson, Edward
Advisor/Committee Member
Schilling, Edward
Recommended Citation
Spindler, Susan L., "Evaluation of some multivariate CUSUM schemes" (1987). Thesis. Rochester Institute of Technology. Accessed from
https://repository.rit.edu/theses/2785
Campus
RIT – Main Campus
Comments
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