A new bivariate control chart for monitoring the mean vector and covariance matrix simultaneously

Yongman Zhao, Weijiang Mei

COMPUTER MODELLING & NEW TECHNOLOGIES 2014 18(12A) 301-307

School of Mechanical and Electrical Engineering, Shihezi University, Shihezi, 832000, China

A new bivariate single control chart is proposed to simultaneously monitor the process mean vector and the process covariance matrix. This chart, called CSDW chart, is based on the cumulative sum of the diagonal elements of Wish art distributed matrix. Through our average run length(ARL) comparison, the results of the simulation show that the new chart outperforms the joint T-square and |S| charts, the Max-MEWMA chart, and the VMAX. Examples are also given to illustrate the new chart procedure.