DocumentCode
2857430
Title
The effect of an additional observation on covariance structure
Author
Djauhari, M.A.
Author_Institution
Dept. of Math., Univ. Teknol. Malaysia, Johor Bahru, Malaysia
fYear
2011
fDate
6-9 Dec. 2011
Firstpage
1485
Lastpage
1489
Abstract
We propose a statistic for measuring the effect of an additional observation on covariance structure. Its exact distribution will be derived and for practical purpose a chi-square approximation will be presented. An application in multivariate process variability monitoring based on individual observations will be discussed. A simulation study indicates that its performance in detecting the shift of process variability is quite promising.
Keywords
approximation theory; condition monitoring; covariance analysis; manufacturing processes; process monitoring; additional observation effect; chi-square approximation; covariance structure; multivariate process variability monitoring; statistics; Approximation methods; Correlation; Covariance matrix; Eigenvalues and eigenfunctions; History; Monitoring; Performance analysis; Covariance matrix; Frobenius norm; Wilks´ statistic; generalized variance; scatter matrix;
fLanguage
English
Publisher
ieee
Conference_Titel
Industrial Engineering and Engineering Management (IEEM), 2011 IEEE International Conference on
Conference_Location
Singapore
ISSN
2157-3611
Print_ISBN
978-1-4577-0740-7
Electronic_ISBN
2157-3611
Type
conf
DOI
10.1109/IEEM.2011.6118164
Filename
6118164
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