A Power Analysis of Variable Deletion Within the MEWMA Control Chart Statistic

by Jay R. Schaffer and Shawn VandenHul.

Abstract: One of the drawbacks to multivariate charting schemes is their inability to identify which variable was the source of the signal. The multivariate exponentially weighted moving average (MEWMA) developed by Lowry, et al (1992) is an example of a multivariate charting scheme whose monitoring statistic is unable to determine which variable caused the signal. The purpose of this paper is to examine the use of variable deletion within the MEWMA control chart statistic. By deleting variables systematically, the re-calculated MEWMA statistic is reduced. Critical values are developed to determine if the reduction is statistically significant. A power analysis is performed to determine the likelihood of a correct identification. In addition, a two-variable deletion scheme is also studied.

Key Words: Multivariate Quality Control, MEWMA, Variable Deletion

Jay R. Schaffer, jay.schaffer@unco.edu
Shawn VandenHul, gathen9@hotmail.com


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