- 로버스트 추정에 근거한 수정된 다변량 $T^2$- 관리도
- ㆍ 저자명
- 성웅현,박동련
- ㆍ 간행물명
- 品質經營學會誌
- ㆍ 권/호정보
- 2001년|29권 1호|pp.1-10 (10 pages)
- ㆍ 발행정보
- 한국품질경영학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
We consider the problem of detecting special variations in multivariate $T^2$-control chart when two or more multivariate outliers are present. Since a multivariate outlier may reflect slippage in mean, variance, or correlation, it can distort the sample mean vector and sample covariance matrix. Damaged sample mean vector and sample covariance matrix have difficulty in examining special variations clearly, An alternative to detection outliers or special variations is to use robust estimators of mean vector and covariance matrix that are less sensitive to extreme observations than are the standard estimators $ar{x}$ and $ extbf{S}$. We applied popular minimum volume ellipsoid(MVE) and minimum covariance determinant(MCD) method to estimate mean vector and covariance matrix and compared its results with standard $T^2$-control chart using simulated multivariate data with outliers. We found that the modified $T^2$-control chart based on the above robust methods were more effective in detecting special variations clearly than the standard $T^2$-control chart.