# A Markov chain model for the multivariate exponentially weighted moving averages control chart

Research output: Contribution to journalArticle

124 Citations (Scopus)

### Abstract

A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts, and we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain and the run length performance depends on the off-target mean only through the noncentrality parameter.

Original language English (US) 1701-1706 6 Journal of the American Statistical Association 91 436 Published - Dec 1996

### Fingerprint

Exponentially Weighted Moving Average Control Chart
Markov Chain Model
Run Length
Control Charts
Markov chain
Multivariate Statistical Process Control
Markov Chain Approximation
Noncentrality Parameter
Univariate
Statistic
Target
Control charts
Markov chain model
Exponentially weighted moving average

### Keywords

• Average run length
• Exponentially weighted moving averages
• Multivariate control chart
• Statistical process control

### ASJC Scopus subject areas

• Mathematics(all)
• Statistics and Probability

### Cite this

In: Journal of the American Statistical Association, Vol. 91, No. 436, 12.1996, p. 1701-1706.

Research output: Contribution to journalArticle

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