Paper Title :Comparison of Bivariate Copulas on The Hotelling’s T2 and Mewma Control Charts
Author :Sasigarn Kuvattana, Saowanit Sukparungsee, Piyapatr Busababodhin, Yupaporn Areepong
Article Citation :Sasigarn Kuvattana ,Saowanit Sukparungsee ,Piyapatr Busababodhin ,Yupaporn Areepong ,
(2018 ) " Comparison of Bivariate Copulas on The Hotelling’s T2 and Mewma Control Charts " ,
International Journal of Advances in Science, Engineering and Technology(IJASEAT) ,
pp. 52-56,
Volume-6, Issue-3
Abstract : The aim of this paper proposes three types of copulas on the Hotelling’s T2 and MEWMA control charts.
Observations are from an exponential distribution which Monte Carlo simulation based on copula function. We compare the
performance of control charts by the Average Run Length (ARL). Dependence between random variables are measured by
Kendall’s tau. The results show that the Gumbel copula of MEWMA control chart can be used for almost all shifts.
Index Terms— copulas, Monte Carlo simulation, Hotelling’s T2, MEWMA.
Type : Research paper
Published : Volume-6, Issue-3
DOIONLINE NO - IJASEAT-IRAJ-DOIONLINE-13274
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Copyright: © Institute of Research and Journals
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Published on 2018-10-25 |
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