Minimax Multivariate Control Chart Using a Polynomial Function

作     者：Johnson Ademola Adewara Kayode Samuel Adekeye Osebekwin Ebenezer Asiribo Samuel Babatope Adejuyigbe 

作者机构：Distance Learning Institute University of Lagos Department of Mathematical Sciences Redeemer"s University Department of Statistics University of Agriculture 

出 版 物：《Applied Mathematics》 (应用数学（英文）)

年 卷 期：2011年第2卷第12期

页      面：1539-1545页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Minimax Non-Linear Polynomial Process Maximum and Minimum 

摘      要：Minimax control chart uses the joint probability distribution of the maximum and minimum standardized sample means to obtain the control limits for monitoring purpose. However, the derivation of the joint probability distribution needed to obtain the minimax control limits is complex. In this paper the multivariate normal distribution is integrated numerically using Simpson’s one third rule to obtain a non-linear polynomial (NLP) function. This NLP function is then substituted and solved numerically using Newton Raphson method to obtain the control limits for the minimax control chart. The approach helps to overcome the problem of obtaining the joint probability distribution needed for estimating the control limits of both the maximum and the minimum statistic for monitoring multivariate process.