Effects of Non-normality on the Performance of Univariate and Multivariate CUSUM Control Charts

Chang, Young-Soon

Journal of Korean Society for Quality Management > Volume 34(4); 2006 > Article

Journal of Korean Society for Quality Management 2006;34(4): 102-.

비정규 모집단에 대한 일변량 및 다변량 누적합 관리도의 성능 분석

장영순

명지대학교 경영학과

Effects of Non-normality on the Performance of Univariate and Multivariate CUSUM Control Charts

Young-Soon Chang

Department of Business Administration, Myongji University

ABSTRACT

This paper investigates the effects of non-normality on the performance of univariate and multivariate cumulative sum(CUSUM) control charts for monitoring the process mean. In-control and out-of-control average run lengths of the charts are examined for the univariate/multivariate lognormal and t distributions. The effects of the reference value and the correlation coefficient under the non-normal distributions are also studied. Simulation results show that the CUSUM charts with small reference values are robust to non-normality but those with moderate or large reference values are sensitive to non-normal data especially to process data from skewed distributions. The performance of the chart to detect mean shift of a process is not invariant to the direction of the shift for skewed distributions.

Key Words: CUSUM Control Chart;Non-normality;Average Run Length;