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Available online: 15 Feb 2007In this paper, we will discuss a simple way for monitoring shifts in the covariance matrix of a p-dimensional multivariate normal process distribution, N p (μ,Σ). An exact method based on the chi-square distribution for constructing multivariate control limits will also be shown. We will illustrate the proposed procedure at work based on an example.
Michael B.C. Khoo is a lecturer in the School of Mathematical Sciences, University of Science of Malaysia. He holds a Ph.D. in industrial statistics from the University of Science of Malaysia. His research interests are statistical process control and reliability testing.
S.H. Quah is a professor of statistics in the School of Mathematical Sciences, University of Science of Malaysia. His fields of interest are quality management, statistical process control, and statistical design of experiments.