DOIONLINE

DOIONLINE NO - IJASEAT-IRAJ-DOIONLINE-13274

Publish In
International Journal of Advances in Science, Engineering and Technology(IJASEAT)-IJASEAT
Journal Home
Volume Issue
Issue
Volume-6, Issue-3  ( Jul, 2018 )
Paper Title
Comparison of Bivariate Copulas on The Hotelling’s T2 and Mewma Control Charts
Author Name
Sasigarn Kuvattana, Saowanit Sukparungsee, Piyapatr Busababodhin, Yupaporn Areepong
Affilition
Maejo University Phrae Campus, King Mongkut's University of Technology North Bangkok, Mahasarakham University, King Mongkut's University of Technology North Bangkok
Pages
52-56
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.
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