DOIONLINE 
DOIONLINE Publish In |
International Journal of Advances in Science, Engineering and Technology(IJASEAT)-IJASEAT |
 Journal Home Volume Issue |
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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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