Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts

Continuous surveillance of the ratio of population means of bivariate normal distributions is a quality control issue worth of consideration in several manufacturing and service-oriented companies. For this reason, some recent studies have investigated traditional and advanced Shewhart control charts to perform on-line monitoring of this kind of ratio. Anyway, Shewhart control charts are known to be insensitive to small and moderate shift sizes. Up to now, CUSUM control charts have not yet been considered for this quality control problem. In this paper, we propose and investigate the statistical properties of two Phase II one-sided CUSUM control charts for monitoring the ratio of population means of a bivariate normal distribution. Several figures and tables are provided to show the sensitivity of the two CUSUM charts to different deterministic shift sizes and their performance for the random shift size condition. In most cases, the numerical results demonstrate that the proposed CUSUM control charts are very sensitive to shifts in the ratio. An illustrative example comments the use of these charts in a simulated quality control problem from the food industry.

[1]  Douglas C. Montgomery,et al.  Statistical quality control : a modern introduction , 2009 .

[2]  Giovanni Celano,et al.  Monitoring the ratio of two normal variables using Run Rules type control charts , 2016 .

[3]  Tzong-Ru Tsai,et al.  Exponentially weighted moving average control charts for three-level products , 2011 .

[4]  R. C. Geary The Frequency Distribution of the Quotient of Two Normal Variates , 2022 .

[5]  Changliang Zou,et al.  The computation of average run length and average time to signal: an overview , 2014 .

[6]  D. Hawkins,et al.  Cumulative Sum Charts and Charting for Quality Improvement , 1998, Statistics for Engineering and Physical Science.

[7]  William H. Woodall,et al.  THE STATISTICAL DESIGN OF CUSUM CHARTS , 1993 .

[8]  P. Maravelakis,et al.  A CUSUM control chart for monitoring the variance when parameters are estimated , 2011 .

[9]  D. A. Evans,et al.  An approach to the probability distribution of cusum run length , 1972 .

[10]  Giovanni Celano,et al.  A new CUSUM‐S2 control chart for monitoring the process variance , 2009 .

[11]  Giovanni Celano,et al.  A Synthetic Control Chart for Monitoring the Ratio of Two Normal Variables , 2016, Qual. Reliab. Eng. Int..

[12]  Nan Chen,et al.  Multivariate Exponentially Weighted Moving-Average Chart for Monitoring Poisson Observations , 2015 .

[13]  Giovanni Celano,et al.  Performance of t control charts in short runs with unknown shift sizes , 2013, Comput. Ind. Eng..

[14]  Amitava Mukherjee,et al.  Design and implementation of CUSUM exceedance control charts for unknown location , 2014 .

[15]  Andrej Blejec,et al.  distribution of the ratio of jointly normal variables , 2004, Advances in Methodology and Statistics.

[16]  Giovanni Celano,et al.  Statistical Performance of a Control Chart for Individual Observations Monitoring the Ratio of Two Normal Variables , 2014, Qual. Reliab. Eng. Int..

[17]  K. Adamski,et al.  A generalized multivariate beta distribution: control charting when the measurements are from an exponential distribution , 2012 .

[18]  Marcel F. Neuts,et al.  Matrix-geometric solutions in stochastic models - an algorithmic approach , 1982 .

[19]  Partha Sarathi Mukherjee,et al.  On phase II monitoring of the probability distributions of univariate continuous processes , 2015, Statistical Papers.

[20]  Giovanni Celano,et al.  Design of a Phase II Control Chart for Monitoring the Ratio of two Normal Variables , 2016, Qual. Reliab. Eng. Int..

[21]  Giovanni Celano,et al.  Monitoring the Ratio of Two Normal Variables Using EWMA Type Control Charts , 2016, Qual. Reliab. Eng. Int..

[22]  Douglas M. Hawkins,et al.  The CUSUM and the EWMA Head-to-Head , 2014 .

[23]  E. S. Page CONTINUOUS INSPECTION SCHEMES , 1954 .

[24]  J. C. Hayya,et al.  A Note on the Ratio of Two Normally Distributed Variables , 1975 .

[25]  Douglas C. Montgomery,et al.  A review of multivariate control charts , 1995 .

[26]  Vaidyanathan Ramaswami,et al.  Introduction to Matrix Analytic Methods in Stochastic Modeling , 1999, ASA-SIAM Series on Statistics and Applied Mathematics.

[27]  T. Pham-Gia,et al.  Density of the Ratio of Two Normal Random Variables and Applications , 2006 .

[28]  Yarema Okhrin,et al.  Quality surveillance with EWMA control charts based on exact control limits , 2015 .

[29]  Charles W. Champ,et al.  A a comparison of the markov chain and the integral equation approaches for evaluating the run length distribution of quality control charts , 1991 .

[30]  Giovanni Celano,et al.  The variable parameters T$$^{2}$$2 chart with run rules , 2014 .

[31]  Seven Knoth,et al.  Fast initial response features for EWMA control charts , 2005 .

[32]  Dolun Oksoy,et al.  STATISTICAL PROCESS CONTROL BY THE QUOTIENT OF TWO CORRELATED NORMAL VARIABLES , 1993 .

[33]  Y. K. Chen,et al.  Design of EWMA and CUSUM control charts subject to random shift sizes and quality impacts , 2007 .

[34]  Andrew W. Spisak,et al.  A control chart for ratios , 1990 .