Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes
2013; Taylor & Francis; Volume: 32; Issue: 2 Linguagem: Inglês
10.1080/07474946.2013.774619
ISSN1532-4176
AutoresPatrícia Ferreira Ramos, Manuel Cabral Morais, António Pacheco, Wolfgang Schmid,
Tópico(s)Advanced Statistical Methods and Models
ResumoAbstract Misleading signals (MS) are likely to happen while using a simultaneous scheme to control the mean vector (μ) and the covariance matrix (Σ) of a bivariate process. They correspond to valid signals that lead to a misinterpretation of a shift in μ (resp. Σ) as a shift in Σ (resp. μ). Following previous work, focused on the quantitative assessment of the probabilities of misleading signals (PMS) in simultaneous schemes for bivariate processes, we now make use of stochastic ordering to qualitatively assess the impact of changes in μ and Σ in those probabilities. Keywords: Bivariate processesMisleading signalsSimultaneous schemesStatistical process controlSubject Classifications: 60E1562P30 ACKNOWLEDGMENTS The first author was supported by grant SFRH/BD/35739/2007 from the Fundaço para a Cincia e a Tecnologia (FCT). This work received financial support from Portuguese National Funds through FCT within the scope of the projects PEst-OE/MAT/UI0822/2011 and PTDC/MAT-STA/3169/2012. We are grateful to the Editor, an anonymous Associate Editor, and an anonymous referee for sharing their enthusiasm with us. Notes Recommended by Nitis Mukhopadhyay
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