Main Article Content

Abstract

In this study, a multivariate gamma distribution is first introduced. Then, by defining a new statistic, three control charts called the MG charts, are proposed for this distribution. The first control chart is based on the exact distribution of this statistic, the second control chart is based on the Satterthwaite approximation, and the last is based on the normal approximation. Efficiency of the proposed control charts is evaluated by average run length (ARL) criterion.

Keywords

Multivariate gamma distribution chi-square distribution average run length Satterthwaite approximation

Article Details

How to Cite
Torabi, H., Enami, S., & Niaki, S. (2021). New Control Charts for a Multivariate Gamma Distribution. Pakistan Journal of Statistics and Operation Research, 17(3), 607-614. https://doi.org/10.18187/pjsor.v17i3.3157

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