Generalized multivariate beta distribution : control charting when the measurements are from an exponential distribution

Adamski, Karien; Human, Schalk William; Bekker, Andriette, 1958-

dc.contributor.author	Adamski, Karien
dc.contributor.author	Human, Schalk William
dc.contributor.author	Bekker, Andriette, 1958-
dc.date.accessioned	2012-05-23T10:09:02Z
dc.date.available	2012-05-23T10:09:02Z
dc.date.issued	2012
dc.description.abstract	In Statistical Process Control (SPC) there exists a need to model the runlength distribution of a Q-chart that monitors the process mean when measurements are from an exponential distribution with an unknown parameter. To develop exact expressions for the probabilities of run-lengths the joint distribution of the charting statistics is needed. This gives rise to a new distribution that can be regarded as a generalized multivariate beta distribution. An overview of the problem statement as identified in the field of SPC is given and the newly developed generalized multivariate beta distribution is proposed. Statistical properties of this distribution are studied and the effect of the parameters of this generalized multivariate beta distribution on the correlation between two variables is also discussed.	en
dc.description.librarian	nf2012	en
dc.description.sponsorship	The National Research Foundation, South Africa (Grant: FA2007043000003 and the Thuthuka programme: TTK20100707000011868).	en_US
dc.description.uri	http://www.springerlink.com/content/0932-5026/	en_US
dc.identifier.citation	Adamski, K, Human, SW & Bekker, A 2012, ' A generalized multivariate beta distribution : control charting when the measurements are from an exponential distribution', Statistical Papers, vol. 53, no. 4, pp. 1045-1064, doi : 10.1007/s00362-011-0407-0	en
dc.identifier.issn	0932-5026 (print)
dc.identifier.issn	1613-9798 (online)
dc.identifier.other	10.1007/s00362-011-0407-0
dc.identifier.uri	http://hdl.handle.net/2263/18848
dc.language.iso	en	en_US
dc.publisher	Springer	en_US
dc.rights	© Springer-Verlag 2011. The original publication is available at www.springerlink.com	en_US
dc.subject	Chi-square test	en
dc.subject.lcsh	Multivariate analysis	en
dc.subject.lcsh	Hypergeometric functions	en
dc.subject.lcsh	Beta functions	en
dc.subject.lcsh	Process control -- Statistical methods.	en
dc.title	Generalized multivariate beta distribution : control charting when the measurements are from an exponential distribution	en
dc.type	Postprint Article	en