Generalized multivariate beta distribution : control charting when the measurements are from an exponential distribution
| dc.contributor.author | Adamski, Karien | |
| dc.contributor.author | Human, Schalk William | |
| dc.contributor.author | Bekker, Andriette, 1958- | |
| dc.contributor.email | karien.adamski@up.ac.za | en_US |
| 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 |