Construction of a Control Chart Using SSM for Multivariate t Distribution Data

Authors

  • Hayfa Abdul Jawad Saieed
  • Delshad Shaker Ismail Botani
  • Adnan Mustafa Hussein AL-Sinjary

DOI:

https://doi.org/10.25130/tjps.v22i3.725

Abstract

The main purpose of this research is to construct a chart for controlling the mean and variance together of a data distributed multivariate t distribution using State Space Model (SSM) through applying Bayes' Factors (BF). The constructed control chart will undertake the case when parameters' vector is unknown and variance matrix is known. Then, drawing the series of these factors on the univariate modified EWMA chart after assuming that the series has an ARMA (1,1) model. Finally, applying assumed model on simulated data. 

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Published

2023-01-27

How to Cite

Hayfa Abdul Jawad Saieed, Delshad Shaker Ismail Botani, & Adnan Mustafa Hussein AL-Sinjary. (2023). Construction of a Control Chart Using SSM for Multivariate t Distribution Data. Tikrit Journal of Pure Science, 22(3), 156–165. https://doi.org/10.25130/tjps.v22i3.725

Issue

Vol. 22 No. 3 (2017)

Section

Articles

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Copyright (c) 2023 Tikrit Journal of Pure Science

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