A Markov chain approximation is used to determine the run length performance of a multivariate statistical process control chart. The Markov chain approach is widely used in the analysis of univariate control charts we extend the advantages of this type of analysis to a multivariate exponentially weighted moving averages control chart. The analysis can be applied whenever the multivariate control statistic can be modeled as a Markov chain and the run length performance depends on the off-target mean only through the noncentrality parameter.

Original languageEnglish (US)
Pages (from-to)1701-1706
Number of pages6
JournalJournal of the American Statistical Association
Issue number436
StatePublished - Dec 1 1996


  • Average run length
  • Exponentially weighted moving averages
  • Multivariate control chart
  • Statistical process control

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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