Bivariate copulas on the Hotelling's T2 control chart |
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| Authors: | Saowanit Sukparungsee Sasigarn Kuvattana Piyapatr Busababodhin Yupaporn Areepong |
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| Affiliation: | 1. Department of Applied Statistics, Faculty of Applied Science, King Mongkut's University of Technology, North Bangkok, Thailand;2. Department of Mathematics, Faculty of Science, Mahasarakham University, Mahasarakham, Thailand |
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| Abstract: | ![]()
In this paper, we propose five types of copulas on the Hotelling's T2 control chart when observations are from exponential distribution and use the Monte Carlo simulation to compare the performance of the control chart, which is based on the Average Run Length (ARL) for each copula. Five types of copulas function for specifying dependence between random variables are used and measured by Kendall's tau. The results show that the copula approach can be fitted the observation and we can use copula as an option for application on Hotelling's T2 control chart. |
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| Keywords: | ARL Copula Exponential distribution Hotelling's T2 control chart |
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