Construction of a Control Chart Using SSM for Multivariate t Distribution Data
نویسندگان
چکیده
The main purpose of this research is to construct a chart for controlling the mean and variance together data distributed multivariate t distribution using State Space Model (SSM) through applying Bayes' Factors (BF). constructed control will undertake case when parameters' vector unknown matrix known. Then, drawing series these factors on univariate modified EWMA after assuming that has an ARMA (1,1) model. Finally, assumed model simulated data.
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ژورنال
عنوان ژورنال: Ma?alla? Tikr?t li-l-?ul?m al-?irfa?
سال: 2023
ISSN: ['2415-1726', '1813-1662']
DOI: https://doi.org/10.25130/tjps.v22i3.725