Mustafa Hussein AL-Sinjary, A., Shaker Ismail Botani, D., Abdul Jawad Saieed, H. (2017). Construction of a Control Chart Using SSM for Multivariate t Distribution Data. , 22(3), 156-165.
Adnan Mustafa Hussein AL-Sinjary; Delshad Shaker Ismail Botani; Hayfa Abdul Jawad Saieed. "Construction of a Control Chart Using SSM for Multivariate t Distribution Data". , 22, 3, 2017, 156-165.
Mustafa Hussein AL-Sinjary, A., Shaker Ismail Botani, D., Abdul Jawad Saieed, H. (2017). 'Construction of a Control Chart Using SSM for Multivariate t Distribution Data', , 22(3), pp. 156-165.
Mustafa Hussein AL-Sinjary, A., Shaker Ismail Botani, D., Abdul Jawad Saieed, H. Construction of a Control Chart Using SSM for Multivariate t Distribution Data. , 2017; 22(3): 156-165.

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

Tikrit Journal of Pure Science
Article 1, Volume 22, Issue 3, 2017, Pages 156-165
Authors
Adnan Mustafa Hussein AL-Sinjary; Delshad Shaker Ismail Botani; Hayfa Abdul Jawad Saieed
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.
Keywords
State Space Model; Bayes; Modified EWMA; ARMA; EWMA
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