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sample variance-covariance matrices
- Subject: sample variance-covariance matrices
- From: "gulay sahinsev" <sgulay@hotmail.com>
- Date: Tue, 05 Feb 2002 14:21:43
Dear Denizens,
I have been researching about multivariate control charts, and have recently
read a paper about a comparison of multivariate control charts for
individual observations by Sullivan and Woodall (1996).
I have 76 observations obtained from an aircraft component production line,
and I am currently trying to apply some different approaches for their
multivariate analysis.
In Sullivan and Woodall's paper, they state that the sample covariance
matrix suggested by Holmes and Mergen which uses one half the differences Vi
= X(i-1) - Xi i= 1,2,..., m-1
S5 = 1/2 V V' /(m-1)
is approximately Wishart distributed. What is its degrees of freedom then?
Do you suggest using this sample variance-covariance matrix?
Thank you very much for your suggestions in advance.Any further papers and
researches referred in this paper were unfortunately not available.
If anybody is interested in the results of the study, I can give further
information later on as my study proceeds.
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