Abstract
Restricted simulation studies of comparison in performance of different control charts for detection of a shift in the mean vector of a p-variate normal distribution have shown that the multiple univariate CUSUM and shrinking CUSUM procedures give relatively similar ARL performance under a “slippage” situation, i.e. when only one of the p means shifts to an out-of-control while all of the remaining means remain in-control. The analysis of control charts is mainly based on Monte Carlo simulations. The chapter utilizes a Monte Carlo simulation to compare the control charts on the basis of their ARL performance: generalized likelihood ratio control charts. Simulation results confirm our conclusions based on the asymptotic performance comparisons.
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