This paper will review and compare five multivariate CUSUM techniques. Two of these are proposed by Crosier (1986), the multivariate CUSUM and the CUSUM of T (COT). It will also compare two proposed by Pignatiello (1986), the multivariate CUSUM #1 (MCl) and the multivariate CUSUM #2 (MC2). The fifth method which will be compared is the multivariate Shewhart method. A discussion of the method of computation and a comparison of results of all the above methods using the same data set will be included. Additionally, a short commentary on the cusum method by Woodall and Ncube is enclosed. Graphical interpretation is also provided to make differences more readily apparent.
Library of Congress Subject Headings
Multivariate analysis--Evaluation; Mathematical statistics--Evaluation
Department, Program, or Center
Center for Materials Science and Engineering
Spindler, Susan L., "Evaluation of some multivariate CUSUM schemes" (1987). Thesis. Rochester Institute of Technology. Accessed from
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