Resumen de Two MEWMA Charts for Gumbel's Bivariate Exponential Distribution

Yujuan Xie, Min Xie, Thong Ngee Goh

• Several situations present data described by exponential distributions. While time between events (TBE) charts have been suggested to monitor exponential data, previous studies of TBE charts have assumed that there is only one process characteristic of interest. This article proposes two multivariate exponential weighted moving average (MEWMA) charts to monitor the mean vector of Gumbel's bivariate exponential TBE model. One chart is based on raw observations and the other on the transformed data. The average run length performance of the MEWMA charts is compared to several individual TBE chart pairs. The MEWMA charts are shown to outperform all of the compared charts. A brief discussion on using Gumbel's multivariate exponential model is also included.