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Hotelling's TM2for Principal Components—What About Absolute Values?

 

作者: J.Edward Jackson,   F.Terry Hearne,  

 

期刊: Technometrics  (Taylor Available online 1979)
卷期: Volume 21, issue 2  

页码: 253-255

 

ISSN:0040-1706

 

年代: 1979

 

DOI:10.1080/00401706.1979.10489757

 

出版商: Taylor & Francis Group

 

关键词: Principal components;Quality control;Absolute values;GeneralizedTstatistics

 

数据来源: Taylor

 

摘要:

When determining the generalizedT2statistics for a sample ofnobservations using principal components, the occasion may arise where one is interested not in the average of the deviations of a particular component from its aim or standard, but the average of the absolute values of these deviations because it is the magnitude, not the direction. which is of interest. A largesample approximation suitable for quality control applications is proposed to still enable one to include this component in the computation ofTM2. The adequacy of this approximation is examined and a numerical example is included.

 

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