Control Charts Johnson, R.A. and D.W. Wichern (2007). Applied Multivariate Statistical Analysis, 6th. Ed. Pearson, Upper Saddle River, N.J. Montgomery,

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Presentation transcript:

Control Charts Johnson, R.A. and D.W. Wichern (2007). Applied Multivariate Statistical Analysis, 6th. Ed. Pearson, Upper Saddle River, N.J. Montgomery, D.C. (1991). Introduction to Statistical Quality Control, 2nd. Ed. John Wiley and Sons, New York.

Univariate Control Chart for a Mean

Example – NFL Home Team Point Spread Deviation by Week – 2018

The “Spread Differential Process” varies, but never becomes “out of control”

Univariate Control Chart for a Standard Deviation

Example – NFL Home Team Point Spread Deviation by Week – 2018

The standard deviation varies, but never gets “out of control”

Multivariate Control Charts with 1 Observation per Time Point

Example – Wilt Chamberlain’s 1961-2 Regular Season

Game 76: 25 Rebounds 100 Points Note that 4/80 games fall outside the 95% Confidence ellipsoid, with 2 very extreme games (one with respect to points and not rebounds, the other with respect to both) Game 24: (3 OT) 43 Rebounds 78 Points

Games 24 (43 Rebounds, 78 Points, 3 OTs) and 76 (25 Rebounds, 100 Points) are “out of control” – especially for the opposing team

Multivariate Control Chart for Process Variation

Example – NFL Point Spread and O/U Differentials by Week - 2018

Week 10 had an exceptionally large Generalized Variance (and Week 17 was large as well)