关键词: Cornish-Fisher展开算法, 二元双抽样广义方差控制图, 虚发报警概率, 卡方分布

Abstract: Due to inaccuracy estimation of statistic distribution,the false alarm probability of bivariate double sampling generalized variance control chart was higher than its real value.To avoid this drawback and then make the control chart be fit for any distribution,Cornish-Fisher expansion algorithm was used to correct the control limits of chart.In comparison with the original bivariate double sampling generalized variance control chart presented by Grigoryan and He,the improved control chart offered better performances.Furthermore,the advantage of proposed control chart was illustrated with an example.Because Grigoryan and He did not take the false alarm probability as one of the main performances and also did not calculate the probability,the calculation approaches of false alarm probability for both original and improved control charts were established.

Key words: Cornish-Fisher expansion algorithm, bivariate double sampling generalized variance control chart, false alarm probability, chi square distribution