Browsing by Author "Obafemi, O. S."

Now showing 1 - 3 of 3
  • Item
    ALTERNATIVE ESTIMATOR FOR MULTIVARIATE LOCATION AND SCATTER MATRIX IN THE PRESENCE OF OUTLIER
    (Anale Seria Informatica, 2018) Obafemi, O. S.; Oyeyemi, G. M.
    It is generally known that in estimating location and scatter matrix of multivariate data when outliers are presents, the method of classical is not robust. The Maximum Likelihood Estimator (MLE) is always very sensitive to some deviations from the assumptions made on the data, especially, presence of outliers. To get over the above stated problem, many alternative estimators that are robust have been proposed in the last decades. Some of these estimators include the Minimum Covariance Determinant (MCD), the Minimum Volume Ellipsoid (MVE), S-Estimators, M-Estimators and Minimum Regularized Covariance Determinant (MRCD) among others. All the methods converged on tackling the problem of robust estimation by finding a sufficiently large subset of the data. In this paper, a robust method of estimating multivariate location and scatter matrix in the presence of outliers is proposed. The proposed estimator is obtained using the best units (samples) from the available data set that satisfied a set of three optimality criteria (CA,CH,CG).The performance of the proposed robust method was compared with two of the existing robust methods (MCD and MVE) and the classical method with their application in Principal component analysis data simulation. The measure of performance used was the Mean Square Errors (MSE) of the characteristic roots (eigen-values) of the variance covariance matrix. Generally, the proposed alternative method is better than other robust methods and classical method, when the level of magnitude of outliers is small and also performed considerably well with MCD and MVE when the level of magnitude is high at all percentages of outliers.
  • Item
    Analyzing Factorial Experiment Involving Qualitative and Quantitative Factors.
    (African Network of Scientific and Technology Institutions, Kenya., 2009) Oyeyemi, G. M.; Ibraheem, B. A.; Obafemi, O. S.; Ige, O. S.
    In factorial experiment involving qualitative and quantitative factors, ascertaining whether there is interaction between the two factors should be the first objective in the analysis. In this paper, we explore the different possibilities that may arise when dealing with qualitative and quantitative factors in a factorial experiment. The response curves for the quantitative factor are different across the levels of the qualitative factor when there is interaction between the factors, the curves are parallel but similar with distance apart when there is no interaction but both factors are significant, while curves converged to a curve (become a single curve) when the quantitative factor is not significant.
  • Item
    PROPOSED HOTELLING’S T2 CONTROL CHARTS BASED ON LOCATION AND SCATTER MATRIX
    (2020) Obafemi, O. S.; Oyeyemi, G. M.; Bolarinwa, F. A.
    In many quality control settings, the product (process) under examination may have two or more correlated quality characteristics; hence, an appropriate approach is needed to simultaneously monitor all the quality characteristics. The Hotelling T2 control chart based on the usual sample mean vector and variance - covariance matrix performs poorly, especially when there are multiple out of control points in the multivariate data set. Several alternative methods have been proposed, this includes methods based on the minimum volume ellipsoid (MVE) and the minimum covariance determinant (MCD) among many other methods. These control charts are powerful in detecting a reasonable number of outlying data.in this paper we propose a modified Hotelling T2 control charts using the eigen-values obtained from scatter matrix/ variance-covariance matrix of the multivariate data. The methods were used on a real-life data set. The studies show that this method outperforms the classical Hotelling T2 control charts and compete well with charts based on MVE and MCD for a small number of observations when the number of out of control points was increased