Suppose that there are p =2 quality characteristics, and in correlation form both variables have variance unity and the correlation coefficient is 0.8. The in control value of the process mean vector...

Suppose that there arep=2 quality characteristics, and in correlation form both variables have variance unity and the correlation coefficient is 0.8. The in control value of the process mean vector is=[0, 0], and we want to design an MEWMA control chart to provide good protection against a shift to a new mean vector of =[1, 1]. If an in-control ARL0 of 200 is satisfactory, what value of l and what upper control limit should be used? Approximately, what is the ARL₁ for detecting the shift in the mean vector?