An Explanatory Study on the Non-Parametric Multivariate T2 Control Chart

Authors

Abdolrasoul Mostajeran, Department of Statistics, University of Isfahan, Isfahan, IranFollow
Nasrolah Iranpanah, Department of Statistics, University of Isfahan, Isfahan, IranFollow
Rassoul Noorossana, Industrial Engineering Department, Iran University of Science and Technology, Tehran, IranFollow

Abstract

Most control charts require the assumption of normal distribution for observations. When distribution is not normal, one can use non-parametric control charts such as sign control chart. A deficiency of such control charts could be the loss of information due to replacing an observation with its sign or rank. Furthermore, because the chart statistics of T² are correlated, the T² chart is not a desire performance. Non-parametric bootstrap algorithm could help to calculate control chart parameters using the original observations while no assumption regarding the distribution is needed. In this paper, first, a bootstrap multivariate control chart is presented based on Hotelling’s T² statistic then the performance of the bootstrap multivariate control chart is compared to a Hotelling’s T² parametric multivariate control chart, a multivariate sign control chart, and a multivariate Wilcoxon control chart using a simulation study. Ultimately, the bootstrap multivariate control chart is used in an empirical example to study the process of sugar production.

DOI

10.22237/jmasm/1529418622

Recommended Citation

Mostajeran, A., Iranpanah, N., & Noorossana, R. (2018). An explanatory study on the non-parametric multivariate T2 control chart. Journal of Modern Applied Statistical Methods, 17(1), eP2559. doi: 10.22237/jmasm/1529418622