An Alternative Hotelling T^2 Control Chart Based on Minimum Vector Variance (MVV)

Sharifah Soaad Syed Yahaya, Hazlina Ali, Zurni Omar

Abstract


The performance of traditional Hotelling T2 control chart using classical estimators in Phase I suffers from masking and swamping effect. To alleviate the problem, robust location and scale estimators are recommended. This paper proposed a robust Hotelling T2 control chart for individual observations based on minimum vector variance (MVV) estimators as an alternative to the traditional multivariate  T2 control chart for Phase II data. MVV is a new robust estimator which possesses the good properties as in minimum covariance determinant (MCD) with better computational efficiency. Through simulation study, we evaluate the performance of the proposed chart in terms of probability of detection and false alarm rates and compared with the performance of the traditional charts and the chart issued from MCD estimators. The results showed that MVV control chart has competitive performance relative to MCD and traditional control charts even under certain location parameter shifts in Phase I data.


Full Text: PDF DOI: 10.5539/mas.v5n4p132

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

Modern Applied Science   ISSN 1913-1844 (Print)   ISSN 1913-1852 (Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.