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

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Listed:
  • 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.

Suggested Citation

  • Sharifah Soaad Syed Yahaya & Hazlina Ali & Zurni Omar, 2011. "An Alternative Hotelling T^2 Control Chart Based on Minimum Vector Variance (MVV)," Modern Applied Science, Canadian Center of Science and Education, vol. 5(4), pages 132-132, August.
    • Handle: RePEc:ibn:masjnl:v:5:y:2011:i:4:p:132
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    References listed on IDEAS

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    1. Croux, Christophe & Haesbroeck, Gentiane, 1999. "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator," Journal of Multivariate Analysis, Elsevier, vol. 71(2), pages 161-190, November.
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    More about this item

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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