Modified hotelling’s T^2control charts using modified mahalanobis distance

Firas Haddad


This paper proposed new adjusted Hotelling’s T^2control chart for individual observations. For this objective, bootstrap method for producing the individual observations was employed. To do so, both arithmetic mean vector and the covariance matrix in the traditional Hotelling’s T^2chart were substituted by the trimmed mean vector and the covariance matrix of the robust scale estimators〖 Q〗_n, respectively which, in turn, its performance is carried out by simulated. In fact, the calculation of false alarms and the probability of detection outlier are used for determining the validity of this modified chart. The findings revealed a considerable significance in its performance.


Hotelling’s T^2 Charts; Mahalanobis Distance; Trimmean; Bootstrap; Robust estimator

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ISSN 2088-8708, e-ISSN 2722-2578