Modified hotelling’s T2 control charts using modified mahalanobis distance

Firas Haddad

Abstract


This paper proposed new adjusted Hotelling’s T^2 control chart for individual observations. For this objective, bootstrap method for producing the individual observations were employed. To do so, both arithmetic mean vector and the covariance matrix in the traditional Hotelling’s T^2 chart 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 is used for determining the validity of this modified chart. The findings revealed a considerable significance in its performance.

Keywords


bootstrap; hotelling’s T^2 charts; mahalanobis distance; robust estimator; trimmean;

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DOI: http://doi.org/10.11591/ijece.v11i1.pp284-292

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International Journal of Electrical and Computer Engineering (IJECE)
p-ISSN 2088-8708, e-ISSN 2722-2578