HOTELLING'S T2 CONTROL CHARTS BASED ON ROBUST ESTIMATORS

Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T-2 control chart based on the usual sample mean vector and sample variance - covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE) and the minimum covariance determinant (MCD) are powerful in detecting a reasonable number of outliers. In this paper we propose a T-2 control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T-2 control chart based on MVE estimators for a small number of observations.