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Stochastic Processes
Authors:H D Miller
Affiliation:Birkbeck College (University of London)
Abstract:In quality control, a proper Phase I analysis is essential to the success of Phase II monitoring. A literature review reveals no distribution-free Phase I multivariate techniques in existence. This research develops a Phase I location control chart for multivariate elliptical processes. The resulting in-control reference sample can then be used to estimate the parameters for Phase II monitoring. Using Monte Carlo simulation, the proposed method is compared with the Hotelling's T2 Phase I chart. Although Hotelling's T2 chart is preferred when the data are multivariate normal, the proposed method is shown to perform significantly better under nonnormality. This article has supplementary material online.
Keywords:Data depth  Mahalanobis depth  Mean rank chart  Nonparametric  Outliers  Retrospective analysis  Robust estimators
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