Re-weighted Robust Control Charts for Individual Observations

نویسندگان

  • Mandana Mohammadi
  • Jayanthi Arasan
چکیده

Control chart is the most valuable tool in statistical process control (SPC) and it is used to monitor the changes in a process. It presents a graphical display of process stability or instability over time. This enable us to instantly understand, whether the process is under control or not. Hotelling’s T 2 chart is one of the most popular control charts for monitoring independently and identically distributed random vectors. In the computation of Hotelling’s T , the classical mean and covariance are utilized, hence the results can be heavily influenced by outliers. In order to decrease the impact of outliers we propose to use the re-weighted robust estimator instead of the classical estimator in the computation of Hotelling’s T . In this paper we construct a new statistic by substituting the classical estimators in Hotelling’s T 2 by the reweighted MCD.

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تاریخ انتشار 2010