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http://dx.doi.org/10.5351/KJAS.2018.31.6.811

Identification of the out-of-control variable based on Hotelling's T2 statistic  

Lee, Sungim (Department of Applied Statistics, Dankook University)
Publication Information
The Korean Journal of Applied Statistics / v.31, no.6, 2018 , pp. 811-823 More about this Journal
Abstract
Multivariate control chart based on Hotelling's $T^2$ statistic is a powerful tool in statistical process control for identifying an out-of-control process. It is used to monitor multiple process characteristics simultaneously. Detection of the out-of-control signal with the $T^2$ chart indicates mean vector shifts. However, these multivariate signals make it difficult to interpret the cause of the out-of-control signal. In this paper, we review methods of signal interpretation based on the Mason, Young, and Tracy (MYT) decomposition of the $T^2$ statistic. We also provide an example on how to implement it using R software and demonstrate simulation studies for comparing the performance of these methods.
Keywords
multivariate SPC; Hotelling's $T^2$ statistic; MYT decomposition; identification for out-of-control signal;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
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