Bivariate modified hotelling’s T2 charts using bootstrap data

Abstract

The conventional Hotelling’s  charts are evidently inefficient as it has resulted in disorganized data with outliers, and therefore, this study proposed the application of a novel alternative robust Hotelling’s  charts approach. For the robust scale estimator , this approach encompasses the use of the Hodges-Lehmann vector and the covariance matrix in place of the arithmetic mean vector and the covariance matrix, respectively.  The proposed chart was examined performance wise. For the purpose, simulated bivariate bootstrap datasets were used in two conditions, namely independent variables and dependent variables. Then, assessment was made to the modified chart in terms of its robustness. For the purpose, the likelihood of outliers’ detection and false alarms were computed. From the outcomes from the computations made, the proposed charts demonstrated superiority over the conventional ones for all the cases tested