Abstract
Control charts have been used effectively for years to monitor processes and detect abnormal behaviors. However, most control charts require a specific distribution to establish their control limits. The bootstrap method is a nonparametric technique that does not rely on the assumption of a parametric distribution of the observed data. Although the bootstrap technique has been used to develop univariate control charts to monitor a single process, no effort has been made to integrate the effectiveness of the bootstrap technique with multivariate control charts. In the present study, we propose a bootstrap-based multivariate T2 control chart that can efficiently monitor a process when the distribution of observed data is nonnormal or unknown. A simulation study was conducted to evaluate the performance of the proposed control chart and compare it with a traditional Hotelling's T2 control chart and the kernel density estimation (KDE)-based T2 control chart. The results showed that the proposed chart performed better than the traditional T2 control chart and performed comparably with the KDE-based T 2 control chart. Furthermore, we present a case study to demonstrate the applicability of the proposed control chart to real situations.
Original language | English |
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Pages (from-to) | 645-662 |
Number of pages | 18 |
Journal | Communications in Statistics: Simulation and Computation |
Volume | 40 |
Issue number | 5 |
DOIs | |
Publication status | Published - 2011 May |
Keywords
- Average run length
- Bootstrap
- Hotelling's T chart
- Kernel density estimation
- Multivariate control charts
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation