S.S. Syed-Yahaya, H. Ali, A. Abdul Rahman, N.I. Mahat, F.S. Haddad,
Robust Hotellings T2 Charts with Median based Trimmed Estimators,
Journal of Engineering and Applied Sciences,
Volume 14,Issue 24,
2019,
Pages 9632-9638,
ISSN 1816-949x,
jeasci.2019.9632.9638,
(https://makhillpublications.co/view-article.php?doi=jeasci.2019.9632.9638)
Abstract: It is well known that the traditional Hotellings T2 chart is inefficient when outliers are presented in
the data. To alleviate the problem, this study proposed three robust Hotellings T2 control charts using trimmed
estimators to replace the usual mean vector and the covariance matrix in the traditional T2 chart. Trimming was
done using modified Mahalanobis distance with median as the location measure and one of the robust scale
estimators: MADn, Sn or Tn as the scale measure. These modifications consequently produced three different
trimmed estimators. Investigation on the performance of the proposed robust charts, measured in terms of false
alarm and probability of detection were conducted via. simulation study. The results were compared to the
traditional chart. It was discovered that the proposed control charts performed moderately in terms of
controlling false alarm and excellently in terms of probability of detection, surpassing the performance of
traditional control chart regardless of conditions.
Keywords: statistics;trimmed estimator;Hotelling’s T2 control chart;multivariate;measure;modification