A Distribution-Free Multivariate Phase I Location Control Chart for Subgrouped Data from Elliptical Distributions

A literature review reveals no distribution-free Phase I multivariate techniques in existence. This research develops a Phase I location control chart for multivariate elliptical processes.

The resulting in-control reference sample can then be used to estimate the parameters for Phase II monitoring. Using Monte Carlo simulation, the proposed method is compared with the Hotelling's T 2 Phase I chart. Although Hotelling's T 2 chart is preferred when the data are multivariate normal, the proposed method is shown to perform significantly better under nonnormality.