Physical Sciences and Mathematics Commons^™

Principle Components For Diagnosing Dispersion In Multivariate Statistical Process Control, Terrance E. Murphy, Mary Mcshane-Vaughn, Kwok Leung-Tsui

Georgia Journal of Science

We provide an easily implemented procedure to help data analysts systematically diagnose which quality characteristics may be driving the dispersion of a multivariate process out of control. Multivariate statistical process control commonly uses Hotelling's T² statistic to indicate when a multivariate observation goes out-of-control. Several techniques currently exist that accurately diagnose which specific variables are driving the T² statistic out-of-control. For subgroups of independently and identically distributed multivariate normal observations, we advocate decomposing the overall T² into independent T² statistics for separate monitoring of location and dispersion. We propose a procedure based on principle components to …