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6. Process or Product Monitoring and Control
6.5. Tutorials
6.5.4. Elements of Multivariate Analysis Hotelling's T squared

Charts for Controlling Multivariate Variability

No satisfactory charts for multivariate variability Unfortunately, there are no charts for controlling multivariate variability, with either subgroups or individual observations, that are simple, easy-to-understand and implement, and statistically defensible. Methods based on the generalized variance have been proposed for subgroup data, but such methods have been criticized by Ryan (2000, Section 9.4) and some references cited therein. For individual observations, the multivariate analogue of a univariate moving range chart might be considered as an estimator of the variance-covariance matrix for Phase I, although the distribution of the estimator is unknown.
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