In this paper, the robustness of the multivariate exponentially weighted moving average (MEWMA) control chart to non-normal data is examined. Two non-normal distributions of interest are the multivariate t distribution and the multivariate gamma distribution. Recommendations for constructing MEWMA control charts when the normality assumption may be violated are provided.
- Average run length
- Control charts
- Multivariate exponentially weighted moving average
ASJC Scopus subject areas
- Safety, Risk, Reliability and Quality
- Management Science and Operations Research