A New Multivariate Non-Parametric Control Chart Based on Sign Test

Multivariate statistical process control deserves particular attention in the recent scenario. Though, Hotelling T2 control chart is quite popular and widely used technique in this field but its performance is deteriorated when the underlying distribution of the quality characteristics is not following multivariate normal distribution. Hence the need of developing a non-parametric multivariate control chart arises which does not require any underlying distribution. In this work a multivariate non-parametric control chart based on bivariate sign test is proposed. Its performance in both in control and out of control state was evaluated by simulating data from multivariate normal and multivariate t distribution and compared with those of existing multivariate parametric control chart.