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Multivariate SPC concerns with a monitoring procedure that has more than one quality characteristics/ variable in one process output that is correlated each other. Illustration: Measuring inner diameter and outer diameter of bearing (that together determine the usefulness of the part)
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is the mean of the normal distribution and 2 is the variance. The term in exponent above can be written as:
With the same approach, it can be used in Multivariate normal distribution case, with p variables: x=[x1,x2,,xp]; the vector means of xs = =[1, 2,, p]; and variances & covariances be contained in p x p covariance matrix . The squared standardized distance from x to :
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Sample covariances:
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Hotelling T2 statistic:
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