Robustness properties of multivariate EWMA control charts

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 distribution and the multivariate gamma distribution. Recommendations for constructing MEWMA control charts when the normality assumption may be violated are provided. Copyright © 2002 John Wiley & Sons, Ltd.