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Decomposing Hotelling?s T2 Statistic Using Four Variables

Nathan S. Agog , Hussaini G. Dikko , Osebekwin E. Asiribo

The Mason, Young and Tracy (MYT) decomposition approach has gained much acceptance due to its effectiveness in detecting variables that contributes to an out-of-control condition. The decomposition approach enables one to assess the T2 value of each variable independently as while as their joint contribution. One of the setbacks of this approach is its computational complexity. In this work, the Hotelling’s T2 decomposition is extended from three variables to four variables using the MYT decomposition technique. Twenty four (24) models were obtained from the decomposition, where each model gives the same T2 value proving the invariance property of the Hotelling’s T2 statistic.