Hotelling's T² statistic

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T² addresses a control issue: Is this part compliant, considering all its characteristics as a whole?A part may fall within the tolerance range for each dimension and still be nonconforming due to the combination of those dimensions—and that is precisely what dimension-by-dimension inspection fails to detect.

The T² measures the distance of each individual from the center of the cloud, taking into account the correlations between characteristics (Mahalanobis distance). The graph resembles a control chart: one value, one limit.

Zone 1 : Options.

⇒ Learning about / from : the lines used to establish the reference (mean and covariance matrix). The others are compared to this reference; ;

⇒ Type T2 : the method used to calculate the limit—Sullivan, Classical, or Chi-squared; ;

⇒ alpha risk : the risk of a false alarm; ;

⇒ Fixed Limit : sets a limit rather than recalculating it; ;

⇒ Remove outliers and Remove outliers from T² : clean the training sample so that the reference is not based on outliers; ;

⇒ Search for groups : identifies outliers that are close to one another and colors them by group. Outliers that deviate in the same way indicate a common cause; ;

⇒ Logarithmic Scale : legible when one point stands out from all the others.

Zone 2 : the associated cloud.

⇒ With 2 variables, it displays the individuals and the’confidence ellipse : the multivariate compliance boundary. This is the most illustrative representation; ;

⇒ With 3 variables, the three-dimensional cloud; ;

⇒ More than 3 variables, the individuals are plotted on the PCA factor plane, which is the only possible representation.

💡 A T² that is generated without any characteristics falling outside the tolerance limits is an interesting case: the combination has changed. Switch to PCA to see which link has changed.