mss # ms238.tex; AP art.

# 9; 33(4)

2
Applying Hotelling’s T
Statistic to Batch Processes
ROBERT L. MASON
Southwest Research Institute, San Antonio, TX 78228-0510

YOUN-MIN CHOU
The University of Texas at San Antonio, San Antonio, TX 78249-0664

JOHN C. YOUNG
McNeese State University, Lake Charles, LA 70609-2340

In this paper we show the usefulness of Hotelling’s T2 statistic for monitoring batch processes in
both Phase I and Phase II operations. Discussions of necessary adaptations, such as in the formulas for
computing the statistic and its distribution, are included. In a Phase I operation, where the focus is on
detecting and removing outliers, consideration is given to batch processes where the batch observations are
taken from either a common multivariate normal distribution or a series of multivariate normal distributions
with different mean vectors. In a Phase II operation, where the monitoring of future observations is of
primary concern, emphasis is placed on the application of the T2 statistic using a known or estimated
in-control mean vector. A variety of data sets taken from different types of industrial batch processes are
used to illustrate these techniques.

Introduction T 2 statistic to accommodate observation vectors that

H OTELLING’S T 2 is a very versatile multivariate
control chart statistic. It can be used not only
in Phase I operations to identify outliers in the histor-
ical data set (HDS), but also in Phase II operations
to detect process shifts using new incoming observa-
tions. In either situation, orthogonally decomposing
the T 2 statistic using the MYT decomposition pro-
cedure (Mason, Tracy, and Young (1995, 1997)) can
help identify the variables causing the signal or out-
lier. There are many other applications of the T 2
statistic in multivariate control charts. For example,
procedures exist for enhancing the sensitivity of the
T 2 statistic to the detection of small process shifts
(Mason and Young (1999a)), and for adjusting the
Dr. Mason is a Staff Analyst in the Statistical Analysis
Section. He is a Fellow of ASQ.
Dr. Chou is a Professor in the Division of Mathematics
and Statistics. She is a Fellow of ASQ.
are correlated over time (Mason and Young (1999b)).
A useful overview of the T 2 , as a control statistic for
multivariate processes, can be found in Mason and
Young (1998). In this paper we extend the use of the
T 2 statistic to multivariate batch processes.
Multivariate statistical process control (SPC) for
batch processes is an extension of the corresponding
univariate methods. The most common of these uni-
variate techniques involves the plotting of the batch
sample means on an individuals chart with the con-
trol limits computed using the average moving range
of the sample means. These methods are reviewed
in Woodall and Thomas (1995). Multivariate tech-
niques for batch processes have only recently been
developed. An excellent summary of the literature on
batch processes is given in Nomikos and MacGregor
(1995), and it also includes a method for monitoring
batch processes that is based on multiway principal-
component analysis.

Dr. Young is a Professor in the Department of Mathemat- Most industrial processing units consist of three
ics, Computer Science, and Statistics. components: input, processing, and output. Control

Journal of Quality Technology 466 Vol. 33, No. 4, October 2001


APPLYING HOTELLING’S T 2 STATISTIC TO BATCH PROCESSES
procedures may be established on any or all of the
process components. When the processing unit uses
batches as input, we label it a batch process (e.g.,
see Fuchs and Kenett (1998)). For example, in the
production of certain grades of silica specially pre-
pared feedstock is required as input for a given pro-
duction run. However, variation in feedstock prepa-
ration produces different batches in production.
Batches also occur in processes where the entire
processing unit is changed at specified time intervals.
Many types of reactors are run in this manner. At
the end of a run cycle the reactor is shut down and
refurbished, and production resumes with a newly
rebuilt reactor. Although the relationships among
the process variables are maintained, variation in the
start position (due to refurbishing) produces different
runs.
Processes that may purposely be shifted to a
different configuration to change production from
one product to another product inherently generate
batches. This is a common occurrence in the plastics
industry and job shops where many different prod-
ucts are made at different times. Feedstock remains
constant in this type of process, but the process-
ing component is changed to accommodate the new
product grade being produced. The runs for each
specified product comprise a batch process since the
runs are separated by the production of other prod-
ucts. The preliminary data set in a Phase I evalua-
tion would be composed of the observations on the
different runs or batches that characterize the prod-
uct being produced.
In this paper we demonstrate the usefulness of the
T 2 as a control chart statistic for batch processes
occurring in both Phase I and Phase II operations.
For Phase I settings we consider preliminary data
sets where the batch observations are taken from ei-
ther (1) a series of multivariate normal distributions
having the same covariance matrix but possibly dif-
ferent mean vectors; or (2) a common multivariate
normal distribution with the same mean vector and
covariance matrix. It is assumed that the batches are
well defined and that the mean vectors and covari-
ance matrices are known or can be estimated. For
Phase II operations we consider process monitoring
using new observations where there is a known or
estimated target mean vector. In either phase, dis-
cussions of necessary adaptations, such as parameter
estimation, are included. A secondary focus of this
paper is on using the T 2 statistic to identify outliers
in multivariate batch processes.
Vol. 33, No. 4, October 2001
mss # ms238.tex; AP art. # 9; 33(4)
467
Classification of Batch Processes
Certain types of batch processes generate product
similar to that produced by a steady-state continu-
ous process. Limited between-batch variation is ac-
ceptable, but when variation becomes large the out-
lying batches are rejected and must be reworked. In
these processes, we assume that observations come
from the same p-dimensional normal distribution,
Np (µ,Σ), have a common mean vector, µ, and have a
common covariance matrix, Σ. We will label batch
processes of this type as Category 1. An example
of such a process arises in the production of certain
types of pigments used in specialty grades of paints
and coatings. Although different batches of paint are
produced, customers seldom tolerate much variation
in the color of the paint across the batches.
Since the batches from a Category 1 process are
assumed to come from the same multivariate distri-
bution, the resulting data should be centered as close
as possible about the common mean vector, µ. If µ
is known and attainable, it is designated as the in-
control mean vector. An example of the in-control
production regions for a set of batches taken from a
Category 1 process containing two process variables,
x1 and x2 , is illustrated in Figure 1. The elliptical re-
gions represent the in-control data from the separate
batches, and the darkened circles denote the corre-
sponding batch means. Observe the closeness of the
batch means to one another, and to the overall popu-
lation mean, which is represented by a shaded circle.
Another type of batch process, which we will label
as Category 2, produces runs with significant separa-
tion between its batch mean vectors. The batch ob-
servations in this type of process come from different
multivariate normal distributions, Np (µi , Σ), where
µi , i = 1, 2, . . . , k, represents the population mean
vector of the ith batch. Nevertheless, all batches pro-
duced in a Category 2 process must be contained in
an acceptable region defined by customer satisfac-
tion. The differences among the batch means can be
due to known or unknown causes.
As an example, consider a bivariate Category 2
batch process where the operation is chemical in na-
ture and depends on the addition of a particular cat-
alyst. A new “barrel” of catalyst is used on each
batch produced. Although the catalyst concentra-
tion for a given barrel is fixed, the concentration level
varies within acceptable process limits between bar-
rels. Thus, the output is dependent on the level of
the catalyst.
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mss # ms238.tex; AP art. # 9; 33(4)
468 ROBERT L. MASON, YOUN-MIN CHOU AND JOHN C. YOUNG
FIGURE 1. In-Control Production Regions for Batches
from a Category 1 Process.
An example of the output from such a process is
illustrated in Figure 2. The small ellipses represent
the in-control production regions of the individual
batches while the large ellipse depicts the in-control
production region for the overall process. The verti-
cal axis on the right side of the graph represents the
level of the catalyst. Changing the level of the cat-
alyst moves the mean of the distribution of the pro-
cess variables for a given batch to a different position.
The relationship between the two process variables,
x1 and x2 , is represented by the orientation of the
small ellipses centered about the batch mean points.
Observe the positive correlation of the two process
variables within a batch, although there is negative
correlation between the batch mean components.
Since the batches from a Category 2 process are
assumed to come from different distributions, no spe-
cific target mean vector is specified. However, all
batches should produce data that are located within
a fixed statistical distance from the overall mean of
all the batches when the process is stable. For exam-
ple, the large elliptical region of Figure 2 defines the
in-control region of batch production for the given
set of batches.
Control procedures for batch processes, whether
the type is Category 1 or Category 2, must address
two issues. The first concerns the determination of
whether the relationships between and among the
process variables are being maintained relative to
those observed in the historical database. The sec-
ond concerns the determination of whether the pro-
cess is in statistical control. For a Category 1 batch
process, where a single multivariate normal distribu-
Journal of Quality Technology
FIGURE 2. In-Control Production Regions for Batches
from a Category 2 Process.
tion is applicable, the two determinations are equiva-
lent. However, for a Category 2 batch process, where
different multivariate normal distributions can exist,
the determinations can be different. For example,
several batches may be maintaining in-control rela-
tionships between the process variables yet may be
out-of-control relative to the overall mean vector.
Phase I Operation
The construction of an in-control data set in
a Phase I multivariate control chart operation for
batch data includes the investigation of some of the
same potential problems as occur when construct-
ing control charts for non-batch data. For example,
an analyst must decide which variables to monitor,
select the correct transformations for the chosen vari-
ables, and determine if the observations are indepen-
dent or correlated over time. Consideration also must
be given to the effects of missing observations, and
the data set must be checked for the possibility of
severe collinearities existing among the variables.
Some problems require different solutions with
batch processes. There are those that involve de-
termining if any outliers are contained in the data
set, and some that require deciding on an estima-
tion procedure for the common covariance matrix. In
addition, the batch means must be examined to de-
termine if they differ significantly from one another.
Unfortunately, these problems are interrelated. For
example, significant differences between batch means
may be due to the presence of outliers. Outliers,
in turn, can have a significant influence on parame-
ter estimation. However, outliers cannot be detected
without proper estimates of the parameters.
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APPLYING HOTELLING’S T 2 STATISTIC TO BATCH PROCESSES 469

Batch Size = 1 size N
no longer reduces to k but has the general form
k
N = i=1 ni .
Suppose we collect data on k batches taken from
either a Category 1 or a Category 2 batch pro- Since observations may be taken from differ-
cess. Assume the batch size is one (i.e., ni = 1, ent distributions for the batches in a Category 2
i = 1, . . . , k) so that a single observation is made on batch process, the definition and detection of out-
p variables from
k each batch. Thus, the total sample liers changes from those given for a Category 1 batch
size is N = i=1 ni = k. In this setting, individual process. With batches, the overall sample mean in
outliers can be detected by computing the T 2 value Equation (1) is equivalent to the weighted average of
for each observation, X, and comparing the value to the batch means; i.e.,
an upper control limit (UCL).


k

ni

k
The procedure for purging outliers for batch pro- Xij ni X i
i=1 j=1 i=1
cesses where a single observation is made on each X= = , (3)
batch is equivalent to the procedure for continuous N N
production processes. The corresponding T 2 statis- where Xij is the j th observation in the ith batch, and
tic and its distribution for the purging procedure are Xi represents the mean vector of the ith batch. Sim-
given as ilarly, the covariance matrix estimator used in Equa-
 
  tion (1) measures not only process variation within
T 2 = X− X S−1 X− X batches but also process variation due to differences
  between batches. The estimator S is the total varia-
(N − 1)2
∼ B[p/2,(N −p−1)/2] , (1) tion, SST , divided by (N − 1) and is written as
N
i   

1 
k n
where X and S are the common estimators, respec- S= Xij − X Xij − X
tively, of the overall sample mean and the over- N − 1 i=1 j=1
all covariance matrix, and B(p/2,(N −p−1)/2) repre- SST
sents the beta distribution with parameters (p/2) = .
N −1
and ((N − p − 1)/2). The UCL is given as
The total variation also can be written as
 
(N − 1)2  ni 
k   

UCL = B[α,p/2,(N −p−1)/2] , (2)
N SST = Xij − Xi Xij − Xi
i=1 j=1
where B[α,p/2,(N −p−1)/2] is the upper αth quantile of   


k
B[p/2,(N −p−1)/2] . + ni Xi −X Xi −X
It is useful to note that the T 2 statistics in a i=1

Phase I operation are not independent of one an- = Within-Batch Variation

other. This occurs because the observation X is not
independent of X and S. However, in a Phase II
operation future observations are independent of the
estimated parameters obtained in Phase I, but the
plotted T 2 statistics are dependent. More details on
these results can be found in Tracy, Young and Ma-
son (1992).
Batch Size > 1
When the batch sizes in a Category 1 or Cate-
gory 2 batch process exceed one the outlier purging
procedures are more complicated. In this case, we
can have outliers among the batch means or among
the individual batch values. For example, Category
1 batch processes are checked for individual outliers
using the T 2 statistic in Equation (1) and the corre-
sponding UCL in Equation (2). However, the sample
+ Between-Batch Variation
= SSW + SSB .
In a Category 1 batch process, we assume that
the between-batch variation is minimal and is strictly
due to random fluctuations. Thus, the correspond-
ing elements of SST and SSW are very similar in
size. However, in a Category 2 batch process, the
between-batch variation can be large and produce
a considerable difference between corresponding el-
ements of SST and SSW . Further, the ratio of the
sample size to the number of variables might be small
for a given batch. This could lead to a within-group
covariance matrix estimate that is near singular. In-
dividual batches also may contain statistical outliers,
which tend to greatly influence the estimate of the
covariance matrix for small sample sizes.

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mss # ms238.tex; AP art. # 9; 33(4)

470 ROBERT L. MASON, YOUN-MIN CHOU AND JOHN C. YOUNG

FIGURE 4. Bivariate Data for Two Separate Batches.

FIGURE 3. Two Batches of Data With Outliers and
Similar Correlations.
of the data points are separated from their respective
batch means. Also, notice the similarity of the two
As an illustration of the effects of between-batch batches with respect to their orientation and vari-
variation on a Category 2 process, consider the plot ation, even though their mean vectors are different.
given in Figure 3 of a set of data taken from a bivari- This is substantiated by examination of the summary
ate process composed of two separate batches and statistics presented in Table 1 for the two batches of
having an outlier in each batch. The orientation of data.
the data implies that x1 and x2 have the same cor-
relation in each batch, but the batch separation im- Translation to the origin is achieved by subtract-
plies the two batches have different mean vectors. ing the estimates of the respective batch means from
If the batch classification is ignored, then the over- the corresponding batch data. For the Batch 1
all sample covariance matrix, S, is based on devia- sample in Table 1 we compute (x1 − 2.367) and
tions taken from the overall mean. However, given (x2 −1.665), whereas for the Batch 2 sample we com-
the large separation between the two sets of data, pute (x1 − 4.289) and (x2 − 4.714). This re-locates
a better estimator of process variation could be ob- both batches at a common origin. As noted from the
tained by taking a weighted average (weighted on last column of Table 1, the variation statistics for the
the degrees of freedom) of the two separate within- combined translated data are very similar to those
batch covariance matrix estimators. This estimator, for the individual batches. The correlation between
in general, is given by the translated x1 and x2 is 0.909, the variance of the
translated x1 is 0.105, and the variance of the trans-


k lated x2 is 0.140. These values compare favorably
(ni − 1)Si with the statistics of either batch, and they reinforce
i=1 SSW
SW = = , (4) the usefulness of the mean translation. The graph of
N −k N −k
the overall mean-translated data set is presented in
where Si is the covariance matrix estimate for the Figure 5.
ith batch.
Although the use of centering appears to be very
The problems noted above can be circumvented by helpful, a close examination of the data in Figure 5
subtracting the corresponding estimated batch mean reveals the continued presence of some mean-vector
vectors from each set of batch data prior to data
analysis. With this translation, the mean differences
TABLE 1. Summary Statistics for Two Batches of Data
among the batches are removed and all data are cen-
tered at the origin. Translating the batch data also
will provide the appropriate estimate of the common Batch 1 Batch 2 Translated
covariance matrix.
Sample Size 245 272 517
Consider the scatter plot of observations presented x1 Mean 2.367 4.289 0.000
in Figure 4. Suppose the graph represents data taken x2 Mean 1.665 4.714 0.000
from two separate independent batches from a Cate- x1 Variance 0.107 0.105 0.105
gory 2 batch process involving two variables. There x2 Variance 0.140 0.140 0.140
is an indication in the plot that both batches have Corr (x1 , x2 ) 0.914 0.904 0.909
observations that are potential outliers, since several

Journal of Quality Technology Vol. 33, No. 4, October 2001


APPLYING HOTELLING’S T 2 STATISTIC TO BATCH PROCESSES
FIGURE 5. Translation of Two Batches to Common
Origin.
differences between the two batches. Observe that
the bulk of the translated observations of Batch 1
are located in the first quadrant with a lesser amount
located in the third quadrant; however, the opposite
occurs with the translated observations of Batch 2.
This mean-vector difference is unexpected and occurs
primarily because the frequency distributions of the
two sets of batch data are not symmetrical (as in a
normal distribution), but skewed.
This disparity between the batches can be at-
tributed to the effects of operator control on the pro-
cess. The first variable (x1 ) is an operator-control
variable and the second variable (x2 ) moves in re-
sponse to changes in x1 . In addition, there are nu-
merous other “lurking” variables having great influ-
ence on x2 . Lead operators (on different shifts) run
the process differently, but obtain the same overall
process results (e.g., the same production level or the
same product). Thus, although the correlation be-
tween the two variables remains relatively constant,
the mean vectors across the two batches differ due to
operator differences.
The above data example poses an interesting
problem. If we use a mean translation, all the trans-
formed observations from a Category 2 batch process
will have a p-variate normal distribution, Np (0,Σ),
with mean vector 0 and covariance matrix Σ. This
result is based on the assumption that the untrans-
formed data have a multivariate normal distribution.
However, as seen in the data in Figure 5, there may
be situations where the underlying distribution is
nonnormal. Because this has occurred in this ex-
ample, it is useful to briefly describe one possible so-
lution to this assumption violation. To do so we will
consider the distribution, not of the original data,
but of the T 2 values. If this distribution is similar to
the beta distribution given in (1), we will consider it
appropriate to continue using the T 2 charting proce-
dure.
Vol. 33, No. 4, October 2001
mss # ms238.tex; AP art. # 9; 33(4)
471
The distribution of the T 2 statistic and its appli-
cability to a particular situation can be readily es-
tablished using a Q-Q plot (e.g., see Seber (1984)).
For example, if one considers the transformed data
of Batch 1 in Figure 5, there are three obvious out-
lying points. If these are removed during the data
cleaning procedures of Phase I and a corresponding
Q-Q plot is constructed using the beta distribution
in (1), then the resulting plot is given in Figure 6.
The trend in the plot lies along a 45-degree line and
indicates that the beta distribution provides a good
fit to the T 2 values for Batch 1.
The Batch 2 data in Figure 5 appear to have seven
outlying points that could be removed in the data
cleaning effort. With their removal the resulting Q-
Q plot, given in Figure 7, is similar to that obtained
for the Batch 1 data. The trend is again highly lin-
ear, indicating the validity of the beta distribution
assumption for the T 2 values for Batch 2.
The Q-Q plot of the combined batches (with the
combined 10 outliers removed) is presented in Figure
8. As expected, the trend is highly linear, and the re-
sults indicate that, even with the disparity observed
due to operator differences, the departure from the
specified beta distribution used in describing the T 2
statistic for separate or combined batches is small.
This small discrepancy will not affect overall conclu-
sions drawn in using the T 2 as the control statistic for
this situation. Thus, we can identify individual out-
liers by ignoring the batch differences, treating the
translated data as a single group, and determining
signaling points using the T 2 statistic in Equation
(1) with the translated data. This is accomplished
by plotting the T 2 values on a control chart (e.g., see
Fuchs and Kenett (1998) or Wierda (1994)). Any T 2
value exceeding the UCL of the chart is declared an
outlier.
Using an α = 0.01 and the T 2 statistic in Equation
(1) with the translated data from Figure 5, we can
now identify the observations located a significant
distance from the center of the data (i.e., from the
origin). In the first pass through the data, three
observations from Batch 1 and seven observations
from Batch 2 are designated as outliers (i.e., these are
the same 10 observations deleted in Figure 8). The
covariance matrix is re-estimated from the remaining
translated observations. One observation from each
batch is removed on the second pass, but a third pass
detects no remaining outlying observations. Thus,
there are a total of 12 observations designated as
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mss # ms238.tex; AP art. # 9; 33(4)
472 ROBERT L. MASON, YOUN-MIN CHOU AND JOHN C. YOUNG
FIGURE 6. Q-Q Plot of Batch 1 With Three Outliers
Removed.
outliers, four from Batch 1 and eight from Batch 2.
The outlying observations are designated with sym-
bols in Figure 9. With the removal of these outliers,
an estimate of the covariance matrix can be obtained
from the remaining translated data.
Category 1 Batch Mean Outliers
In Category 1 batch processes it is assumed that
the batch mean vectors do not have significant differ-
ences. Therefore, the specification, or estimation, of
the means of the p process variables plays an impor-
tant role in developing control charts for future obser-
vations. When new observations are monitored, the
target mean vector may be specified as µT . Other-
wise, µT must be estimated using the overall sample
mean estimate given in Equation (3). Unfortunately,
with batch data, the outlying batch means can dis-
tort the estimate of the in-control mean vector. For
example, the plot given in Figure 10 represents a set
of batch means with three obvious outliers located
at points A, B, and C. The inclusion of Point B or
Point C will shift the overall batch mean to either
the left or right (respectively), while the inclusion of
Point A will shift the overall mean upward and to
the right.
A basic assumption in using the T 2 statistic with
FIGURE 7. Q-Q Plot of Batch 2 With Seven Outliers
Removed.
Journal of Quality Technology
FIGURE 8. Q-Q Plot of Combined Batches With Ten
Outliers Removed.
Category 1 batch data in a Phase I operation is
that the process is centered. This implies that the
mean vectors of the k individual batches are all
equal. Translating the observations from the differ-
ent batches to a common origin in order to identify
outliers for individual observations will remove any
possible mean differences between the batches for the
translated data. However, if the assumption of equal
batch means is invalid, batch mean differences among
the untranslated data may go undetected, particu-
larly if these differences appear after the purging of
the individual outlier data. Given the importance
of this assumption, we recommend performing a test
of hypotheses to determine the batch mean vector
differences.
Assume that an observation from the ith batch
is distributed as X ∼ Np (δi , Σ) and that an ob-
servation from the j th batch is distributed as X ∼
Np (δj , Σ). In the form of a statistical hypothesis,
the assumption of equal batch means is represented
as
H0 : δ 1 = δ 2 = · · · = δ k . (5)
The alternative hypothesis is represented as
HA : δi = δj for some i = j.
FIGURE 9. Translated Batch Data With Deleted Out-
liers.
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APPLYING HOTELLING’S T 2 STATISTIC TO BATCH PROCESSES 473

TABLE 2. Batch Means for Six Batches

Batch # x̄1 x̄2 x̄3 ni

1 10.633 9.808 2.425 12

2 8.816 16.875 2.058 12
3 3.745 9.800 1.027 11
4 5.900 7.033 3.408 12
5 9.563 2.809 0.463 11
6 7.358 9.325 1.683 12
Average 7.670 9.275 1.844 12

FIGURE 10. Plot of Batch Means With Outliers.
Under H0 , each observation vector X is assumed to
come from a common multivariate normal distribu-
tion; i.e., X ∼ Np (δ, Σ). Under HA , at least one
batch observation comes from a different multivari-
ate normal distribution.
Before testing H0 , the issue of batch sample size
must be addressed. Even if the number of obser-
vations was originally the same for each batch, the
Phase I purging of individual outliers may have re-
duced the sample size in several of the batches. We
suggest using an average value for the batch sample
size; i.e., use
1
k
n= ni , (6)
k i=1
where ni , i = 1, 2, . . . , k, is the number of observa-
tions in the ith batch, and n is rounded up to the
nearest integer. Since most processing units take ob-
servations electronically on a regular sampling basis,
the discrepancies between the ni should be small.
However, variation in the length of a run cycle can
produce a few extra observations per cycle.
Establishing the reasonableness of the hypothesis
in Equation (5) is important. If there are no differ-
ences between the batch means, the best estimator of
the overall in-control mean vector is given in Equa-
tion (3). If there are outliers, the outlying batch
means will need to be excluded from the calculations
in Equation (3). Using the average value in Equa-
tion (6) for sample size, we can test the validity of
the hypothesis in Equation (5) with a T 2 statistic for
detecting batch mean outliers. The statistic is given
by
 
 
T 2 = Xi − X S−1 W Xi − X , (7)
where SW is the sample covariance matrix computed
using Equation (4) and the translated data with the
individual outliers removed.
The distribution of the statistic in Equation (7),
under the assumption of a true null hypothesis, is
that of an F variable. The distribution (i.e., see
Wierda (1994)) is given as
 
p(k − 1)(n − 1)
T2 ∼ F(p,nk−k−p+1) ,
n[k(n − 1) − p + 1]
where F(p,nk−k−p+1) represents the F distribution
with parameters (p) and (nk − k − p + 1). For a given
α level, the UCL for the T 2 statistic is computed as
 
(k − 1)(n − 1)p
UCL = F(α,p,nk−k−p+1) , (8)
n[nk − k − p + 1]
where F(α,p,nk−k−p+1) is the upper αth quantile of
F(p,nk−k−p+1) . The T 2 value in Equation (7) is com-
puted for each of the k batch means and compared to
the UCL in Equation (8). Batch means with T 2 val-
ues that exceed the UCL are declared outliers. The
corresponding batches are removed and a new in-
control mean vector is estimated for use in Phase II
operations.
To demonstrate the procedure, consider a Cate-
gory 1 batch process where 12 observations are col-
lected on three process variables for each of k = 6
batches. The estimated batch mean vectors, after
individual outliers are removed, are given in Table
2. The average sample size for the batches, using
Equation (6), is computed as 11.67. Thus, a value
of n = 12 is used in determining the UCL in Equa-
tion (8). The correlation matrix for the three process
variables is given in Table 3.
To test the hypothesis of equal batch means, the
T 2 statistic in Equation (7) is computed using the es-
timated covariance matrix SW employed in comput-
ing the correlation matrix. The T 2 values for the six

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474 ROBERT L. MASON, YOUN-MIN CHOU AND JOHN C. YOUNG

TABLE 3. Correlation Matrix for Six-Batch HDS TABLE 4. T 2 Values for Six-Batch HDS

x1 x2 x3 Batch # T 2 Value
x1 1.000 −0.528 −0.043 1 0.068
x2 −0.528 1.000 0.519 2 1.062
x3 −0.043 0.519 1.000 3 0.063
4 0.220
5 0.473
batch means are presented in Table 4. For α = 0.01, 6 0.001
n = 12, k = 6, and p = 3 the UCL in Equation (8) is
computed as 0.882. Since the T 2 value for Batch 2
exceeds this UCL, the corresponding batch mean is the sample variance of the pooled batch means (e.g.,
declared to be significantly different from the other see Woodall and Thomas (1995)). Thus, SB de-
batch means. An examination of Table 2 reveals the scribes the relationships between the components of
reason. The mean of the variable x2 for Batch 2 the batch mean vectors rather than of the individual
is 16.875, which somewhat exceeds the other batch observations. For example, in the Category 2 batch
means on this variable. Thus, the analyst should process example presented in Figure 2, the correla-
delete Batch 2 before computing the overall batch tion between the two process variables is positive,
mean vector for use in the Phase II operations on while the correlation between the batch mean vector
this process. components is negative. The downward shifting of
the overall process could be due to an unknown “lurk-
Category 2 Batch Mean Outliers ing” variable, or to a known uncontrollable variable
For Category 2 batch processes, it is known that such as the catalyst concentration of the previous
the batch means differ. However, in a Phase II op- batch.
eration, it is necessary to define an in-control region To demonstrate how to develop an in-control re-
so that one can determine if a current batch gives gion for later use in a Phase II operation, consider a
evidence of process stability. The true p-dimensional Category 2 batch process where 12 observations are
center of this region is given as collected on three process variables for each of k = 16
 k
batches. The estimated means of the batches, after
1 outliers are removed, are given in Table 5. The cor-
µ= µi ,
k i=1

where µi represents the mean vector of the ith batch, TABLE 5. Batch Means for 16 Batches
and the best estimate of µ is given by X in Equation
(3). Assuming the batch data can be described by a Batch # x̄1 x̄2 x̄3 ni
multivariate normal distribution, an in-control region
1 161.6091 207.0545 33.42727 11
based on a T 2 statistic can be developed. The form
2 152.6545 205.4182 15.11909 11
and distribution of the statistic is given as 3 143.9455 206.6545 15.9 11
 
  4 149.7 200.15 16.3 12
T 2 = Xi − X S−1 B X i − X
5 158.6333 194.025 12.425 12
(k − 1)2 6 178.3727 195.2636 13.57273 11
∼ B(α,p/2,(k−p−1)/2) . (9) 7 133.3636 200.7909 0.000909 11
k
8 140.2 202.4727 0.581818 11
where SB = SSB /(k−1). Similarly, the UCL is given 9 159.2 197.1 24.33636 11
by 10 145.2182 193.9273 9.8 11
(k − 1)2 11 150.6333 194.8083 2.925 12
UCL = B(α,p/2,(k−p−1)/2) . (10)
k 12 148.8167 201.875 2.558333 12
13 143.7455 194.8 1.527273 11
The T 2 statistic in Equation (9) is based on the
14 145.9 192.0333 3.908333 12
estimated between-batch variation, SB . Note that,
15 149.5636 187.8091 0.963636 11
in the special case of a univariate batch process, this
16 147.3583 194.325 2.183333 12
estimated between-batch variance is based on using

Journal of Quality Technology Vol. 33, No. 4, October 2001


APPLYING HOTELLING’S T 2 STATISTIC TO BATCH PROCESSES
TABLE 6. Correlation Matrix for 16-Batch HDS
x1 x2 x3
x1 1.000 −0.776 −0.571
x2 −0.776 1.000 0.484
x3 −0.571 0.484 1.000
relation matrix based on the between-batch variation
is given in Table 6.
The T 2 chart for the 16 batch means is presented
in Figure 11. For α = 0.05, k = 16, and p = 3
the UCL in Equation (10) is computed as 10.263.
Since no batch mean is out of statistical control, all
the data can be used in computing the overall mean
estimate given by Equation (3).
Phase II Operation: Category 1 Process
Before beginning a Phase II operation for a Cate-
gory 1 batch process we must have an appropriate es-
timator of the covariance matrix. We have available
the estimator SW , which is based on the translated
observations with individual outliers removed and is
the appropriate estimator to use in testing for mean
differences. However, with the removal of individ-
ual outliers and the exclusion of observations from
the outlying batches that exhibit a significant mean
difference, one could use the common estimator S
obtained from the remaining observations. For ex-
ample, consider the data in Table 2. Because Batch
2 is an outlier, we would exclude it from the HDS and
estimate the covariance matrix using S and the data
from the remaining five batches. We use S rather
than SW because the between-batch variation, SB ,
is assumed to be entirely due to inherent process vari-
ation (e.g., see Alt (1982) and Wierda (1994)).
The estimator SW excludes between-batch varia-
tion, and thus it is not influenced by batch mean dif-
ferences. However, if mean differences do not exist
among the batches, the estimator S is a more efficient
estimator of Σ than SW (e.g., see Wierda (1994)).
Since both covariance estimators have merit depend-
ing on the circumstances, we will consider Phase II
operations for monitoring future process observations
using both S and SW . We also present control pro-
cedures for monitoring a Category 1 batch process
for the four cases of interest presented below.
(i) Consider a single future observation vector, X,
that is taken from a Category 1 batch pro-
cess with an unknown mean target vector. Us-
ing the covariance matrix estimator S, the T 2
Vol. 33, No. 4, October 2001
mss # ms238.tex; AP art. # 9; 33(4)
475
FIGURE 11. T 2 Control Chart of HDS for a 16-Batch
Process.
statistic for monitoring this observation is given
by
 
 
T 2 = X− X S−1 X− X ,
where the covariance matrix, S, and the target
mean vector estimate, X, are obtained using
the HDS of size N = nk.
(ii) When process control is based on the more
conservative covariance estimator SW , the T 2
statistic is given by
 
 
T 2 = X− X S−1 W X− X .
(iii) For the situation where the target mean vector,
µT , is specified and the estimator S is used, the
T 2 control statistic is given as


T 2 = (X − µT ) S−1 (X − µT ) , (11)
where S is again obtained from the HDS.
(iv) When the in-control mean vector is specified
but the estimator SW is used, the T 2 statistic
is given as


T 2 = (X − µT ) S−1
W (X − µT ) ,
The T 2 formulas, distributions, and UCLs for the
above four cases are presented in Table 7. When
process control is based on the monitoring of the
subgroup mean, X S , of a future sample of m obser-
vations taken on a given batch, slight modifications
must be made to these formulas. These results are
also contained in Table 7.
Phase II Operation: Category 2 Process
For a Phase II operation for Category 2 batch pro-
cesses, control procedures can be based on observing
either a single future observation or the sample mean
vector of a subgroup of future observations for the
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mss # ms238.tex; AP art. # 9; 33(4)

476 ROBERT L. MASON, YOUN-MIN CHOU AND JOHN C. YOUNG

TABLE 7. Phase II Formulas for Category 1 Batch Process

Subgroup Target Cov. T2 T2

size: m Mean: µT Est. Statistic Distribution∗

p(N −1)
S (X − µT ) S−1 (X − µT ) N −p F(p,N −p)
Known

p(N −k)
SW (X − µT ) S−1
W (X − µT ) N −k−p+1 F(p,N −k−p+1)
1  
 

p(N +1)(N −1)

S X− X S−1 X− X N (N −p) F(p,N −p)
Unknown  
 

p(N −k)(N +1)

SW X− X S−1
W X− X N (N −k−p+1) F(p,N −k−p+1)
 
 

p(N −1)
S XS −µT S−1 XS −µT m(N −p) F(p,N −p)
Known  
 

p(N −k)
SW XS −µT S−1
W XS −µT m(N −k−p+1) F(p,N −k−p+1)
>1  
 

p(m+N )(N −1)

S XS − X S−1 XS − X mN (N −p) F(p,N −p)
Unknown  
 

p(m+N )(N −k)

SW XS − X S−1
W X S − X mN (N −k−p+1) F(p,N −k−p+1)

∗ The T 2 UCL is the upper αth quantile of the T 2 distribution given above.

batch being produced. Recall that the objective in
this situation is to determine if the present batch
is in-control (i.e., the T 2 value corresponding to the
batch data is within the T 2 control region). When
the target mean is unknown, the historical data set
provides the estimates X and S. Note that, since
the HDS is composed of single observations from k
batches, S = SB and N = k. Therefore, the formulas
for a Category 2 batch process are the same as those
given in Table 7 for a Category 1 batch process except
that we replace S with SB , and we let N = k. Also,
none of the formulas based on SW are applicable.
Phase II Data Example
To demonstrate a Phase II operation, consider a
batch process for producing a specialty plastic poly-
mer. A detailed chemical analysis is performed on
each batch to assure that the composition of seven
measured components adhere to a rigid chemical for-
mulation. The rigid formulation is necessary for mold
release when the plastic is transformed to a usable
product.
A preliminary data set consisting of 52 batches
acceptable to the customer is used to construct a

FIGURE 12. T 2 Control Chart for HDS for Polymer FIGURE 13. T 2 Control Chart for New Observations on
Process. Polymer Process.

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APPLYING HOTELLING’S T 2 STATISTIC TO BATCH PROCESSES 477

TABLE 8. Summary Statistics for HDS for Polymer Process

x1 x2 x3 x4 x5 x6 x7

N 52 52 52 52 52 52 52
Mean 87.10 7.18 3.31 0.35 0.09 0.86 1.16
Minimum 86.60 6.80 3.00 0.30 0.00 0.80 0.98
Maximum 87.50 7.70 3.60 0.42 0.18 0.97 1.40
Std. Dev. 0.248 0.175 0.125 0.020 0.028 0.045 0.103

TABLE 9. Correlation Matrix for HDS for Polymer Process

x1 x2 x3 x4 x5 x6 x7

x1 1.000 −0.519 −0.659 −0.436 −0.092 −0.418 −0.426

x2 −0.519 1.000 0.040 −0.021 −0.054 −0.186 −0.211
x3 −0.659 0.040 1.000 0.634 0.308 0.136 0.125
x4 −0.436 −0.021 0.634 1.000 0.399 0.020 0.018
x5 −0.092 −0.054 0.308 0.399 1.000 −0.265 −0.220
x6 −0.418 −0.186 0.136 0.020 −0.265 1.000 0.693
x7 −0.426 −0.211 0.125 0.018 −0.220 0.693 1.000

historical data set. Each batch has only one obser-
vation vector. This example suffices for either a Cat-
egory 1 or a Category 2 batch process since control
is based on a single observation vector. A T 2 chart
(with α = 0.001) of the data, using the statistic in
Equation (1) with N = 52, p = 7, and α = 0.001,
is presented in Figure 12. The UCL of 20.418 is ob-
tained from Equation (2). Although observations #3
and #7 produce signals on the chart, both were re-
tained in the HDS.
Summary statistics for the seven measured vari-
ables obtained from the HDS are presented in Table
8. Examination of the ranges and standard devia-
tions reveals tight control on the operational ranges
of the individual variables. However, these statistics
are not as critical to the customer as the relationships
between and among the variables. The correlation
matrix for the seven variables is presented in Table
9. This matrix indicates the structure or relation-
ships that must be maintained among the variables.
Any deviation can produce serious problems for the
customer.
Suppose that a target mean vector for this batch
process is specified as
µT = (87.15, 7.16, 3.29, 0.34, 0.08, 0.85, 1.14)
.
The T 2 value of a future observation, X, on the
process will be computed using Equation (11). For
α = 0.001, N = 52 (i.e., n = 1 and k = 52), and
p = 7 the UCL = 34.238. Twenty six new batches
are produced and a T 2 control chart (using the above
target mean vector) is presented in Figure 13. Sig-
nals are observed on the observations on Batches #5,
#7, #9, #14, and #21.
Discussion
With the assumption that X is distributed as a p-
variate normal, Np (µ, Σ), it can be shown that the
common covariance matrix estimator S is a function
of the maximum likelihood estimator of Σ, and it
is an unbiased, least-squares estimator. Due to these
properties, one would expect superior performance of
the T 2 statistic in detecting individual outliers. This
is indeed the case. The work by Wierda (1994) con-
cludes that the T 2 statistic, when based on the com-
mon estimator, S, is more powerful than one based
on SW (as presented in Equation (4)) in detecting in-
dividual outliers in a single batch when there are no
mean differences among the batches. Studies com-
paring the power of the T 2 in detecting outliers to
the power of T 2 statistics using alternative covari-
ance matrix estimators have been performed (e.g.
see Chou, Mason, and Young; 1999). With the ba-
sic assumption of a single multivariate normal dis-
tribution, the T 2 approach again produces superior
results.

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mss # ms238.tex; AP art. # 9; 33(4)
478 ROBERT L. MASON, YOUN-MIN CHOU AND JOHN C. YOUNG
We have recommended translation of the batch
data to a common origin by subtracting individual
batch mean vectors from the corresponding batch ob-
servations. This translation produces an overall set
of data satisfying the basic assumption of a single
multivariate normal distribution. Since the different
batches have a common covariance structure, it is
possible to use the powerful T 2 statistic when seek-
ing to remove individual outliers. The translation
also produces a more precise covariance estimate.
We believe the translation to a common origin to
be an important step in developing a control pro-
cedure for batch processes with batch sizes greater
than one. Clearly, the translation cannot be applied
to batches of size n = 1. The control procedure for
this situation reduces to the T 2 methodology used
for monitoring individual observations. In this case,
we use the common sample covariance estimator S in
the formula for the T 2 statistic. The exact distribu-
tion of this T 2 and the corresponding UCL are well
known (e.g., see Mason, Tracy, and Young (1997)).
Some researchers have shown that, in the above
monitoring procedure, the covariance estimator S
can be affected by shifts in the mean vector. For ex-
ample, Wheeler (1994) discusses the univariate situa-
tion, and Sullivan and Woodall (1996) use simulation
techniques to examine different multivariate cases,
such as an alternative covariance estimator based on
the differences of successive observations. Although
Sullivan and Woodall (1996) indicate that small ran-
dom shifts (equivalent to different batches means)
have an effect on the covariance matrix estimator,
translation removes the possibility of contaminating
the estimate with between-batch variation.
In analyzing batch data in a process an extra com-
ponent of variability has been added for considera-
tion, namely batch-to-batch variation. Other sources
of variation also could be considered. An application
to multivariate SPC is given by Linna, Woodall, and
Busby (2001) who examine the performance of multi-
variate control charts in the presence of measurement
error variation.
Summary
The creation of a historical data set is an impor-
tant aspect in implementing a multivariate control
procedure for batch processes. We have emphasized
three important, interrelated areas in this develop-
ment: outlier removal, parameter estimation, and
the location of significant batch mean differences.
Journal of Quality Technology
When the batch data are collected from the same
multivariate normal distribution, the T 2 statistic is
an excellent choice for use in purging outliers. When
the batch data are collected from multivariate nor-
mal distributions with different mean vectors, the
translation of the different batches to a common ori-
gin again allows one to use the overall T 2 statistic
to identify outliers. The approach yields a powerful
procedure.
Acknowledgments
The authors wish to thank the editor and the ref-
erees for their helpful comments and suggestions on
earlier versions of this paper.
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Key Words: Multivariate Quality Control, Outliers,
Phase I, Phase II .

Vol. 33, No. 4, October 2001 www.asq.org