The effects of violations of assumptions in multivariate Shewhart control charts

In manufacturing processes, a vector of multiple responses is often monitored to assess if the process is in-control. A multivariate Shewhart control chart is one method of monitoring the mean vector. If the chi-square statistic exceeds an upper control limit (UCL), then an out-of-control signal occurs. The average run length (ARL) is used to determine the UCL value. ARLs have been estimated under an assumption of a multivariate normal (MVN) assumption. This research explores the sensitivity of ARLs when the MVN assumption is incorrect. ARLs for data from Multivariate t, lognormal, uniform, and beta distributions are estimated and compared to ARLs under the MVN assumption.