The effects of violations of the multivariate normality assumption in multivariate Shewhart and MEWMA control charts

A multivariate Shewhart and a multivariate exponentially weighted moving average control charts are types of multivariate control charts for monitoring the mean vector. For those control charts, a multivariate normal distribution is an important assumption that is used to describe a behavior of a set of quality characteristics of interest. This research explores the sensitivity of average run lengths and standard deviation of run lengths for the multivariate Shewhart and the multivariate exponentially weighted moving average control charts when the normality assumption is incorrect.