The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean

被引：1
|
作者：
KazemiNia, AliAkbar [1 ]
Sadeghpour Gildeh, Bahram [1 ]
Abbasi Ganji, Zainab [2 ]
机构：
[1] Ferdowsi Univ Mashhad, Fac Math Sci, Dept Stat, Mashhad 9177948953, Razavi Khorasan, Iran
[2] AREEo, Khorasan Razavi Agr & Nat Resources Res & Educ C, Mashhad, Razavi Khorasan, Iran
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 06期
关键词：
Posterior distribution; steady-state average time to signal; BCUSUM chart; 2BCUSUM chart; generalized likelihood ratio;
D O I：
10.1080/03610926.2019.1651338
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper develops a Bayesian generalized likelihood ratio (BGLR) control chart to monitor the mean of a normally distributed process. The proposed chart statistic is based on the maximum a posteriori estimator and moving window of past observations. Simulation scheme is used to evaluate the performance of this chart for different window sizes, and the best window size according to the sample size is provided. Furthermore, the performance of BGLR control chart is compared with the Bayesian cumulative sum (BCUSUM) control chart and a combination of two BCUSUM charts (2BCUSUM) in terms of the steady-state average time to signal (SSATS). Simulation results show that the overall performance of the BGLR chart is better than its competitors.
引用
收藏
页码：1400 / 1415
页数：16
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