Title : ( The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean )
Authors: ali akbar Kazemi Nia , Bahram Sadeghpour Gildeh , Zainab Abbasi Ganji ,
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Abstract
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 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.
Keywords
, Posterior distribution; steady, state average time to signal; BCUSUM chart; 2BCUSUM chart; generalized likelihood ratio
@article{paperid:1075560,
author = {Kazemi Nia, Ali Akbar and Sadeghpour Gildeh, Bahram and زینب عباسی گنجی},
title = {The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean},
journal = {Communications in Statistics - Theory and Methods},
year = {2020},
volume = {50},
number = {6},
month = {January},
issn = {0361-0926},
pages = {1400--1415},
numpages = {15},
keywords = {Posterior distribution; steady-state average time to signal; BCUSUM chart; 2BCUSUM chart; generalized
likelihood ratio},
}
%0 Journal Article
%T The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean
%A Kazemi Nia, Ali Akbar
%A Sadeghpour Gildeh, Bahram
%A زینب عباسی گنجی
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2020
