Bayesian Estimation of the Rate at Which a Process, Monitored by an X Chart, Goes Out of Control

Date
2004
Journal Title
Journal ISSN
Volume Title
Publisher
Taylor & Francis
Abstract
We consider a process that is monitored by an X chart. It is assumed that the process may go out of control due to the occurrence of any of several independent assignable causes. The time until each specific assignable cause occurs is exponential, but the distributional parameters of the various causes are unknown and are not necessarily identical. A Bayesian approach is used to estimate these parameters. The approach encompasses prior knowledge about the parameters as well as observations of the process, including when the out-of-control situation was detected and the associated assignable cause. Numerical illustrations are provided that indicate how the posterior results depend upon the choice of the parameters of the prior distributions.
Description
This is an electronic version of an article published in Silver, E. A., & Bischak, D. P. (2004). Bayesian estimation of the rate at which a process, monitored by an X chart, goes out of control. International Journal of Production Research, 42(6), 1227-1242. International Journal of Production Research is available online at: http://www.tandfonline.com/doi/abs/10.1080/00207540412331281980. This article has been uploaded according the the publisher policy posted on SHERPA/RoMEO October 5, 2011.
Keywords
X control chart, multiple assignable causes
Citation
E.A. Silver and D.P. Bischak, “Bayesian estimation of the rate at which a process, monitored by an chart, goes out of control,” International Journal of Production Research 42:6 (2004), 1227-1242.