Bayesian statistical process control for Phase I count type data

Panagiotis Tsiamyrtzis and Douglas M. Hawkins

Applied Stochastic Models in Business and Industry, 2019, vol. 35, issue 3, 766-787

Abstract: Count data, most often modeled by a Poisson distribution, are common in statistical process control. They are traditionally monitored by frequentist c or u charts, by cumulative sum and by exponentially weighted moving average charts. These charts all assume that the in‐control true mean is known, a common fiction that is addressed by gathering a large Phase I sample and using it to estimate the mean. “Self‐starting” proposals that ameliorate the need for a large Phase I sample have also appeared. All these methods are frequentist, ie, they allow only retrospective inference during Phase I, and they have no coherent way to incorporate less‐than‐perfect prior information about the in‐control mean. In this paper, we introduce a Bayesian procedure that can incorporate prior information, allow online inference, and should be particularly attractive for short‐run settings where large Phase I calibration exercises are impossible or unreasonable.

Date: 2019
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https://doi.org/10.1002/asmb.2398

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:35:y:2019:i:3:p:766-787

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