事後預測分配之貝氏控制圖

Abstract

在控制圖的歷史□，對於貝氏控制圖的著墨不多。而本文的目的則是提出一種貝氏控制圖，利用貝氏之事後預測分配理論─藉由事前的資訊，預測出一個新的未知觀察值的分配─描繪出一有別於Shewhart的貝氏控制圖，輔以平均連串長度(average run length, ARL)對各種模型下之單變量與多變量貝氏控制圖之績效檢測。

Bayesian control charts have gained little attention in the literatures of statistical process control. In this paper, Bayesian control charts based on posterior predictive distributions are proposed for monitoring univariate and multivariate continuous processes. The performance of these Bayesian control charts are compared with the traditional Shewhart charts in terms of the average run langth.