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:: Volume 26, Issue 1 (12-2021) ::
Andishe 2021, 26(1): 125-137 Back to browse issues page
Bayesian profile monitoring in presence of latent variable: darts problem
Ali Reza Taheriyoun *, Gazelle Azadi
Abstract:   (746 Views)
Profile monitoring is usually faced by control charts and mostly the response variable is observable in those problems‎. ‎We confront here with a similar problem where the values of the reward function are observed instead of the response variable vector and we use the dart model to make it easier to understand‎. ‎Supposing there exists at most one change-point‎, ‎a sequence of independent points resulted by darts throws is observed and the estimation of parameters and the change-point (if there exists any) are presented using the‎ ‎frequentist and Bayesian approaches‎. ‎In both the approaches‎, ‎two possible precision scalar and matrix are studied separately‎. ‎The results are examined through a simulation study and the methods applied on a real data‎. 
Keywords: change-point, EM algorithm, Gibbs sampler, latent variable, MCMC algorithm, mixture distribution.
Full-Text [PDF 456 kb]   (242 Downloads)    
Type of Study: Research | Subject: General
Received: 2021/04/6 | Accepted: 2021/11/22 | Published: 2021/12/1
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Taheriyoun A R, Azadi G. Bayesian profile monitoring in presence of latent variable: darts problem. Andishe. 2021; 26 (1) :125-137
URL: http://andisheyeamari.irstat.ir/article-1-850-en.html


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Volume 26, Issue 1 (12-2021) Back to browse issues page
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