Andishe_ye Amari

Andishe_ye Amari

Bayesian profile monitoring in presence of latent variable: darts problem

Document Type : Original Article

Authors
1 Department of Statistics, Faculty of Mathematical Sciences, Shahid Beheshti University, Tehran, Iran
2 Norwegian University of Life Sciences, Campus Ås
Abstract
 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 weusethedart modeltomakeiteasier 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

Volume 26, Issue 1
September 2021
Pages 125-137

  • Receive Date 04 May 2025
  • First Publish Date 04 May 2025
  • Publish Date 23 August 2021