TY - JOUR T1 - A Simultaneous Control Chart for Mean and Variance Based on Bayesian Predictive Density TT - یک نمودار کنترل همزمان میانگین و واریانس با رهیافت چگالی پیش بین بیزی JF - jsci JO - jsci VL - 13 IS - 3 UR - http://jsci.khu.ac.ir/article-1-1650-en.html Y1 - 2013 SP - 819 EP - 830 KW - Bayesian predictive density KW - simultaneous control KW - univariate process KW - control limits N2 - Monitoring process mean and variance simultaneously in a single control chart simplifiesthe process monitoring. If in addition, a simultaneous control chart is capable ofrecognizing the source of contamination, this capability leads to additional simplicity.These are the reasons why simultaneous control charts have attracted many researchers andmanufacturers.Recently, in the statistical process control literature some control charts have beenintroduced which are based on the idea of Bayesian predictive density. This type of controlcharts, not only brings into account the uncertainty concerning the estimation of unknownparameters, but also do not need extensive simulations for computation of control limits.These control charts have been introduced for mean and variance in both univariate andmultivariate situations.Up to now, no simultaneous control chart has been introduced based on Bayesian predictivedensity. In this paper, using the idea of Bayesian predictive density, we introduce a newsimultaneous control chart for monitoring univariate mean and variance. We illustrate theimportant capabilities of this new chart through simulated data.This new chart is applicable when parameters are unknown. In other words, it brings intoaccount the uncertainty concerning the unknown parameters. This chart is able to recognizethe source of contamination and is sensitive to small changes in the mean and variance. Inthis chart the control limits, needless of simulation, can simply be obtained from normaltable. M3 ER -