A bivariate gamma mixture distribution

In this paper we construct a bivariate gamma mixture distribution by allowing the scale parameters of the two marginals to have a generalized Bernoulli distribution. We study the statistical properties of this distribution and discuss the estimation of the parameters. The distribution is then fitted to two bivariate data sets. Data on the age and lactation period of cows are described well by the proposed model, but it fails to fit Johansen's bean data properly because of theoretical constraints on the correlation.     

Effects of correlation on fraction non-conforming statistical process control procedures

High-yield production processes that involve a low fraction non-conforming are becoming more common, and the limitations of the standard control charting procedures for such processes are well known. This paper examines the control procedures based on the conforming unit run lengths applied to near-zero-defect processes in the presence of serial correlation. Using a correlation binomial model, a few control schemes are investigated and control limits are derived. The results reduce to the traditional case when the measurements are independent. However, it is shown that the false alarm rate cannot be reduced to below the amount of serial correlation present in the process.     

Reduction of control-chart signal variablity for high-quality processes

The design of a control chart is often based on the statistical measure of average run length (ARL). A longer in-control ARL is ensured by the design, but the variance run length distribution may also be large for such a design. In practical terms, the variability in false alarms and true signals may be large. If the sample size for plotting a point is not constant, then the focus is on the average number inspected as against the ARL. This article considers two well-known attribute control chart procedures for monitoring high quality based on the number inspected, and shows how the variability in false alarms and correct signals can be reduced.