We study consistency and asymptotic normality of posterior distributions of the natural parameter for an exponential family when the dimension of the parameter grows with the sample size. Under certain growth restrictions on the dimension, we show that the posterior distributions concentrate in...

The u chart for monitoring [lambda], the average number of defects per inspection unit, requires [lambda] to be large to have positive lower control limits, and the false alarm probabilities differ considerably from the nominal normal values. Based on nonlinear transformations, some alternative...