Abstract This paper presents statistical inference procedures from S pn , a process capability index for asymmetrical processes proposed by Boyles. From the frequentist perspective, a conservative lower confidence bound is given. From the Bayesian perspective, the SIR algorithm is used to obtain...

Abstract In a strength-stress interference model, we are interested in estimating the structural reliability of a system. Here we present Bayesian procedures to estimate the structural reliability and other relevant parameters when covariates are incorporated in the model. Numerical examples...

Abstract Process Capability indices have become popular for describing how well a process meets specified tolerances. The lack of affinity with the process nonconformance probability p and the difficulty of dealing with the sampling distribution of their natural estimators affect greatly the use...

Abstract The method to measure the market risk (which stocks are exposed) by the slope coefficient of a linear regression model (that relates the returns of the asset and the returns of a market index) is known as Market Model. When applying this method it is extremely important to check the...

Abstract This paper compares semi-economic -control charts and -R control charts assuming two different discrete distributions for the length of the in-control period of a production process with regeneration points given by the alarms signals. Sample sizes and control limits for a set of...

Abstract In this paper the use of Collani's statistic for monitoring simultaneously process mean and process variance is investigated by a comparison with the more popular chart and chart, respectively. The comparison is performed by means of an economic design of the charts assuming two...