A Bayesian approach for interpreting mean shifts in multivariate quality control

Multivariate quality characteristics are often monitored using a single statistic or a few statistics. However, it is difficult to determine the causes of an out-of-control signal based on a few summary statistics. Therefore, if a control chart for the mean detects a change in the mean, the quality engineer needs to determine which means shifted and the directions of the shifts to facilitate identification of root causes. We propose a Bayesian approach that gives a direct answer to this question. For each mean, an indicator variable that indicates whether the mean shifted upward, shifted downward, or remained unchanged is introduced. Prior distributions for the means and indicators capture prior knowledge about mean shifts and allowfor asymmetry in upward and downward shifts. The mode of the posterior distribution of the vector of indicators or themode of themarginal posterior distribution of each indicator gives themost likely scenario for each mean. Evaluation of the posterior probabilities of all possible values of the indicators is avoided by employing Gibbs sampling. This renders the computational cost more affordable for high-dimensional problems. This article has supplementary materials online. © 2012 American Statistical Association.