A Generalized Likelihood Ratio Chart for Monitoring Bernoulli Processes

This paper considers the problem of monitoring the proportion p of nonconforming items when a continuous stream of Bernoulli observations is available and the objective is to effectively detect a wide range of increases in p . The proposed control chart is based on a generalized likelihood ratio (GLR) statistic obtained from a moving window of past Bernoulli observations. The Phase II performance of this chart in detecting sustained increases in p is evaluated using the steady state average number of observations to signal. Comparisons of the Bernoulli GLR chart to the Shewhart CCC‐ r chart, the Bernoulli cumulative sum chart, and the Bernoulli exponentially weighted moving average chart show that the overall performance of the Bernoulli GLR chart is better than its competitors. In addition, methods are provided for designing the Bernoulli GLR chart so that this chart can be easily applied in practice. Copyright © 2012 John Wiley & Sons, Ltd.