Bayesian Estimation Of Shift Point In Poisson Model Under Asymmetric Loss Functions

Abstract

The paper deals with estimating  shift point which occurs in any sequence of independent observations of Poisson model in statistical process control. This shift point occurs in the sequence when i.e. m  life data are observed. The Bayes estimator on shift point 'm' and before and after shift process means are derived for symmetric and asymmetric loss functions under informative and non informative priors. The sensitivity analysis of Bayes estimators are carried out by simulation and numerical comparisons with  R-programming. The results shows the effectiveness of shift in sequence of Poisson disribution