The process capability index C_p decides about the capability of an ongoing process in manufacturing. Bayesian literature reveals that the estimators of  have inverse gamma (IG) distribution under normal model when variance has IG prior. In this paper, Bayesian estimators are proposed for C_p when it has various priors. The properties of the proposed estimators are investigated. Metropolis-Hastings algorithm is utilized to establish the conjugacy of gamma distribution.

Bayesian estimation, conjugate prior, inverse gamma distribution, posterior distribution, process capability index.

Received: April 27, 2023; Accepted: June 1, 2023; Published: June 10, 2023

How to cite this article: Sharada V. Bhat and Chetan Malagavi, Two step Bayesian estimation procedure to process capability, Far East Journal of Theoretical Statistics 67(2) (2023), 185‑198. http://dx.doi.org/10.17654/0972086323009

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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