There is a considerable amount of ongoing research on the use of Bayesian control charts for detecting a shift from a good quality distribution to a bad quality distribution in univariate and multivariate processes. Monitoring continuous-time multivariate processes by using Bayesian control charts is studied in Makis (2008) [Makis, V. (2008). Multivariate Bayesian control chart. Operations Research, 56(2), 487-496, DOI: 10.1287/opre.1070.0495]. Makis (2008) and some other authors widely claimed that Bayesian control charts were economically optimal, compared to non-Bayesian control charts. This paper first shows that the Bayesian control charts considered by Makis (2008) are not always better than non-Bayesian control charts. Secondly, it demonstrates that the algorithm presented in Makis (2008) to determine the optimal control limits of Bayesian control charts fails to find the true optimal values.
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