Independence between successive counts is not a sensible premise while dealing, for instance, with very high sampling rates.
After assessing the impact of falsely assuming independent binomial counts in the performance of np-charts, such as the one with 3-Ο control limits, we propose a modified np-chart for monitoring first-order autoregressive counts with binomial marginals.
This simple chart has an in-control average run length (ARL) larger than any out-of-control ARL, i.e., it is ARL-unbiased.
Moreover, the ARL-unbiased modified np-chart triggers a signal at sample t with
probability one if the observed value of the control statistic
is beyond the lower and upper control limits L and U.
In addition to this, the chart emits a signal with probability
Ξ³
L
{\gamma_{L}}
(resp.
Ξ³
U
{\gamma_{U}}
) if that observed value coincides with L (resp. U).
This randomization allows us to set the control limits in such a way that the in-control ARL takes the desired value
ARL
0
{\operatorname{ARL}_{0}}
, in contrast to traditional charts with discrete control statistics.
Several illustrations of the ARL-unbiased modified np-chart are provided, using the statistical software R and resorting to real and simulated data.