ABSTRACT

PROCESS CAPABILITY INDICES FOR NON NORMAL

DISTRIBUTIONS
Sulagna Das, M.S.
Department of Mathematical Sciences
Division of Statistics
Northern Illinois University, 2009
Dr Alan M. Polansky, Director

Process capability analysis is a statistical technique that is used to identify and reduce the variability of a manufacturing process in order to
produce items that meet certain specifications. Many different process
capability indices have been developed to measure the capability of a
manufacturing process. But they all have some drawbacks. The biggest
drawback is that they can be applied only for processes that are normally
distributed. This thesis makes an attempt to deal with the problem of
non-normality by developing an index based on quantiles. To measure
the accuracy of the estimates, confidence intervals have been computed
in four different ways. Finally, the thesis shows how these confidence
intervals work well only for large sample sizes using samples obtained by
the bootstrap method.

NORTHERN ILLINOIS UNIVERSITY

DE KALB, ILLINOIS

AUGUST 2009

PROCESS CAPABILITY INDICES FOR NON NORMAL DISTRIBUTIONS

BY
SULAGNA DAS
c 2009 Sulagna Das

A THESIS SUBMITTED TO THE GRADUATE SCHOOL

IN PARTIAL FULFILLMENT OF THE REQUIREMENTS
FOR THE DEGREE
MASTER OF SCIENCE

DEPARTMENT OF MATHEMATICAL SCIENCES

Thesis Director:
Dr Alan M. Polansky

UMI Number: 1468057

INFORMATION TO USERS

The quality of this reproduction is dependent upon the quality of the copy
submitted. Broken or indistinct print, colored or poor quality illustrations and
photographs, print bleed-through, substandard margins, and improper
alignment can adversely affect reproduction.
In the unlikely event that the author did not send a complete manuscript
and there are missing pages, these will be noted. Also, if unauthorized
copyright material had to be removed, a note will indicate the deletion.

______________________________________________________________
UMI Microform 1468057
Copyright 2009 by ProQuest LLC
All rights reserved. This microform edition is protected against
unauthorized copying under Title 17, United States Code.

_______________________________________________________________
ProQuest LLC
789 East Eisenhower Parkway
P.O. Box 1346
Ann Arbor, MI 48106-1346

ACKNOWLEDGMENTS

I would like to express my gratitude to my advisor, Prof. Alan Polansky, for

his guidance and help in writing my thesis. He introduced me to this topic and
I got interested right away. I am grateful to him for his continued support and
time inspite of his busy schedule. I also wish to thank all of my professors and
friends who offered their suggestions from time to time. Finally, I cannot forget the
incredible support of our office staff, without which it would have been difficult for
me to complete my academic program.

TABLE OF CONTENTS
Page
LIST OF TABLES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

LIST OF FIGURES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

vi

Chapter
1.

Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.1

Process Capability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2

Process Capability Indices . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.3

2.

1.2.1

The Cp Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2.2

One-Sided Indices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2.3

The Cpk Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1.2.4

The Cpm Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Some Indices Robust to Non-Normality . . . . . . . . . . . . . . . . .

1.3.1

The Cpc Index

................................

1.3.2

Indices Based on Quantiles . . . . . . . . . . . . . . . . . . . . . . .

10

Confidence Intervals for the Cnpk Index . . . . . . . . . . . . . . . . . .

12

2.1

The Standard Bootstrap Confidence Interval . . . . . . . . . . . . .

13

2.2

The Percentile Method Bootstrap Confidence Interval . . . . . .

14

2.3

The Bootstrap-t Confidence Interval . . . . . . . . . . . . . . . . . . . .

14

2.4

The Hybrid Bootstrap Confidence Interval . . . . . . . . . . . . . . .

15

2.5

Simulation Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

16

iv
Chapter

Page
2.5.1

Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

23

R Program Code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

24

REFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

28

3.

LIST OF TABLES
Table

Page

2.1. Simulation Results for samples from a Standard Normal Density .

20

2.2. Simulation Results for samples from a Skewed Unimodal Density .

21

2.3. Simulation Results for samples from a Strongly Skewed Unimodal

Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

22

2.4. Simulation Results for samples from a Kurtotic Unimodal Density

23

LIST OF FIGURES
Figure

Page

2.1. Skewed Unimodal Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

17

2.2. Strongly Skewed Unimodal Density . . . . . . . . . . . . . . . . . . . . . . . .

18

2.3. Kurtotic Unimodal Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

19

CHAPTER 1
Introduction
1.1

Process Capability

Consider a manufacturing process. Even with the most well-designed manufacturing system a certain amount of inherent variability in the manufactured items
always exists. This inherent or natural variability is usually the effect of many small
unavoidable causes. An unavoidable cause is one that cannot be attributed to a
specific reason and occurs purely by chance. A process that is operating with only
unavoidable, or chance, causes of variation is said to be in statistical control. There
may be other kinds of variability in a manufacturing system that could be attributed
to a cause like operator error, defective raw materials, or improperly adjusted machines. Such variability is usually large compared to the natural variability in a
process and affects the performance of the manufacturing process. Such sources of
variability are referred to as assignable causes of variation. Statistical control can be
restored in a process that is not in control by detecting and eliminating assignable
causes in the process. Once a process is in control, one can then focus on the quality
of the manufactured items.

Process capability refers to how well a process is capable in producing items that
meet the product requirements or specifications. The statistical technique of identifying and reducing process variability in order to produce items within specifications

2
is called a process capability analysis. A process capability analysis is a formal study
that can be used to study the variability of a process. Such an analysis usually
focuses on the variation in parameters or quality characteristics of a product that
are required to meet certain specifications.

Specifications refer to the range of a quality characteristic of an item where

the item is useful or of acceptable quality. Specification limits are set for a manufacturing process and are determined by Industrial Engineers. USL refers to the
upper specification limit and LSL refers to the lower specification limit for a single
univariate quality characteristic. Process capability analysis can be done without
specifications by simply describing the process variation. However the analysis is
much more meaningful when done in terms of specifications.

The extent or majority of the variation in a quality characteristic is defined as

the natural tolerance of a process. For a normally distributed quality characteristic
with mean and standard deviation the natural tolerance is the 6 interval in
the distribution around the process mean. This measure, in conjunction with the
specification limits, can be used as a measure of process capability.

When defining the natural tolerance, or natural variability, of a normally distributed product quality characteristic there are certain additional assumptions that
should be kept in mind. For example, the process is also required to be stable, or
in control. A stable process refers to one that does not exhibit changes in process
distribution with time.

3
The normality of a quality characteristic can be verified by plotting a histogram,
using a normal quantile plot, or by using a Shapiro-Wilk test for normality. The
shape and spread of the histogram helps to determine if the distribution is approximately normal. A histogram also gives an immediate and visual impression of the
process performance. The normal quantile plot and Shapiro-wilk test provide a
more formal statistical method for assessing normality. For small samples a histogram may not provide reliable results. In these cases a normal probability plot
or Shapiro-wilk test can be used as an alternative to the histogram as it produces
reasonable results for moderately small samples.

Some uses of process capability analysis are :

Predicting how well the process will hold to tolerances prescribed by the specification limits. Process capability is often measured in terms of the natural
tolerance of the process compared to the range of the specification set. Hence,
process capability indicates how much of the process is within engineering
tolerances.
Selecting and modifying processes. This measure tells if a process is capable
enough to meet specifications and hence helps in determining if a manufacturing process requires modifications.
Constructing plans for process monitoring. A process capability analysis of
a process can help monitor the process and also give warning signs when a
process does not meet capability standards.
Selecting between competing vendors. A better manufacturing process can
be judged by comparing the relative manufacturing process capabilities of the

4
competing vendors. See, for example, Chou [1], Tseng and Wu [14], Huang
and Lee [4], and Polansky [11,12].

1.2

Process Capability Indices

Process capability ratios (PCRs) express the capability of a process to manufacture products that meet specifications. PCRs provide a convenient way of expressing
the capability of a process with a unit-less measure usually formed as a ratio of the
acceptable variability of the process to the actual variability in the process. Several
such measures of process capability have been proposed. A few of these proposals
are presented here. A complete overview of the process capability indices can be
found in Kotz and Johnson (1993).
1.2.1

The Cp Index

The most basic process capability index is the Cp index. Let be the process
standard deviation. The Cp index is defined as

Cp =

USL LSL
.
6

In practice when is not known it is replaced by an estimate such as the sample

standard deviation of some observed process data, an unbiased estimate such as
where R is the average range computed from an R-chart, or

S
c4

R
d2

where S is determined

from S-chart and d2 is a constant that changes with sample size. See Appendix 6
of Montgomery (2009). Therefore, an estimate of Cp is given by
USL LSL
Cp =
,
6

where
is the estimated process standard deviation.
Practical interpretation of the Cp index is only valid when the quality character-

5
istic has a normal distribution, the process is in statistical control, and the process
mean, , is centered between the upper and lower specification limits. That is, when

USL + LSL
.
2

This can be verified using a hypothesis test

H0 : =

USL + LSL
,
2

Ha : 6=

USL + LSL
.
2

against

These hypotheses can be tested using the standard t-test, under the assumption
that the quality characteristic approximately follows a normal distribution.
In practical situations a common problem that is encountered is that the assumption of normality is often violated. Since the capability index Cp uses 6 as
the natural tolerance, the index requires that the quality characteristic of the process data follow normal distribution and hence a non-normal process data can lead
to erroneous results. That is, statements made about expected fallout or percentage
of non-conformity may be in error. Also Cp does not take into account where the
process mean is located relative to specifications. It simply measures the spread of
the specification relative to the 6 spread in process. An off-center process has lower
capability than a centered process in that it does not operate at the midpoint of the
interval between the specifications where the lowest proportion of non-conformity
would occur. Due to these reasons Cp process capability index is not considered a
process capability index that can be used in general situations.

6
1.2.2

One-Sided Indices

Often there are processes that have just either an upper or lower specification
limit. For example, strength often has just a lower specification limit, and time often
has just an upper specification limit. When a process has just an upper specification
limit, a measure of process capability is defined as

Cpu =

USL
.
3

When a process has just a lower specification limit a measure of process capability
is defined as
Cpl =

LSL
.
3

Estimates of Cpu and Cpl are obtained by replacing and by estimates

and

respectively. The estimate of is usually the sample mean of an observed sample

of process data. The estimate of is the same as used for Cp . Some important
assumptions should be kept in mind. The quality characteristic should be normally
distributed and the process should be in statistical control.

1.2.3

The Cpk Index

The quantity Cpk is a process capability index defined by Kane (1986) that has
been defined to take into account some of the problems encountered with the Cp
index. The Cpk process capability index is the minimum of Cpu and Cpl . If Cp = Cpk
the process is centered at the midpoint of the specification set. But when Cp and
Cpk are not same the process is off-center. Hence, the Cpk index provides a better

7
measure of process capability than Cp when the process is not centered. In general
Cpk is less than Cp . Note that there is a relation between Cp and Cpk given by
"

Cpk = 1

U SL+LSL
2
U SLLSL
2

Cp .

U SL+LSL
2
U SLLSL
2

Cp .

An estimate of Cpk is given by

"

Cpk = 1

where
and Cp are specified above.
1.2.4

The Cpm Index

The Cpm index was developed to deal with the problems often encountered with
the Cp and Cpk process capability indices. The Cpk index was developed as an
alternative to Cp which does not work well for a process where the mean is not
centered between specification limits. Also the Cpk index has a limitation when
approaches zero. The Cpk index depends inversely on and hence becomes large as
decreases. A large value of Cpk gives no information about the relative location
of the mean in the interval LSL to USL.
The Cpm index was proposed by Chan, Cheng and Spiring (1988) as a better
indicator of process centering. This index is given by

Cpm =
where =

process. Hence

E(X T )2 =

USL LSL
,
6

p
2 + ( T )2 , and is the target value for the

USL LSL
Cp
Cpm = p
=p
,
6 2 + ( T )2
1 + 2

8
where
=

T
.

It can be seen that as ( T ) , Cpm 0 whereas Cpk . A necessary

condition for Cpm 1 is that | T | <

U SLLSL
.
6

This means that if the target

value T is the midpoint of the specifications, a Cpm index of one or greater implies
that the mean lies within the middle third of the specification band.

To estimate the Cpm we usually use

Cp
Cpm =
,
1+V2
where
V =

T
,

and Cp ,
and
are as specified above.

1.3

Some Indices Robust to Non-Normality

Several nonparametric indices have been formulated to deal with the problem
of non-normal data. The most commonly used approach deals with the problem of
non-normality by transforming the data and specification limits. There are various
graphical and analytical approaches to selecting a transformation. See Polansky and
Kirmani (2003). A suitable transformation of the data to normal distribution can
be done to compute and interpret capability indices. A popular transformation is
taking the reciprocal of the original data. A skewed distribution responds well to
the square root of the original data. However a major disadvantage with the method

9
of transformation is that it involves further calculations. Also it is seen that some
people may not be able to handle and interpret a transformed data. Hence this
method is often discouraged.

Another approach is to fit the observed process data to a family of distributions.

Indices specialized to the family of distributions are then computed to measure the
process capability. One needs to make sure that the parameter estimates are based
on a large enough sample to give reliable results. Also choice of the fitted distribution may not always offer the best fit.

1.3.1

The Cpc Index

The Cpc index is another attempt to define capability in the case when the data
are not normally distributed, developed by Luce
no (1996). The Cpc index is defined
as
USL LSL
Cpc = q
,
6 12 E | X T |

where T is the target value for the process which is often taken to be the midpoint
of the specification set, given by
T =

USL + LSL
,
2

and X is a random variable equal to the quality characteristic. The Cpc index can
be estimated by estimating E | X T | with
Pn
| Xi T |
c = i=1
,
n
where X1 , X2 , . . . , Xn is a sample of process data. Therefore, an estimate of the Cpc

10
index is given by

The denominator 6

c
2

USL LSL
q
.
Cpc =
1
6 2 c

is a more robust measure of natural tolerance than 6 is

when the quality characteristic data are non-normal.

1.3.2

Indices Based on Quantiles

Alternative process capability indices have been proposed that use a more universal measurement of the natural tolerance of a distribution. These measures are
usually based on quantiles of the process distribution. For these measures, the assumption of normality is not required, but the indices may require large sample sizes
to obtain accurate estimates. For example, an alternative to the Cp index is given
by
Cpq =

USL LSL
,
Q0.99865 Q0.00135

where Qy = y th quantile of the process distribution.

Since for normal distribution Q0.00135 = 3 and Q0.99865 = + 3, in the case
of a normally distributed data Cpq reduces to Cp . The Cpq index can be estimated
with
Cpq =

USL LSL
,
0.99865 Q
0.00135
Q

y is the y th sample quantile. It is the value where y fraction of the data is

where Q
below that value in a given dataset.
Another similar capability index was developed based on this principal as an
alternative to the Cpk index, by McCormack et.al.(2000). The Cnpk index is defined
as
Cnpk = min(Cnpl , Cnpu ) where

11

Cnpl =

Q50 LSL
,
Q50 Q0.5

Cnpu =

USL Q50
.
Q99.5 Q50

and

An estimate of the Cnpk index is given by

Cnpk = min (Cnpl , Cnpu ) where,
50 LSL
Q
Cnpl =
,
50 Q
0.5
Q
and
50
USL Q
Cnpu =
.
99.5 Q
50
Q

y = y th sample quantile from a sample of observations from the process

where Q
distribution.

This thesis explores methods for computing four different approximate confidence
intervals for Cnpk . We will empirically determine how well they perform in terms of
capturing the true value of Cnpk . This is done using computer based simulations.

CHAPTER 2
Confidence Intervals for the Cnpk Index

As discussed in the previous chapter, it is clear that when the distribution of a

process deviates from normality, statements made about many of the process capability indices could be in error if the usual process capability indices such as Cp , Cpk
or Cpm are used. Hence, in this work we have elected to focus on the Cnpk process
capability index which does not require the assumption of normality. In order to
make useful statements about a manufacturing process when the true value of the
Cnpk index is not known, we wish to develop confidence intervals for the Cnpk index.
It is required that the sampling distribution of the capability index be determined
before computing statistics like a confidence interval, since confidence intervals are
required to account for the sample variation in the estimates of the capability index.

The sampling distribution of Cnpk is very complicated due to the fact that it is
a minimum of two functions that involve ratios of sample quantiles. Moreover, the
distribution of the sample quantiles depends on the population density f . For large
samples there is an asymptotic normal result for sample quantiles. Let 0 < p < 1. If
the distribution function of the process, F , possesses a density f in a neighborhood
of Qp and f is positive and continuous at Qp , then the distribution of the sample
p has an approximate normal distribution with mean Qp and variance
quantile Q
p(1p)
[nf 2 (Qp )]

p depends
when n is large. Therefore, one can note that the variance of Q

on the unknown density f evaluated at the unknown quantile Qp . Since the dis-

13
tribution of f is not known, it is difficult to use this result in practice. Note that
even if the distribution F were known it would still be a difficult task to derive the
sampling distribution of Cnpk .

To deal with the problem of computing confidence intervals for Cnpk for nonnormal data, alternative methods were considered. These methods can estimate
the sampling distribution of Cnpk without having to specify the unknown density
f . These methods are based on the concept of bootstrap estimation developed by
Efron (1979). Four different types of bootstrap confidence intervals are considered.

2.1

The Standard Bootstrap Confidence Interval

Consider a random sample X1 , X2 , . . . , Xn from a process that follows some unknown distribution F . To compute a standard bootstrap confidence interval, we
begin by simulating b resamples of size n from the empirical distribution of the
sample. These samples are selected, with replacement, from the observed random
sample X1 , X2 , . . . , Xn . Such samples are called resamples. For each resample, Cnpk

is computed. Suppose Cnpk(1)

, Cnpk(2)
,. . . , Cnpk(b)
are the b sample estimates of pro-

cess capability index Cnpk computed on the resamples. Then the standard bootstrap
confidence interval for Cnpk is given by,

Cnpk ), Cnpk + Z/2 SE(

Cnpk )]
[Cnpk Z/2 SE(

where

v
u
b
u
X
Cnpk ) = t 1
C npk )2 ,
SE(
(C
b 1 i=1 npk(i)

14
and
b

C npk =

2.2

1 X
C
.
b i=1 npk(i)

The Percentile Method Bootstrap Confidence Interval

Consider a random sample X1 , X2 , . . . , Xn from a process that follows some unknown distribution F . To compute the percentile method bootstrap confidence
interval, we begin by simulating b resamples of size n. These samples are selected,
with replacement, from the observed random sample X1 , X2 , . . . , Xn . On each re

are the b sample es,. . . ,Cnpk(b)

, Cnpk(2)
sample Cnpk is computed. Suppose Cnpk(1)

timates of process capability index Cnpk computed on the resamples. Sort Cnpk(1)
,

Cnpk(2)
,. . . ,Cnpk(b)
in ascending order. Let Cnpk[1]
, Cnpk[2]
,. . . ,Cnpk[b]
denote these

sorted values. A 100(1 )% bootstrap percentile method confidence interval for

Cnpk is then given by [Cnpk[b(

,C
)]
npk[b(1 )] ].
2

2.3

The Bootstrap-t Confidence Interval

Consider a random sample X1 , X2 , . . . , Xn that follows some unknown distribution F . To compute the bootstrap-t confidence interval, we begin by simulating b
resamples of size n. These samples are selected, with replacement, from the observed random sample X1 , X2 , . . . , Xn . On each resample Cnpk is computed. Sup

pose Cnpk(1)
, Cnpk(2)
,. . . ,Cnpk(b)
are the b sample estimates of process capability index

Cnpk . A second iteration of bootstrap samples are then generated by resampling from
each of the b resamples generated above. Suppose c resamples are generated from

each of the b samples. Let Cnpk(1)

, Cnpk(2)
,. . . ,Cnpk(c)
be the c sample estimates of

process capability index Cnpk generated from each of the b samples. Thus if c resam-

15
ples are generated for each of the b resamples, then cb values of Cnpk are computed.

The standard error of Cnpk

is computed for each of the b bootstrap samples given

by,

where

v
u
c
u 1 X

t
SE (Cnpk ) =
C npk(i) )2 ,
(Cnpk(i)
c 1 i=1
c

C npk(i) =

1 X
C
.
c i=1 npk(i)

This is followed by computing the measure T =

C
npk
C
npk

SE (C npk )

for each of the b original

bootstrap resamples. Finally the b values of T are sorted in ascending order. These
are denoted as T [1], T [2], . . . , T [b]. A 100(1 )% bootstrap-t confidence interval
for Cnpk is then defined as,

[Cnpk T [b(1

Cnpk ), Cnpk T [b )] SE(

Cnpk )],
)] SE(
2
2

Cnpk ) is as computed previously.

where SE(

2.4

The Hybrid Bootstrap Confidence Interval

Consider a random sample X1 , X2 , . . . , Xn that follows some unknown process

distribution F . We begin by simulating b resamples of size n. These samples are
selected, with replacement, from the observed random sample X1 , X2 , . . . , Xn . On

each resample Cnpk is computed. Suppose Cnpk(1)

, Cnpk(2)
,. . . ,Cnpk(b)
are the b sam-

ple estimates of process capability index processCnpk computed on the resamples.

We compute the measure H = Cnpk

Cnpk for each of the b original bootstrap

16
samples. The b values of H are then sorted in ascending order. These are denoted
as H [1], H [2], . . . , H [b]. A 100(1 )% hybrid bootstrap confidence interval is
then given by [Cnpk H [b(1 2 )], Cnpk H [b 2 ]].

2.5

Simulation Study

A computer based simulation was developed to study the performance of the

four bootstrap confidence intervals introduced above. Using samples from a known
distributions, the four different bootstrap confidence intervals were computed and
their ability to capture the true parameter value was studied.
The algorithm is as follows. The sample size n, upper specification limit (USL)
and lower specification limit (LSL) were specified. For each distribution, USL and
LSL were selected to give a proportion non-conforming equal to 0.0027. The true
value of Cnpk was computed using the specified limits. A random sample of size n
was generated from the specified distribution. 90% confidence intervals were created
using the four methods on the generated sample. This operation was repeated 1000
times and each time it was determined if the true value of Cnpk was in each of the
intervals. The width of the intervals was also computed.
Normal mixtures were used in the study. Four different kinds of distributions
were used. They were the normal, skewed unimodal, strongly skewed unimodal
and kurtotic unimodal. The last three densities were studied by Marron and Wand
(1992). Density plots of the skewed unimodal, strongly skewed unimodal, and kurtotic unimodal distributions are given in Figures 2.1-2.3.

17
The skewed unimodal density has the form
1
1
2
3
13
5
1
(x) + (x; = , = ) + (x; = , = ),
5
5
2
3
5
12
9
where
1

(x; , ) = (2 2 ) 2 exp[

1 (x )2
].
2 2

0.3
0.2
0.1
0.0

Density

0.4

0.5

This density is plotted in Figure 2.1.

Figure 2.1: Skewed Unimodal Density

18
The strongly skewed unimodal density has the form
1
(x)
8

1
(x;
8

+ 18 (x; =

64
)
729

1
(x;
8

= 1, =
65
,
27

2059
,
729

16
)
81

2
)
3

+ 18 (x; =
1
(x;
8

5
,
3

211
,
81

4
)
9
32
)
243

1
(x;
8

128
)),
2187

1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0

+ 81 (x; =

and is plotted in Figure 2.2.

Density

8
)
27

Figure 2.2: Strongly Skewed Unimodal Density

19
,
9

665
,
243

19
The Kurtotic Unimodal Density has the form
1
1
2
(x) + (x; = 0, = ),
3
3
10

0.0

0.5

Density

1.0

1.5

and is plotted in Figure 2.3.

Figure 2.3: Kurtotic Unimodal Density

20

Table 2.1: Simulation Results for samples from a Standard Normal Density
n
25

Method
Coverage Length
Percentile
22.9%
0.890
Hybrid
62.6%
0.890
Bootstrap-t
58.8%
1.085
Standard
62.5%
1.0248
50
Percentile
40.7%
0.537
Hybrid
50.0%
0.537
Bootstrap-t
57.3%
0.825
Standard
70.0%
0.6323
100 Percentile
64.2%
0.371
Hybrid
46.1%
0.371
Bootstrap-t
52.5%
0.725
Standard
78.5%
0.4447
250 Percentile
90.2%
0.355
Hybrid
66.1%
0.355
Bootstrap-t
76.3%
0.457
Standard
88.9%
0.3793
500 Percentile
93.3%
0.297
Hybrid
75.5%
0.297
Bootstrap-t
81.5%
0.327
Standard
89.6%
0.2935

21

Table 2.2: Simulation Results for samples from a Skewed Unimodal Density
n
25

Method
Coverage Length
Percentile
23.3%
1.003640
Hybrid
57.9%
1.003640
Bootstrap-t
54.8%
1.205209
Standard
61.6%
1.164100
50
Percentile
40.3%
0.6135
Hybrid
50.0%
0.6135
Bootstrap-t
57.3%
0.9377
Standard
71.0%
0.7144
100 Percentile
64.6%
0.4048
Hybrid
47.4%
0.4048
Bootstrap-t
53.1%
0.7656
Standard
78.6%
0.4797
250 Percentile
90.6%
0.3826
Hybrid
67.0%
0.3826
Bootstrap-t
75.8%
0.4765
Standard
89.9%
0.4076
500 Percentile
93.1%
0.3203
Hybrid
75.2%
0.3203
Bootstrap-t
80.3%
0.3509
Standard
90.8%
0.3233

22

Table 2.3: Simulation Results for samples from a Strongly Skewed Unimodal Density
n
25

Method
Coverage Length
Percentile
65.3%
0.4607
Hybrid
78.0%
0.4607
Bootstrap-t
71.1%
0.4074
Standard
96.7%
0.5333
50
Percentile
75.1%
0.2704
Hybrid
62.9%
0.3149
Bootstrap-t
62.9%
0.3149
Standard
88.6%
0.3025
100 Percentile
85.5%
0.1870
Hybrid
40.7%
0.1870
Bootstrap-t
43.9%
0.3246
Standard
70.5%
0.2148
250 Percentile
82.2%
0.2004
Hybrid
64.7%
0.2004
Bootstrap-t
76.1%
0.2652
Standard
81.4%
0.2125
500 Percentile
52.8%
0.1889
Hybrid
70.4%
0.1889
Bootstrap-t
72.9%
0.2003
Standard
71.5%
0.1835

23

Table 2.4: Simulation Results for samples from a Kurtotic Unimodal Density
n
25

Method
Coverage Length
Percentile
22.8%
1.1720
Hybrid
65.7%
1.1720
Bootstrap-t
63.3%
1.5094
Standard
71.9%
1.4476
50
Percentile
39.8%
0.6363
Hybrid
55.7%
0.6363
Bootstrap-t
58.9%
1.0802
Standard
71.70%
0.7752
100 Percentile
62.6%
0.4214
Hybrid
44.0%
0.4214
Bootstrap-t
50.6%
0.8821
Standard
79.6%
0.5100
250 Percentile
90.8%
0.3999
Hybrid
67.7%
0.3999
Bootstrap-t
77.0%
0.4933
Standard
90.7%
0.4277
500 Percentile
92.1%
0.3297
Hybrid
73.2%
0.3297
Bootstrap-t
79.6%
0.3583
Standard
90.5%
0.3348

2.5.1

Conclusion

From the tables above it is clear that

None of the methods do well for small samples
All of the methods get better as the sample size increases
The Standard bootstrap method, seems to do the best regarding coverage.
Hence it would be the recommended approach for confidence interval calculation of capability index Cnpk , for the distributions used in this study.

CHAPTER 3
R Program Code

Below is the R code that was used to perform the simulation.

cnpkf=function(x,lsl,usl){
x50=quantile(x,0.5)
x99.5=quantile(x,0.995)
x0.5=quantile(x,0.005)
cnpl=(x50-lsl)/(x50-x0.5)
cnpu=(usl-x50)/(x99.5-x50)
cnpk=min(cnpl,cnpu)
return(cnpk)
}
cnpkt=function(lsl,usl){
z50=qnorm(0.5)
z99.5=qnorm(0.995)
z0.5=qnorm(0.005)
cnpl=(z50-lsl)/(z50-z0.5)
cnpu=(usl-z50)/(z99.5-z50)
true.cnpk=min(cnpl,cnpu)
return(true.cnpk)

25
}
cnpkbootpm=function(x,lsl,usl,b)
{
coverage=matrix(0,1,4)
n=length(x)
cnpk=cnpkt(lsl,usl)
T1=matrix(0,b,1)
H1=matrix(0,b,1)
T1S=matrix(0,b,1)
H1S=matrix(0,b,1)
cnpkstar=matrix(0,b,1)
cnpkstars=matrix(0,b,1)
cnpks=matrix(0,b,1)
sampleSD=sd(x)
sigma=min(sampleSD,IQR(x)/1.349)
h=1.587*sigma*n^(-1/3)
cnpkhat=cnpkf(x,lsl,usl)
for(i in 1:b)
{
xstar=sample(x,n,replace=T)
cnpkstar[i]=cnpkf(xstar,lsl,usl)
cnpkstar1=matrix(0,b,1)

for(j in 1:100)
{

26
xstar1=sample(xstar,n,replace=T)
cnpkstar1[j]=cnpkf(xstar1,lsl,usl)
}
std=sd(cnpkstar1)
T1[i]=(cnpkstar[i]-cnpk)/std
H1[i]=cnpkstar[i]-cnpk
}
cnpks=sort(cnpkstar)
se=sd(cnpkstar)

# standard bootstrap-----------------------BS.CL=cnpkhat-1.96*(se)
BS.CU=cnpkhat+1.96*(se)
if ((cnpk>=BS.CL)&&(cnpk<=BS.CU))
coverage[1]=1
width1=BS.CU-BS.CL

# percentile bootstrap---------------------BSP.CL=cnpks[as.integer(b*.05)]
BSP.CU=cnpks[as.integer(b*.95)]
if ((cnpk>=BSP.CL)&&(cnpk<=BSP.CU))
coverage[2]=1
width2=BSP.CU-BSP.CL

# calculating CI cnpk- SE(T)--------------------

27
tsort=sort(T1)
d1=b*.95
d2=b*.05
l1=tsort[as.integer(d1)]
u1=tsort[as.integer(d2)]
BST.CL=cnpkhat-se*l1
BST.CU=cnpkhat-se*u1
if ((cnpk>=BST.CL)&&(cnpk<=BST.CU))
coverage[3]=1
width3=BST.CU-BST.CL

# calculating CI cnpk-H-------------------------hsort=sort(H1)
e1=b*.95
e2=b*.05
l2=hsort[as.integer(e1)]
u2=hsort[as.integer(e2)]
BSH.CL=cnpkhat-l2
BSH.CU=cnpkhat-u2
if ((cnpk>=BSH.CL)&&(cnpk<=BSH.CU))
coverage[4]=1
width4=BSH.CU-BSH.CL
return(coverage)
}

28

cnpksim=function(n,iter,lsl,usl)
{
covmat=matrix(0,iter,4)
b=1000

for (i in 1:iter)
{
x=rnorm(n,0,1)
covmat[i, ]=cnpkbootpm(x,lsl,usl,b)
}
return (covmat)
}

REFERENCES
[1] Chou, Y.-M. (1994). Selecting a better supplier by testing process capability
indices. Quality Engineering, 6, 427-438.
[2] Chan, L.K., Cheng, S.W. and Spiring, F.A. (1988). A new measure of
process capability, Cpm . Journal of Quality Technology, 20, 160-175.
[3] Efron, B. (1979). Bootstrap methods: Another look at the jackknife. The
Annals of Statistics, bf 7, 1-26.
[4] Huang, D.-Y., and Lee, R.F.(1995). Selecting the largest capability index
from several quality control processes. Journel of Statistical Planning and
Inference, 46, 335-346.
[5] Kane, V. E. (1986). Process capability indices. Journal of Quality Technology, 18, 41-52.
[6] Kotz, S., and Johnson, N.L. (1993). Process Capability Indices. Chapman
and Hall, London.
[7] Luceno, A. (1996). A process capability ratio with reliable confidence
intervals. Communications in Statistics, Simulation and Computation, 25,
235-246.
[8] Mc Cormack, D.W., Harris, I.R., Horwitz, A.M. and Spagon, P.D.(2000).
Capability indices for non-normal data. Quality Engineering, 12, 489-495.
[9] Montgomery, D.C. (2009). Introduction to Statistical Quality Control. Sixth
Edition.
[10] Marron, J.S., and Wand M. P. (1992). Exact mean integrated squared error.
The annals of Statistics, 20, 712-736.
[11] Polansky, A.M.(2003). Supplier selection based on bootstrap confidence
regions of process capability indices. International Journel of Reliability,
Quality and Safety Engineering, 10, 1-14.

30
[12] Polansky, A.M.(2006). Permutation methods for comparing process capability indices. Journal of Quality Technology, 38, 254-266.
[13] Polansky, A.M. and Kirmani, S.N.U.A (2003). Quantifying the capability
of industrial processes. Handbook of Statistics, Volume 22. Elsevier Science.
625-656.
[14] Tseng, S.-T., and Wu, T.-Y. (1991). Selecting the best manufacturing process. Journal of Quality Technology, 23, 53-62.