Communications in StatisticsTheory and Methods, 41: 341356, 2012

Copyright Taylor & Francis Group, LLC

ISSN: 0361-0926 print/1532-415X online
DOI: 10.1080/03610926.2010.526743

Three New Multivariate Process Capability Indices

MOHAMMAD R. NIAVARANI1 ,
RASSOUL NOOROSSANA2 , AND BABAK ABBASI3
1

Department of Mechanical and Manufacturing Engineering,

The University of Melbourne, Melbourne, Australia
2
Industrial Engineering Department, Iran University of Science
and Technology, Tehran, Iran
3
School of Mathematical and Geospatial Sciences, RMIT University,
Melbourne, Australia
Different multivariate process capability indices are developed by researchers to
evaluate process capability when vectors of quality characteristics are considered
in a study. This article presents three indices referred to as NCpM, MCpM, and
NMCPM in order to evaluate process capability in multivariate environment. The
performance of the proposed indices is investigated numerically. Simulation results
indicate that the proposed indices have descended estimation error and improved
performance compared to the existing ones. These results can be important to
researchers and practitioners who are interested in evaluating process capability in
multivariate domain.
Keywords Control ellipse; Multivariate normal distribution; Multivariate
process capability index; Statistical process control.
Mathematics Subject Classication Primary 62P30; Secondary 62F03, 62H20.

1. Introduction
A standard practice in statistical process control is to evaluate process performance
via process capability analysis after the process is announced under statistical
control. Process capability analysis can be conducted both in univariate and
multivariate environments. In univariate environment, a single quality characteristic
of a product is considered and process performance is evaluated with respect to
its corresponding specication limit(s). Many researchers including (Kane, 1986;
Marcucci Beazley, 1988; Chan et al., 1988; Choi and Owen, 1990; Spiring, 1991;
Koons, 1992; Wheeler and Chambers, 1992; Pearn et al., 1992; Bissel, 1994; Pearn
and Chen, 2002; Noorossana, 2002), and Chen and Chen (2004) contributed to the
Received July 15, 2008; Accepted September 13, 2010
Address correspondence to Mohammad R. Niavarani, Department of Mechanical and
Manufacturing Engineering, The University of Melbourne, Melbourne, Australia; E-mail:
m_r_niavarani@yahoo.com

341

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Niavarani et al.

development of univariate process capability indices when quality characteristic of

interest follows a normal distribution. Some authors including Munechika (1986),
Clements (1989), Wright (1995), Somerville and Montgomery (1996), Chen and
Ding (2001), and Chou et al. (2004) developed indices when the distribution of a
quality characteristic is non-normal. However, there are many situations in which
the interrelationship among quality characteristics of a product or process must be
considered in order to evaluate the performance of a process properly. This fact is
sometimes overlooked when a set of correlated quality characteristics are evaluated
individually using separate univariate capability indices. Such an approach ignores
the correlation that exists between the variables and results in frequent process
adjustments and eventually will lead to an unstable process. Many authors including
(Hubble et al., 1991; Chan et al., 1991; Taam et al., 1993; Nickerson, 1994; Niverthi
and Dey, 1995; Shahriari et al., 1995; Wang et al., 2000; Wang and Du, 2000;
Wang, 2001), and Pearn et al. (2002) contributed to the development of multivariate
process capability indices. Chan et al. (1991), Pearn et al. (1992), and Kotz and
Lovelace (1998) proposed different multivariate capability indices. Wang et al.
(2000) compared the performance of three multivariate capability indices. Kotz
and Johnson (2002) provided a comprehensive literature review on univariate and
multivariate process capability indices. Spiring et al. (2003) provided a bibliography
on process capability indices. As a recent article, Abu and Sultana (2008) did an
assessment and comparison of current multivariate process indices.
This article presents three multivariate process capability indices assuming
the vector of quality characteristics under study follows a multivariate normal
distribution. Section 2 discusses process capability analysis in multivariate
environment. Two new multivariate process capability indices are presented in
Sec. 3. A new multivariate process capability index is discussed in Sec. 4. Four
numerical simulations are presented in Sec. 5 for four different cases in combination
of number of dimension and symmetry of tolerance. Finally, Sec. 6 presents our
concluding remarks.

2. Process Capability Analysis in Multivariate Domain

In multivariate environment, one assumes that the output quality of a process can
be measured by the joint level of p correlated quality characteristics. Let X be a
p n matrix where p is the number of product quality characteristics measured on
a part and n is the number of parts measured. These n observations are assumed
to be independent and represent a sample drawn from a multivariate normal
distribution with correlation among the p-variables with mean
=
1  2      p 

and variancecovariance matrix . The p-vector 
X contains the sample means of
observations, and p p matrix S contains the unbiased sample variance-covariance
of the observations. The p-vector T 0 provides the target values for the p product
quality characteristics.
If the observations are assumed to follow a multivariate normal distribution,
then the elliptical contours (in two dimensions) and ellipsoids (in higher dimensions)
dene the process regions (areas or volumes) which are analogous to the
specication intervals associated with the univariate case. In two-dimensioned
cases, these specication limits form a rectangular tolerance region. In higher
dimensions, the ranges dene a hypercube. It is the comparison of these dissimilar
shapes, locations, sizes, and orientations arising from the statistical distribution as

Multivariate Process Capability Indices

343

well as from engineering specications that can lead to very different denitions of
capability in the multivariate domain. The next section provides discussion on two
new multivariate indices.

3. Two Multivariate Process Capability Indices, NCP M and MCP M

Shahriari et al. (1995) proposed a multivariate process capability index based on the
original work of Hubble et al. (1991). The performance of three multivariate process
capability indices referred to as methods one, two, and three were investigated by
Wang et al. (2000). The rst method consists of a three component vector. Two
components of this vector use the assumption that the process data is from a
multivariate normal distribution with elliptical contours dening probability region.
The third component is based on a geometric understanding of the process relative
to engineering specications. The rst component of the vector is dened as the ratio
of areas or volumes, analogous to the ratio of intervals in univariate CP index. The
numerator of the ratio is the area or the volume dened by engineering tolerance
region and the denominator is the area or volume of a modied process region
dened as the smallest region similar in shape to engineering tolerance region,
circumscribed about specied probability contour. The number of dimensions of the
process data is captured by taking the pth root of the ratio. The process capability
index CP M is dened as the pth root of the ratio of the volume of the engineering
tolerance region divided by the volume of the modied process region, i.e.,


CP M =

Vol of engineering tolerance region

Vol of modified process region

1/p


(1)

Figure 1 illustrates the method for the case when the engineering specications
dene a rectangular tolerance region and bivariate normal process measurements
dene an elliptical probability contour referred to by Shahriari et al. (1995) as
the process region. Their method forms a modied process region by drawing
the smallest rectangle around the ellipse. They dene the edges of the rectangle as
the lower and upper process limits referred to as LPLi and UPLi, respectively. These
limits are dened as:

 1 
 2
 p det
i

(2)
UPLi = i +
 1 
det

 1 
 2
 p det
i

LPLi = i

(3)
 1 
det
2
is the upper 100
% of the 2
where  is the probability of Type I error, p
distribution with p degrees of freedom associated with the probability contour,
1
1
by deleting the ith
det
1
i  is the determinant of i , a matrix obtained from 
row and column, and i = 1 2 3     p. In practice, estimates for large samples may
be used in place of  and
. The concept in the article published by Shahriari et al.
(1995) is to construct a modied process region with the same general geometric
shape as the engineering tolerance region; however, as shown in Fig. 1, the size

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Niavarani et al.

Figure 1. Example of the modied process region.

and relative dimensions are determined by the probability contour. This concept is
illustrated by the following relationship:

pi=1
USLi LSLi 

CP M =
pi=1
UPLi LPLi 

1/p


(4)

An observed value of this component higher than 1 indicates that circumscribed

modied process region is smaller than the specied engineering region. The
modied process region is inuenced by the shape of the elliptical contour (i.e., the
variance-covariance matrix) and the size of the contour, i.e., the chosen probability
level.
The second component of the vector is based on the assumption that the center
of the engineering specication, T0 is considered to be the true underlying mean of
the process, 
X , based on the Hotelling T 2 statistic as:





X T0
X T0 S 1 
T2 = n 

(5)

the second component of the vector is dened as the p-value evaluated as

p
n 1

F
PV = P T 
n
pnp

(6)

where  is the probability of Type I error and Fpnp is the F distribution with
p and n p degrees of freedom in the numerator and denominator, respectively.
Given that PV never exceeds 1; values close to zero indicate that the center of
process is far from the engineering target value.
The third component of the vector compares the location of the modied
process region to the tolerance region. It indicates whether any part of the modied
process region falls outside the engineering specications. This component has a
value of 1 if the tolerance region contains the entire modied process region;

Multivariate Process Capability Indices

otherwise, it possesses a value of zero, i.e.,

1 If modied process region is contained

LI =

within the tolerance regions

0 Otherwise

345

(7)

Based on the probability level chosen for the contour, this component can reect the
amount of nonconforming parts. In summary, the method proposed by Shahriari
et al. (1995) consists of a three-component vector dened as [CP M PV , and LI]
where CP M, PV , and LI represent a comparison of volumes of regions, locations of
centers, and locations of regions, respectively.
As shown in Fig. 2, in calculation of CP M, it is clear that if the modied process
region in rectangular form (two-dimensioned case) is compared to the tolerance
region, the area of the elliptical contour (process region) is overestimated by the
modied process region (shaded region) considered in the denominator of Eq. (4).
The same concept is applicable to higher dimensions as well. In this case, the
denominator of Eq. (4) is overestimated and consequently CP M value would be
underestimated. This estimation may cause an incorrect decision in the judgment
regarding the process performance especially when CP M value is close to 1. The
error can be considered as e1 calculated as:
e1 =

V
R V
E

V
R

(8)

where V
R and V
E are denoted for volume of the modied process region in
rectangular shape and volume of the process region in ellipsoid shape, respectively.
The above viewpoint could be generalized to the ellipsoid case where three or
higher dimensions are involved.
According to the above discussion and also considering the emphasis made by
Wang et al. (2000) pointing out that the concept is to construct a modied process
region with the same general geometric shape as the engineering tolerance region,
we propose the use of a new CpM referred to hereafter as NCpM. This index divides
the tolerance region by the real area or volume of the process region instead of the

Figure 2. Modied process region vs. process region.

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Niavarani et al.

Figure 3. Modied process region with sides parallel to elliptical diameters.

modied region. This new index dened as following helps to eliminate e1 leading
to the overestimation of CpM:
1/p

pi=1
USLi LSLi 

(9)
NCP M =
T p/2 pi=1 i1/2
where i are the characteristic roots (sometimes refereed to as latent roots or
eigenvalues) of the ith variant.
If the purpose is to compare two regions having the same general geometric
shape, then in order to reduce the error of overestimation, the engineering tolerance
region can be compared to a rectangle with the closest area to the process region
area. As is shown in Fig. 3, the sides of the rectangle should be parallel to ellipsoid
diameters. The modied CpM or MCpM can be calculated as
1/p

pi=1
USLi LSLi 

(10)
MCP M =
2p T p/2 pi=1 i1/2
In this proposed method, the error, e2 , can be calculated as:
e2 =

V
R
 V
E

V
R


(11)

where V
R
 is denoted volume of the closest area to the process region area
(the rectangle with parallel sides to ellipsoid diameters) and V
E are denoted for
volume of the process region in ellipsoid shape.
Comparison of Figs. 2 and 3 reveals that the modied process region dened
in the denominator of MCpM is less than the modied process region used in
the denominator of CpM which leads to a closer estimation of the true process
capability. In the other word, e2 is always less that e1 . As the correlation between
the variables increases, the difference between these errors also increases. For the
case of uncorrelated variables with equal variance, the process region will become a
circle and as a result these two indices as well as errors would be equal. The second
and third components of the vector, i.e., PV and LI dened by Eqs. (6) and (7) are

Multivariate Process Capability Indices

347

essentially the same as before. The above viewpoint could be generalized to higher
dimensions as well.

4. A New Multivariate Process Capability Index, NMCPM

The MCPM index proposed by Taam et al. (1993) provides a multivariate capability
index that is dened as a ratio of two volumes, i.e.,
MCPM =

Vol
R1 

Vol
R2 

(12)

where R1 is a modied tolerance region and R2 is a scaled 99.73% process region.

Unlike two previously mentioned indices, tolerance region in this index is modied
instead of the process region. A graphical display of process region and modied
tolerance region is shown in Fig. 4.
The modied tolerance region is the largest ellipsoid that is centered completely
within the original tolerance region. The shape of the modied tolerance region is
ellipse (or ellipsoid) rather than rectangle. MCPM is calculated as
MCPM =

CP

D

(13)

where
CP =
=

Vol. (modied tolerance region)

Vol. (estimated 99.73% process region)
Vol. (modied tolerance region)

1
S1/2
Rp/2
p2 + 1

(14)

and

D = 1+

 21
n


X T0 
S 1

X T0  
n1

Figure 4. Example of the modied tolerance region.

(15)

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Niavarani et al.

where p is number of quality characteristics, R is the 99.73% quantile of a 2

distribution,  denotes gamma function,  denotes the determinant, and T0 denotes
the P-vector target values for the p product quality characteristics.
When the process mean vector equals the target vector and index possesses a
value of one, then 99.73% of the process values lie within the modied tolerance
region. The values of Cp , greater than 1 implies that the process has smaller
variation than allowed by specication limits. A value less than 1 implies more
variation. The quantity 1/D measures the closeness between the process mean and
the target; a larger 1/D indicates that the mean is closer to target.
If the concept used by Taam et al. (1993) is considered, i.e., modifying tolerance
region to possess the same general geometric shape instead of process region, then as
it was mentioned before the original tolerance region would be underestimated. As
shown in Fig. 5, if the modied tolerance region is ellipse, then the area of rectangle
(the original tolerance region) is underestimated by the modied tolerance region.
This concept can be expanded to higher dimensions as well.
Hence, the numerator of Eq. (14) and consequently MCPM in Eq. (13) would
be underestimated. This issue indicates the necessity for using the original tolerance
region without using any estimation for it. If volume of the original tolerance region
in rectangular shape and volume of the modied tolerance region in ellipsoid shape
are denoted by V
R

 and V
E
, respectively, then the error, e3 , can be calculated
as Eq. (19):
V
R = pi=1
USLi LSLi 

 
V
E = p pi=1
USLi LSLi 
2

V
R

 V
E

e3 =
=1 p



V
R 
2


Lim e3 = Lim 1 p = 1
p+
p+
2

(16)
(17)
(18)
(19)

Equation (19) indicates that as the number of quality characteristics increases, the
estimation error increases and in limit approaches to one. This means that V
E
 and

Figure 5. Modied tolerance region vs. tolerance region.

Multivariate Process Capability Indices

349

consequently MCPM tend to zero. This estimation can cause an incorrect decision in
judging the real capability of the process.
To eliminate the error in the estimation of the tolerance region, we propose a
new MCPM referred to as NMCPM dened as:
NMCPM =

NCP

D

(20)

where
NCP =

Vol. (original tolerance region)

Vol. (estimated 99.73% process region)

Vol. (original tolerance region)

1
 
S1/2
Rp/2 p2 + 1

1
n
T0 
S 1
X
T0  2 

X
D = 1+
n1
=

(21)

(22)

In NMCPM index, NCp focuses on variation. If NCp is larger than 1, it indicates

that the process variation is lower than acceptance variation criteria. The ratio D1
measures the closeness between the process mean and the target, a larger D1 indicates
that the mean is closer to target.

5. Four Numerical Simulation Examples and Sensitivity Analysis

In this section, in order to prove performance improvement of the three
aforementioned indices, we carry out a simulation study in four different cases
in combination of number of dimension and symmetry of tolerance. In the rst
study, we have considered a two-dimensioned and symmetric tolerance case with
three different sample sizes n = 50, 100, and 1,000 and three different correlation
coefcients  = 02, 0.5, and 0.9. The second study is the same as rst one but with
asymmetric tolerance. Studies three and four are presented for a three-dimensioned
case with symmetric and asymmetric tolerance, respectively. In these studies, the
mean of estimated values of interested indices and corresponding errors by 1,000
replications is presented.
In these studies, X1 , X2 , and X3 are three correlated quality characteristics and
their specication limits are dened as 120 X1 235, 36 X2 61, and 7 X3
13, respectively, leading to a cubic tolerance region. The center of the specication
region is T0
=
1775 485 10 and is assumed to be the target for symmetric case
in study one and three. The target for asymmetric tolerance that is used in study
two and four is T0
=
190 55 11. The simulation results are shown in Tables 16
for different scenarios.
From variation perspective, the sample covariance matrix in two-dimensioned
cases (cases 1 and 2) was:

32909 838
838
62

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Niavarani et al.
Table 1
Simulation results for two-dimension case and n = 50

Symmetry
of tolerance
Symmetric
tolerance

Correlation
coefcient
 = 02

 = 05

 = 09

Asymmetric
tolerance

 = 02

 = 05

 = 09

Indices
CP M = 07702
NCP M = 08831
MCP M = 07833
CP = 04845 MCPM = 04348
NCP = 07854, NMCPM = 10008
CP M = 07695
NCP M = 09466
MCP M = 08389
CP = 05547, MCPM = 04979
NCP = 08993, NMCPM = 07876
CP M = 07720
NCP M = 133
MCP M = 117
CP = 10972, MCPM = 09847
NCP = 17984, NMCPM = 13434
CP M = 07737
NCP M = 08887
MCP M = 07846
CP = 04909, MCPM = 04406
NCP = 07958, NMCPM = 07062
CP M = 07707
NCP M = 09421
MCP M = 08349
CP = 05503, MCPM = 04939
NCP = 08921, NMCPM = 06467
CP M = 07709
NCP M = 12993
MCP M = 115615
CP = 10469, MCPM = 11515
NCP = 16972, NMCPM = 12100

Errors
e1 = 02404
e2 = 02146
e3 = 02146
e1 = 03340
e2 = 02146
e3 = 02146
e1 = 06640
e2 = 02146
e3 = 02146
e1 = 02419
e2 = 02146
e3 = 02146
e1 = 03280
e2 = 02146
e3 = 02146
e1 = 06458
e2 = 02146
e3 = 02146

and for three-dimensioned case (cases 3 and 4) was

641216
256486
160304

256486
641216
160304

160304
160304 
100190

In these tables, more attention has been drawn to those parts of indices that are
revised in this article as a base for calculating estimation errors. So, PV and LI have
been relinquished as the similar components in proposed and previous indices.

Multivariate Process Capability Indices

351

Table 2
Simulation results for two-dimension case and n = 100
Symmetry
of tolerance
Symmetric
tolerance

Correlation
coefcient
 = 02

 = 05

 = 09

Asymmetric
tolerance

 = 02

 = 05

 = 09

Indices
CP M = 07645
NCP M = 08744
MCP M = 07749
CP = 04790, MCPM = 04469
NCP = 07666, NMCPM = 07140
CP M = 07756
NCP M = 09370
MCP M = 08304
CP = 05428, MCPM = 05130
NCP = 08800, NMCPM = 08479
CP M = 07660
NCP M = 13207
MCP M = 11704
CP = 10758, MCPM = 10193
NCP = 17494, NMCPM = 17842
CP M = 07706
NCP M = 08835
MCP M = 07829
CP = 04825, MCPM = 04560
NCP = 07822, NMCPM = 07223
CP M = 07679
NCP M = 09345
MCP M = 08282
CP = 05400, MCPM = 05104
NCP = 08755, NMCPM = 08092
CP M = 07649
NCP M = 12873
MCP M = 11408
CP = 10246, MCPM = 19684
NCP = 16610, NMCPM = 14984

Errors
e1 = 02355
e2 = 02146
e3 = 02146
e1 = 03318
e2 = 02146
e3 = 02146
e1 = 06629
e2 = 02146
e3 = 02146
e1 = 02395
e2 = 02146
e3 = 02146
e1 = 03277
e2 = 02146
e3 = 02146
e1 = 06463
e2 = 02146
e3 = 02146

For better understanding, all indices and parameters included in tables are
briey explained as follows:
CP M  calculated based on original engineering tolerance region and modied
process region
NC P M  calculated based on original engineering tolerance region and original
process region
MC P M  calculated based on original engineering tolerance region and modied
process region (a rectangle with parallel sides to ellipsoid diameters)

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Niavarani et al.
Table 3
Simulation results for two-dimension case and n = 1000

Symmetry
of tolerance
Symmetric
tolerance

Correlation
coefcient
 = 02

 = 05

 = 09

Asymmetric
tolerance

 = 02

 = 05

 = 09

Indices
CP M = 07600
NCP M = 08665
MCP M = 07679
CP = 14632, MCPM = 14605
NCP = 07510, NMCPM = 07438
CP M = 07601
NCP M = 09297
MCP M = 08240
CP = 05334, MCPM = 05302
NCP = 08646,
NMCPM = 08479
CP M = 07609
NCP M = 13112
MCP M = 11620
CP = 10607, MCPM = 10545
NCP = 17195, NMCPM = 17338
CP M = 07582
NCP M = 08674
MCP M = 07688
CP = 04643, MCPM = 04616
NCP = 07527, NMCPM = 07204
CP M = 07603
NCP M = 09262
MCP M = 08208
CP = 05293, MCPM = 05262
NCP = 08580, NMCPM = 08978
CP M = 07614
NCP M = 12766
MCP M = 11313
CP = 10055, MCPM = 09996
NCP = 16300, NMCPM = 14685

Errors
e1 = 02307
e2 = 02146
e3 = 02146
e1 = 03315
e2 = 02146
e3 = 02146
e1 = 06632
e2 = 02146
e3 = 02146
e1 = 02359
e2 = 02146
e3 = 02146
e1 = 03259
e2 = 02146
e3 = 02146
e1 = 06440
e2 = 02146
e3 = 02146

e1  estimation error due to applying CP M rather than NCP M

e2  estimation error due to applying MCP M rather than NCP M
CP &MCPM  calculated based on modied engineering tolerance region and
original process region
NC P &NMC PM  calculated based on original engineering tolerance region and
original process region
e3  estimation error due to applying CP rather than NCP

Multivariate Process Capability Indices

353

Table 4
Simulation results for three-dimension case and n = 50
Symmetry of tolerance
Symmetric tolerance

Asymmetric tolerance

Indices
CP M = 05728
NCP M = 10816
MCP M = 07920
CP = 01971, MCPM = 01769
NCP = 12781, NMCPM = 10599
CP M = 05665
NCP M = 10763
MCP M = 07881
CP = 01946, MCPM = 01746
NCP = 12616, NMCPM = 09843

Errors
e1 = 08506
e2 = 06073
e3 = 06073
e1 = 08521
e2 = 06073
e3 = 06073

Table 5
Simulation results for three-dimension case and n = 100
Symmetry of tolerance
Symmetric tolerance

Asymmetric tolerance

Indices
CP M = 05601
NCP M = 10678
MCP M = 07819
CP = 01885, MCPM = 01782
NCP = 12225, NMCPM = 11735
CP M = 05649
NCP M = 10692
MCP M = 07830
CP = 01895, MCPM = 01791
NCP = 12290, NMCPM = 10470

Errors
e1 = 08548
e2 = 06073
e3 = 06073
e1 = 08520
e2 = 06073
e3 = 06073

Table 6
Simulation results for three-dimension case and n = 1000
Symmetry of tolerance
Symmetric tolerance

Asymmetric tolerance

Indices
CP M = 05604
NCP M = 10513
MCP M = 07698
CP = 01793, MCPM = 01782
NCP = 116245, NMCPM = 11171
CP M = 05592
NCP M = 10502
MCP M = 07891
CP = 01787, MCPM = 01777
NCP = 11589, NMCPM = 11888

Errors
e1 = 08485
e2 = 06073
e3 = 06073
e1 = 08490
e2 = 06073
e3 = 06073

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Niavarani et al.

Proposed indices are shown with bold format in the above denition as well as in
the tables below.
As it is indicated in Tables 13, in two-dimensioned case, the indices values
are quite sensitive to correlation coefcient. With the same problem parameters,
the higher correlation between quality characteristics, the more process capability
indices. Of CP M NCP M, and MCP M, the indices values do not rise in equal steps
and the rst one is not as sensitive as two others to correlation coefcient. Compare
to our two rst proposed indices, NCP M, and MCP M, the indices proposed by
Shahriari et al. (1995), CP M almost hovers around a constant value That is why
e1 rises exponentially by increasing  (e.g., tripled from  = 02 to  = 09). In the
same circumstances from the correlation coefcient and sample size viewpoint, this
error is even worse in asymmetric tolerance than symmetric one. On the other hand,
the value of our two proposed indices naturally surge by increasing . Needless to
say, there is no error in applying NCPM in which two original areas are considered
in numerator and denominator of Eq. (9). Even if we want to use two similar shapes
in numerator and denominator as estimation, it is strongly recommend utilizing
MCP M. Because its value is closer to NCP M than CP M (provides a better estimate
of the process capability) and the error, e2 , remains constant in different correlation
coefcient. Similar to above sensitivity analysis, calculating CP and MCPM , as an
estimation instead of NCP and NMCPM , as the real value leads estimation error, e3 .
Remaining constant of e3 is promising in comparison with changeable value of e1 .
It is evident that e2 and e3 are the same in both symmetric and asymmetric cases.
The aforementioned ndings about the errors are also applicable in the threedimensioned case. In other words, unlike e2 and e3 those are not sensitive to
symmetry of tolerance, e1 increases in asymmetric tolerance.
From sample size point of view, as it is clear in tables, the more sample size, the
less estimation error.
In terms of dimension of problem, regarding the concept of previous and
proposed process capability indices as well as Eqs. (8), (11), (18), and (19), it
is obvious that increasing dimensions (no. of characteristics) fuels a surge of
exacerbating the errors. As it is obvious in Tables 46, by increasing the number of
characteristic from 2 to 3, the errors have been considerably enhanced.

6. Conclusion
In this article, we demonstrate that applying the modied areas or volumes instead
of the original ones leads an estimation error and an underestimation of the process
capability value. Through a simulation and sensitivity analysis, it was shown that
inappropriate decision regarding process performance is inevitable once the process
capability is underestimated. We also show that this issue is aggravated when
number of characteristics and/or correlation coefcient value increase.
According to the emphasis made by Wang et al. (2000) for CP M pointing out
that the concept is to construct a modied process region with the same general
geometric shape as the engineering tolerance region and Taam et al. (1993) for CP
and MCPM pointing out that the modifying tolerance region to possess the same
general geometric shape instead of process region, we propose NCP M instead of
CP M and also NCP and NMCPM rather than CP and MCPM in order to get rid of
estimation errors e1 and e3 . We also prove that, even for the case in which applying
the same shapes is a priority for user, utilizing MCP M instead of CP M fuels a decline
of estimation error from e1 to e2 .

Multivariate Process Capability Indices

355

Acknowledgment
The authors gratefully acknowledge the helpful comments of the anonymous
reviewers, which improved the content of the article.

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