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International Journal of Quality & Reliability Management A process incapability index Michael Greenwich Betty L.
International Journal of Quality & Reliability Management A process incapability index Michael Greenwich Betty L.

International Journal of Quality & Reliability Management

A process incapability index

Michael Greenwich Betty L. Jahr-Schaffrath

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To cite this document:

Michael Greenwich Betty L. Jahr-Schaffrath, (1995),"A process incapability index", International Journal of Quality & Reliability Management, Vol. 12 Iss 4 pp. 58 - 71 Permanent link to this document:

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Mats Deleryd, (1998),"On the gap between theory and practice of process capability studies", International Journal of Quality & Reliability Management, Vol. 15 Iss 2 pp. 178-191 http://dx.doi.org/10.1108/02656719810204892

Jann-Pygn Chen, Cherng G. Ding, (2001),"A new process capability index for non-normal distributions", International Journal of Quality & Reliability Management, Vol. 18 Iss 7 pp. 762-770 http://dx.doi.org/10.1108/02656710110396076

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IJQRM

12,4

58

Received July 1993 Revised April 1994

A process incapability index

Michael Greenwich and Betty L. Jahr-Schaffrath

Department of Mathematics, Computer Science and Statistics, Purdue University Calumet, Hammond, Indiana, USA

Introduction There have been a number of process capability indices proposed over the years for the purpose of assessing the capability of a process to meet certain

indices and

specifications. Kane[l] investigated comprehensively the C

index takes into account the process

variation as well as the location of the process mean relative to the specification

their estimators. Generally, the C

p

and C

pk

pk

limits while the C

Chan et al.[2] developed the C

index in order to take into account the

departure of the process mean from the target (nominal) value. The C pm index is defined mathematically as

p

index reflects only the magnitude of the process variation.

pm

C pm =

USL – LSL

6

where

=

EX [(

T

)

2 ],

USL is the upper specification limit, LSL is the lower specification limit and T is the target (nominal) value such that LSL < T < USL. A general form of C pm is C* pm which was defined by Chan et al.[2] as

C

* D

pm

=

,

where D = min[(USL – T)/3, (T – LSL)/3].

In this article, C* pm is used for both C pm and C* pm

where C pm needs to be specified) since C pm is merely a special case of C* pm where

USL – T = T – LSL. Unfortunately, the statistical properties of the estimator,

(except in those instances

ˆ

C

* D , pm = 2 ˆ 2 + ( ˆ T )
* D
,
pm =
2
ˆ 2
+ ( ˆ
T )

are analytically intractable, regardless of the choices for the variation

estimator, ˆ 2 , and the mean estimator, ˆ . This process capability index is also

for

C* pm

International Journal of Quality & Reliability Management, Vol. 12 No. 4, 1995, pp. 58-71, © MCB University Press,

0265-671X

The research for this article was supported partially by the School of Liberal Arts and Sciences, Purdue University Calumet. The authors also wish to thank Mr R.J. Whittaker and his Integrated Process Control Group, LTV Steel Co., for their support.

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C* pm is

identical to the process capability index proposed by Taguchi[5]. A table which

discussed in Spiring’s article[3]. Boyles[4] pointed out that the index

ˆ

gives the critical values that C

at various significance levels was provided by Boyles[4].

, will be introduced in this

index can be regarded as a process capability index or more

precisely as a process incapability index. Since the transformation is bijective,

the C pp index contains the same information as that of C* pm

(the departure of the process mean, , from the target value, T) and imprecision

(the magnitude of the process variation, 2 ). Moreover, the C

an uncontaminated separation between information concerning the process accuracy and precision while this kind of information separation is not

is employed to assess process

available with the

capability because the process accuracy is of significance. Therefore, this information separation is highly beneficial because it indicates to what degree the process inaccuracy contributes to the process being incapable of meeting the specifications.

article. This C

pm must exceed in order to conclude that C pm > 1

C* pm index, C pp

; namely, inaccuracy

pp

index provides

A simple transformation of the

pp

C* pm index. Often, C* pm

A process

incapability

index

59

Recently, Pearn et al.[6] introduced a new (so-called “third generation”)

, in an attempt to detect a smaller departure of the

process mean from the target value. However, the degree of this process

inaccuracy (large or small) is indicated explicitly with C

index is

information separation by the transformation. Moreover, since the C

sensitive to the process inaccuracy, it may produce a small value for a process, indicating that the process is not capable of meeting the specification although

the process has a high proportion (for instance, greater than 99.73 per cent) of

conforming output. The same is true for C

since they are less sensitive to process inaccuracy). The separated information

can be used to segregate processes (which are indicated to be less capable by a process capability index) between those with a high proportion of conforming output and those with a low proportion of conforming output.

(but to a lesser extent

process capability index, C

pmk

as a result of the

pmk

pp

and C

pp

pm

The process incapability index, C pp Let C pp be defined as

C

pp

=

That is,

C

pp =

1

C

*

pm

D

2

,

and, since 2 = (

2

.

T) 2 + 2 , it follows that

1

()

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IJQRM

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60

C pp =

2

T D +
T
D
+

D

2

,

()2

where is the process mean and 2 is the process variance. Due to the relation

(1), C

specifications and a larger value for a less capable process. A process is most

= 0. For this, the process mean must be at the process target

capable when C

( = T ) and the process variance must be zero ( 2 = 0). Any non-zero value of

indicates some degree of incapability of the process. Thus, C pp is a process

assumes a smaller value for a process more capable of meeting its

pp

pp

by plotting the contours of C pp = k for

pp

C pp

incapability index. A ( , ) plot can be constructed for C

various k values. They are a set of ( , ) values satisfying the equation,

( T ) 2 + 2 = kD 2 .

These contours are semicircles centred at = T with radius k D, which are the

same as those of C

capable the process, the smaller the semicircle is. This geometric interpretation

of C

The first and second terms of the right-hand side of (2) exclusively and respectively reflect the process inaccuracy (departure of the process mean from

the process target) and the process imprecision (process variation). This decomposition (non-contaminated information separation) is not available with

. If the process variation is negligible (that is, the second term is close to

C* pm

zero), then C

= 1, the process mean, µ, is located within one-third of the

distance between the target, T, and the nearest specification limit. The right-

hand side of (2) also shows that if the process shifts away from its target, then

increases. When the

process mean and variance both change, C

This indicates that C

capability, using both the departure from the target value and the magnitude of the process variation.

Let ( T ) 2 /D 2 be denoted by C ia (inaccuracy index) and ( /D) 2 by C ip (imprecision index), then

C pp = C ia + C ip . The inaccuracy index is the squared ratio of the distance between the process mean and the process target to one-third of the distance between the process target and the nearest specification limit. The imprecision index is the squared ratio of the process standard deviation to one-third of the distance between the process target and the nearest specification limit. Since the denominators are identical, these subindices provide the relative magnitudes of the contributions to the process in capability indicated by C pp . In fact,

= c = 1/(k D) plotted in Boyles[4, Figure 5]. The more

pm

is immediate from the transformation (1).

pp

provides a concrete measure of process centring.

pp

pp

For instance, if C

C pp increases. If the process variance increases, then C pp

pp

pp

reflects these changes additively.

has the necessary properties for assessing process

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C

100

ia

C

pp

and

C

100

ip

C

pp

provide the proportions of the process incapability contributed by the departure of the process mean from the target and by the process variation, respectively. An example of three processes with LSL = 10, T = 13 and USL = 16 is given

fails to distinguish

between on-target and off-target processes. The three processes are A

in Pearn et al.[6, Figure 2] and is used to illustrate that C

pm

distributed as N(13.00, 1.00), B distributed as N(13.50, 0.87) and C distributed as N(13.87, 0.50) where N( , ) stands for a normal distribution with mean and

standard deviation . The value of C

is one for each of A, B and C and, hence,

also fails to distinguish between on-target and off-target processes.

) are (0, 1) for A, (0.25, 0.75) for B and (0.75, 0.25)

C pp

pp

However, the values of (C ia , C

for C. These processes are clearly distinguished by the separated information.

The values of the indices for the three processes are summarized in Table I.

has failed to overcome is that it cannot

distinguish processes of high conforming output proportions from those of low

can

occur from B, which has high conforming output, as well as from a process

distributed as N(13, 1.20) with the same LSL, USL and T, which has low conforming output.

All three processes given in Pearn et al.[6, Figure 2] are capable because their conforming output proportions (COP) are higher than or equal to 99.73 per cent.

, produces a value of 1.00 for A, a value

The new process capability index, C

of 0.83 for B and a value of 0.71 for C although the conforming output

proportion of C is higher than that of B, which is, in turn, higher than that of A.

The same result happens to C

(| T | > D) of the process mean from the target value. This is illustrated by

Pearn et al.[6, Figure 1]. In the figure, three processes (A of N(14.00, 4/3), B of N(16.00, 2/3) and C of N(13.87, 1/2)) are presented with LSL = 10, T = 14 and

USL = 18. The values of C

(C pp ) are 1.00 (1.00), 0.63 (2.50) and 0.44 (5.13) for the three

Those of C

processes respectively. With these values, all three indices indicate that B and C

are not capable. However, they are highly capable of turning out a high proportion of products that meet the specifications. The values of the indices for the three processes are summarized in Table II.

ip

One disadvantage that C

pmk

conforming output proportions. For instance, the value of 0.83 for C

pmk

pmk

, but to a lesser degree, with a larger departure

pm

are respectively 1.00, 0.32 and 0.11 for A, B and C.

pmk

pm

A process

incapability

index

61

 

C pkm

C pp

C ia

C ip

C cop

A

1.00

1.00

0.00

1.00

1.00

B

0.83

1.00

0.25

0.75

1.00

C

0.71

1.00

0.75

0.25

1.00

Table I. Values of various indices for processes, A, B and C

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IJQRM

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62

The two subindices can be used to identify processes with high conforming output proportions by computing

C

cop

=

3 C ip . 3 C ia
3
C
ip
.
3
C
ia

1, then the process has a conforming output proportion of at least 99.73

If C

per cent (assuming normality). The values of C

Pearn et al.[6, Figure 2] are all identical to 1, indicating that these three

processes are indeed capable of producing at least 99.73 per cent of the time products which meet the specifications. If another process is distributed as

N(17, 1/4), then C pm = 0.44 and C pp = 5.10 (C ia = 81/16 and C ip = 9/256) for the

same process target and specification limits as in Pearn et al.[6, Figure 2].

However, C

assuming normality) conforming output proportion.

cop

for the three processes in

cop

is 0.75, indicating a very high (far greater than 99.73 per cent,

cop

Confidence intervals for C

Let X be the normally distributed process quality characteristic of interest, and

X 1 ,…, X n be a random sample of n observations of X taken while the process is in control. It is assumed that such a normal sample of a relatively small sample

size n is available for inference on C

usual sample mean and variance respectively. Kushler and Hurley[7] compared the performances of a variety of confidence

bounds (intervals) for C

using the actual “miss rates” of the different

confidence intervals. The “miss rate” is the probability of a confidence interval

. If the method (and the approximation used in the

method) of constructing a confidence interval is good, then the “miss rate” is close to the nominal rate of in the 100(1 – ) confidence. According to the “miss rates” comparisons, the method suggested by Boyles[4] performs better overall than other methods such as the central 2 method, the Bonferroni

missing the true value of C

and s 2 denote the

based on a small sample

pp

in this section. Let X

pp

pm

pm

method and the method suggested by Chan et al.[2]. The unbiased estimator for 2 ,

ˆ

2

=

i

n

(

= 1

X

i

T

)

2

n

,

() 3

Table II. Values of various indices for processes, A, B and C

 

C pkm

C pm

C pp

C cop

A

1.00

1.00

1.00

1.00

B

0.32

2.50

0.63

1.00

C

0.11

5.13

0.44

1.00

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will be used in this article. This estimator was originally proposed by Taguchi[5] and used by Boyles[4]. The variance of the estimator is smaller than the mean squared error of the biased estimator proposed by Chan et al.[2]. Under normality, the estimator ˆ is also the maximum likelihood estimator (MLE) for . Using (3), an unbiased and consistent point estimator for C pp can be obtained as

C ˆ

ˆ

2

pp =

D

2

.

Intervals with 100(1 – ) per cent confidence for C

approximating a non-central 2 distribution with a scaled 2 distribution by

equating the first two moments of the distributions. This is the same approximation method used by Boyles[4] in obtaining confidence intervals for

C

will be obtained by

pp

pm

.

The quantity ˆ 2 / 2 is approximately distributed as 2 m /m where

2 2 T n 1 + m = . 2 T 1 + 2
2
2
T
n
1
+
m =
.
2
T
1
+
2

A process

incapability

index

63

This means that the pivotal quantity is approximately distributed as 2 m /m since

ˆ

C

ˆ

2

pp

=

C

pp

2

.

Then, an approximate 100 (1 –

ˆ

mC

ˆ

pp

ˆ

mC

ˆ

pp

) confidence interval for

cup (

/

2 ;

ˆ )

m

,

cup (

12 / ;

m ˆ ) ,

C

pp

is given as

() 4

where cup( p; k) is the upper p percentage point of the 2 distribution with k degrees of freedom, mˆ is the MLE for m given as

2

2 X T n 1 + * s m = ˆ , 2 X T
2
X
T
n
1 +
*
s
m =
ˆ
,
2
X
T
1
+ 2
*
s

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IJQRM

12,4

64

*

s

(

n

1

)

sn

2

/.

C

ˆ

mC

pp

pp

cup (

;

ˆ )

m

and

vals) for

ˆ

=

The lower and upper 100(1

ˆ

mC

ˆ

pp

)

.

) confidence bounds (inter-

()

5

are respectively

,

and

0,

cup (

1

;

ˆ

m

The upper confidence bound is likely to be of interest. An unbiased and consistent point estimator for C ip can be defined obtained as

C

ip

ˆ s

=

D

2

2

.

An unbiased and consistent point estimator for

C ia

can be obtained as

C ˆ = CC ˆˆ ia pp ip 2 2 ˆ s = . 2
C ˆ
=
CC ˆˆ
ia
pp
ip
2
2
ˆ
s
=
.
2
D
2 D
The quantity
2
(
X
T
)
2
D
can be used to estimate
2
.

nD 2

C ia

but it is biased by the factor

This bias factor shows that the quantity is asymptotically unbiased but could be considerably biased for a small sample size, n, and a large standard deviation, . Table III shows 30 computer-generated observations (rounded to three decimal places) using a normal distribution with mean 13.50 and standard

deviation 13/15. Using a process target of 13 and upper and lower specification

limits of 16 and 10, respectively, C

and estimates for

and the observations in Table III, confidence intervals for C

the sub-indices will be determined as an example. A 95 per cent confidence level

will be used.

= 1.00 results. Using the same USL, LSL, T

pp

pp

Table III.

Computer-generated

normal observations

12.921

13.363

14.632

15.270

12.727

14.281

13.626

13.468

12.664

13.040

13.588

14.656

13.556

11.920

13.117

14.528

12.417

13.906

14.497

12.453

11.951

14.639

12.852

13.367

11.901

13.409

14.807

12.874

13.705

13.275

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^

is 1.01 with the two-sided 95 per cent confidence

interval of [0.65, 1.75] by (4). This interval is equivalent to the 95 per cent

confidence interval of [0.76, 1.24] for C

intervals for C

respectively to the one-sided 95 per cent confidence intervals, (0, 1.20] and [0.79,

), for C

95 per cent confidence intervals contain the true C

of 0.75. The

point estimate C ia for C ia is 0.18 (1.01 – 0.83), determined by subtracting the

point estimate for C

process incapability due to inaccuracy is 17.8 per cent which is determined by

The point estimate of C

pp

pm . The one-sided 95 per cent confidence

are [0.69, ) and (0, 1.60] by (5). These are equivalent

pp

. The estimate, 1.01, is close to the true value, 1.00, of C pp and these

^

^

ip

pp

.

is 0.83, slightly higher than the true C

ip

pp

. Thus, the estimated proportion of the

pm

The point estimate of C

^

^

ip

from that of C

dividing C ia by C

the imprecision is 82.2 per cent. Both estimates are close to the true proportions. These relative proportions suggest that the imprecision contributes more to the

incapability of the process and that, in order to improve the process, the process variation should be reduced before attempting to adjust the process to the target. Boyles[4] conducted simulation studies to assess the accuracy of the

approximate lower confidence bounds for C

same approximation. The accuracy of approximation was reported to be

satisfactory. This is expected to hold for the approximate confidence intervals

for C

bijective transformation of C pm and its confidence bounds.

and its confidence intervals are a

by the procedure based on the

. The estimated proportion of the process incapability due to

pp

pm

introduced in this section since C

pp

pp

Confidence intervals for C

Using a large sample sample (n 80), the confidence intervals both for C

and for its subindices are developed in this section. It is assumed that the process quality characteristic of interest X has the fourth moment (that is,

E(X 4 ) < ), and that a large random sample of n observations of X was taken while the process was in control and is available for determining confidence intervals.

The estimators, developed in this section, for the indices are functions of the first four sample moments and hence they are asymptotically normally distributed due to a special case of Theorem B by Serfling[8] and corollary [8, p. 124] to Theorem A by Serfling[8]. Chan et al.[9] used the theorems and corollary to show that the well-known

point estimators for C

The procedure used in this section is based on the asymptotic normality of the

and for its subindices. This extends the construction of

point estimators for C

confidence intervals for the indices of non-normal processes. However, one needs to be careful about application of a process capability index for a non- normal process because an index loses such a practical interpretation as the conforming output percentage of the process.

based on a large sample

pp

pp

p

, C

pp

pk

and C

are asymptotically normally distributed.

pm

A process

incapability

index

65

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IJQRM

12,4

66

Due to the theorems and the corollary by Serfling mentioned above,

ˆ

C pp

 

ˆ

2

 

(

X

 

T

)

2

 

*

2

 

s

=

 

=

+

 
 

D

2

D

2

D

2

is asymptotically normally distributed with mean

C

pp

and variance

2

pp

/

n

where

2 2 4 4 () T 4 () T 2 3 4 = + +
2
2
4
4
()
T
4
()
T
2
3
4
=
+
+
,
pp
4
4
4
D
D
D
3
4
=
EX [(
)
] and
=
EX [(
)
]
.
3
4
By substituting the sample moments,
n
3
n
4
(
)
(
)
X
X
X
X
i
i
*
2
i
= 11
i
= 1
Xs
,
,
M
=
and M
=
,
3
4
n
n
2
2
for
,
,
and
, an estimator for
is obtained as
3
4
pp
2
*
2
* 4
4
()
XTs
4 MXT
()
M
s
2
ˆ
3
4
=
+
+
.
pp
4
4
4
D
D
D
Using this estimator, a 100(1– ) per cent confidence interval for C pp can be
constructed as
ˆ
ˆ
C
z
ˆ /
nC ,
+
z
ˆ /
n
,
()
6
pp
/
2
pp
pp
/
2
pp

represents the upper 100p per cent point of the standard

where generally z

normal distribution. One-sided 100(1 – ) per cent confidence intervals are

respectively,

p

ˆ Cz ˆ / n , • pp pp An estimator for C , ia
ˆ
Cz
ˆ /
n
,
pp
pp
An estimator for C
,
ia
2
(
X
T
)
ˆ
C
=
,
ia
2
D

and

0 ,

ˆ

Cz

pp

+

ˆ / n pp
ˆ /
n
pp

.

() 7

is asymptotically normally distributed with mean C ia and variance

ia 2 /n where

2

ia

=

(

4

T

)

2

2

D 4

.

By substituting X and s *2 for and 2 , an estimator for ia is obtained as

2

ˆ

2

ia

=

4 (

XTs )

2

*

2

D

4

.

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Using this estimator, a 100(1 – ) per cent confidence interval for C ia can be constructed as

ˆ

C

ia

z

/

2

ˆ

ia

ˆ / nC ,
ˆ
/
nC ,

ia

+

z

/

2

ˆ

ia

n
n

/

.

()

8

One-sided 100(1 – ) per cent confidence intervals are respectively,

ˆ

Cz

ia

ˆ

ia

n
n

/

,

and

0 ,

ˆ

Cz

ia

+

ˆ

ia

/ n
/
n

.

() 9

Similarly, an estimator for C ia ,

2

ˆ s

C

ip =

D

2

,

is asymptotically normally distributed with mean C ip and variance

2

ip

4 4 = . 4 D
4
4
=
.
4
D

ip 2 /n where

By substituting s* 4 and M 4 for 4 and 4 , an estimator for

ip 2 is obtained as

ˆ

2

ip

=

M

4

* 4

s

D

4

.

A process

incapability

index

67

Using this estimator, a 100(1 – ) per cent confidence interval for C ia can be constructed as

[ C ˆ ˆ z ˆ / nC , ip / 2 ip
[ C
ˆ
ˆ
z
ˆ
/
nC ,
ip
/
2
ip

+

ip

z

ˆ

/ 2

ip

/ n ] .
/
n
] .

() 10

One-sided 100(1 – ) per cent confidence intervals are respectively,

ˆ

Cz

ip

ˆ

ip

/

2

n ,
n
,

pp ,

ˆ

Cz

ip

+

ˆ

ip

/ n . ˆ ˆ
/
n
.
ˆ ˆ

and

2

,

0

() 11

, are uncorrelated if

According to

the underlying distribution is symmetric (and hence 3 = 0). If the process distribution is normal, then these estimators are independent as expected.

2

ia and

ip , the two subindices, C ia and

C

ip

An estimator for C cop , ˆ C ˆ 3 ip C = , cop
An estimator for C cop ,
ˆ
C
ˆ 3
ip
C
=
,
cop
ˆ
3
C
ia
ˆ
ˆ

where C ia and C

asymptotically normally distributed with mean C cop and variance

ip

are estimators for C ia and C

ip

defined earlier in this section, is

cop 2 /n where

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12,4

68

2

cop

=

9

4

+

9

3

(

3 DT

+

4

)(

3

DT

+

)

3

+

9 (

4

4

)

4

2

( 3

DT

+

)

2

.

By using the same substitution with the sample moments, an estimator for is obtained as

ˆ

2 9 s

cop

=

*

4 9 M

3

+

(

3 DXT

+

)(

4

3 DXT

+

)

3

+

9 (

M

4

* 4

s

)

* 2

4

s

( 3

DXT

+

)

2

.

2

cop

Using this estimator, a 100(1 – ) per cent confidence interval for C ia can be constructed as

ˆ

C

cop

z

ˆ ˆ / nC , / 2 cop
ˆ
ˆ /
nC ,
/
2
cop

+

ip

z

/ 2

ˆ

cop

n
n

/

.

()

12

One-sided 100(1 – ) per cent confidence intervals are respectively,

ˆ

Cz

cop

n ,
n
,

ˆ /

cop

and

0 ,

ˆ

Cz

cop

+

ˆ / n cop
ˆ /
n
cop

.

() 13

In order to assess the accuracy of the approximate confidence intervals for C

C ia , C ip and C cop

cent confidence levels. A simulation study consisted of taking 10,000 random samples from a process and constructing a confidence interval (based on each of the 10,000 samples) for every one of the four indices. The ratio of the number of confidence intervals that contain the index to 10,000 (the total number of intervals) is the observed coverage rate. The accuracy of the approximation can be measured by how close the observed coverage rate is to the significance level preset for the intervals. This simulation

study was conducted for normal and non-normal processes using various sample sizes. The results of the simulation studies generally indicate that the observed coverage rates tend to be lower than the preset significance level but the approximation accuracy seems to be satisfactory for a sample size of 200 or greater. A typical result of one such study is given in Table IV. The observed coverage rates of 95 per cent two-sided confidence intervals for the indices of the same normal process used as a numerical example in the last section are given. As expected, the accuracy is lower for a smaller sample size. Incidentally,

pp

,

, simulation studies were conducted for 95 per cent and 99 per

Table IV. The observed coverage rates

n

C pp

C ia

C ip

C cop

100

93.57

93.60

92.51

93.35

200

94.16

94.10

93.95

94.26

300

94.51

94.47

95.25

94.28

400

94.60

94.21

94.18

94.66

500

94.59

94.64

94.13

94.45

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the width of a confidence interval for a given significance level becomes wider as the sample size gets smaller. Since the observed coverage rates are indicated to be generally lower than the confidence level, the approximation accuracy of the confidence intervals can be

improved by using in n–k instead of n as the denominator in (6), (7), (8), (9), (10), (11), (12) and (13). For instance, further simulation studies indicate that the

denominator of n – 16 seems to work well for normal processes in general. Table V shows the observed coverage rates of the same confidence intervals

A process

incapability

index

69

n

C pp

C ia

C ip

C cop

50

95.56

95.21

94.60

95.49

60

95.39

95.00

94.48

95.25

70

95.15

95.19

94.82

94.89

80

95.01

95.07

94.20

94.88

90

95.06

94.69

94.24

94.91

100

95.24

95.26

94.51

95.25

200

94.84

95.10

94.67

94.88

300

95.20

95.08

94.58

95.10

400

95.00

94.64

94.67

95.10

500

94.99

94.99

94.50

94.77

13.452

13.312

13.122

12.740

15.258

12.276

13.158

14.473

15.386

13.971

12.197

13.973

11.938

14.971

12.447

13.883

13.188

14.450

14.383

13.375

13.544

13.316

14.144

12.490

14.345

13.341

13.938

13.003

13.467

11.968

12.505

11.487

13.982

12.702

12.053

12.315

13.765

13.852

13.056

14.664

14.156

14.592

14.254

12.505

13.030

13.228

12.656

13.680

12.594

14.135

13.933

13.895

13.321

13.020

13.362

13.193

13.952

15.123

14.015

13.346

14.095

12.686

14.633

12.661

15.090

13.548

13.090

13.780

12.211

13.418

14.194

14.144

12.866

14.068

14.084

12.925

14.928

12.074

12.369

12.765

Table V. The observed coverage rates with n – 16

Table VI.

Computer-generated

normal observations

 

Two-sided

One-sided

One-sided

C

[0.68, 1.28]

[0.72, ) [0.05, ) [0.58, ) [0.89, )

(0, 1.23]

C

pp

ia

[0.02, 0.42]

(0, 0.39]

C

ip

cop

[0.54, 0.98]

(0, 0.94]

C

[0.86, 1.21]

(0, 1.18]

Table VII. 95 per cent confidence intervals

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12,4

70

for the identical normal process as those listed in Table IV. However, this time,

n – 16 is used with various sample size n. With the correction factor k = 16, the accuracy seems to be satisfactory for a

sample size as small as 50. However, the confidence interval, using n – 16 for

the denominator, is wider than a confidence interval using n. Table VI shows 80 computer-generated observations (rounded to three decimal places) from the same normal distribution used to generate the 30 observations in Table III. Using these 80 observations with the same target and

specification limits used in the example given in Table III, confidence intervals

for C

method introduced at the beginning of this section. The confidence level used is

95 per cent.

and its subindices will be constructed as an example of the large sample

pp

is 0.98 with the two-sided 95 per cent confidence

interval of [0.68, 1.28] by (6) while the one-sided 95 per cent confidence intervals

for C

ˆ

The point estimate of C

pp

are [0.72, ) and (0, 1.23] by (7). This estimate is close to the true value,

pp

and these 95 per cent confidence intervals contain the true C

ˆ

pp .

pp

1.00, of C

The point estimate of C ia is 0.22 with the two-sided 95 per cent confidence interval of [0.02, 0.42] by (8) while the one-sided 95 per cent confidence intervals

for C ia are [0.05, ) and (0, 0.39] by (9). This estimate is close to the true value, 0.25, of C ia and these 95 per cent confidence intervals contain the true C ia .

is 0.76 with the two-sided 95 per cent confidence

interval of [0.54, 0.98] by (10) while the one-sided 95 per cent confidence

intervals for C

true value, 0.75, of C ip and these 95 per cent confidence intervals contain the

true C

are [0.58, •) and (0, 0.94] by (11). This estimate is close to the

ˆ

The point estimate of C

ip

.

ip

ip

cop

cop

is 1.04 with the two-sided 95 per cent

confidence interval of [0.86, 1.21] by (12) while the one-sided 95 per cent

confidence intervals for C

are [0.89, ) and (0, 1.18] by (13). This estimate is

and these 95 per cent confidence intervals

contain the true C

close to the true value, 1.03, of C

ˆ

Similarly, the point estimate of C

cop

cop

. These confidence intervals are summarized in Table VII.

pp

Using the confidence intervals developed in this section, a sample size of 80

and its subindices with adequate

accuracy as demonstrated with the simulation studies and numerical example

provides practical confidence intervals for C

given in Table VI. If a subgroup of size 5 is used for an X-chart to monitor a

process, 80 observations constitute 16 points on the chart. The number of observations, 80, is not prohibitively large for many processes.

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