A graphical approach to obtaining confidence limits of Cpk

The process capability index Cpk has been widely used as a process performance measure. In practice this index is estimated using sample data. Hence it is of great interest to obtain confidence limits for the actual index given a sample estimate. In this paper we depict graphically the relationship between process potential index (C-p), process shift index (k) and percentage non-conforming (p). Based on the monotone properties of the relationship, we derive two-sided confidence limits for k and C-pk under two different scenarios. These two limits are combined using the Bonferroni inequality to generate a third type of confidence limit. The performance of these limits of C-pk in terms of their coverage probability and average width is evaluated by simulation. The most suitable type of confidence limit for each specific range of k is then determined. The usage of these confidence limits is illustrated via examples. Finally a performance comparison is done between the proposed confidence limits and three nonparametric bootstrap confidence limits. The results show that the proposed method consistently gives the smallest width and yet provides the intended coverage probability. (C) 1997 John Wiley & Sons, Ltd.