A comparison of some modified confidence intervals based on robust scale estimators for process capability index

This paper aims to compare the performances of modified confidence intervals based on robust scale estimators with classical confidence interval for process capability index (Cp) when the process has a non-normal distribution. The estimated coverage probability and the average width of the confidence intervals were obtained by a Monte-Carlo simulation under different scenarios. Simulation results showed that the modified confidence intervals performed well in terms of coverage probability and average width for all cases. Two real-life numerical examples from industry are analyzed to illustrate the performance and the implementation of the classical and modified confidence intervals for the process capability index (Cp) which also supported the results of the simulation study to some extent.