MINITAB - Capability Analysis Formulas (Estadisticas de Capacidad)

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Minitab Technical Support Document
Capability Analysis (Normal) Formulas
Capability Statistics (Default)

Definitions

T = target
LSL = lower specification limit
USL = upper specification limit
= process mean
tol = sigma tolerance
m = midpoint of LSL and USL
x = estimate of process mean
Within
= within subgroup process standard deviation
Within
= StDev(Within) = estimate of within subgroup process standard deviation
n = total number of (nonmissing) observations
n
i
= number of (nonmissing) observations in subgroup i
c
4
(n
i
) = unbiasing constant for subgroups of size n
i
(for use with sample standard
deviations)
Overall
= overall process standard deviation
Overall
= StDev(Overall) = estimate of overall process standard deviation
P(X) = probability of event X
Z = standard normal variable
x
i
= the ith observation
x
ij =
the jth observation of the ith subgroup

Note: If the subgroup size is 1,
Within
is estimated using the average moving range by default. If the subgroup
size is greater than 1,
Within
is estimated using a pooled standard deviation by default. See Methods of
Estimating Sigma below.

Note: c
4
(n
i
) is an unbiasing constant whether or not the sample size is small or large. The bias is negligible for
large samples (see, e.g. Farnum), as with larger samples, c
4
(n
i
) approaches the value of one.

In Releases 13 and 14 you can estimate sigma either using unbiasing constants or not. The default is to use
unbiasing constants. To not use unbiasing constants, choose Stat > Quality Tools > Capability Analysis >
Normal > Estimate (In Release 13, Stat > Quality Tools > Capability Analysis (Normal) > Estimate) and
uncheck Use unbiasing constants.

Web: http://www.minitab.com/support/ http://www.minitab.com/support/ http://www.minitab.fr

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)
Formulas

Capability Statistics (Cp, Pp)

Cp =
( )
(
Within
LSL USL
* 6

= p C
( )
( )
Within
LSL USL
* 6

CPU =
( )
( )
Within
USL

* 3

= U P C
( )
( )
Within
x USL
* 3

CPL =
( )
( )
Within
LSL
* 3

= L P C
( )
( )
Within
LSL x
* 3

Cpk = minimum{CPU, CPL} = minimum k p C { } L P C U P C

pm C
=
( )
( ) 1
*
) (
2
n
T x
tol
LSL USL
i

when LSL and USL are
given, and T=m

Note: This formula is always used in Release 13.
Cpm is not calculated in Release 13 if there is
only one specification limit.
pm C
=
( )
( )
( ) 1
*
2
, min
2
n
T x
tol
T USL LSL T
i

when LSL and USL are
given, and Tm

Note: This formula only applies to Release 14.
pm C
=
( )
( ) 1
*
2
) (
2
n
T x
tol
T USL
i

when USL and T are given Note: This formula only applies to Release 14.
pm C
=
( )
( ) 1
*
2
) (
2
n
T x
tol
LSL T
i

when LSL and T are given Note: This formula only applies to Release 14.

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pk C C
=
within
USL

3

when only USL is given
pk C C
=
within
LSL
3

when only LSL is given
pk C C
=
( ) ( { )}
within
LSL USL

3
, min

when LSL and USL are given
where:
= Target when Target is given
( USL LSL + =
2
1
)
when both LSL and USL are given but no Target
x = otherwise

Pp =
( )
Overall
LSL USL
* 6

= p P
( )
Overall
LSL USL
* 6

PPU =
( )
Overall
USL

* 3

= U P P
( )
( )
Overall
x USL
* 3

PPL =
( )
Overall
LSL
* 3

L P P
=
( )
( )
Overall
LSL x
* 3

Ppk = minimum{PPU, PPL} = minimum k p P { } L P P U P P

Note: The capability statistics displayed in the MINITAB output are estimates, but for simplicity do not include
the hats. For example, is displayed as Cpk. k p C

Note: In Release 14, you can display confidence intervals for the capability statistics. To see the formulas, see
Confidence Intervals below.


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Confidence Intervals for Capability Statistics

Definitions for Confidence Intervals

df f
n
=
( ) 1 = n k df
k = number of samples
n = average sample size

f
n
= adjustment for method used to estimate
2
within
For:
Pooled standard deviation, f
n
= 1

Average and median moving range, 1 + = w k where w is the number of observations used to
calculate the moving range

Sbar, f
n
varies with n

n f
n
2 0.88
3 0.92
4 0.94
5 0.95
6-7 0.96
8-9 0.97
10-
17
0.98
18-
64
0.99
65+ 1.00

Rbar, f
n
= 0.9
Square root of MSSD, 1 = k

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F

ormulas for Confidence Intervals
Cp
2
, 1
2

= p C LowerBound ,
2
,
2
p C UpperBound =
where is defined under Definitions of Confidence Intervals above.

Cpk
9
1
2
2
k p C
kn
Z k p C LowerBound + = ,
9
1
2
2
k p C
kn
Z k p C UpperBound + + =
where k, n, and are defined under Definitions of Confidence Intervals above.

Cpm
2
, 1
2

= m p C LowerBound ,
2
,
2
m p C UpperBound =
where:
( )
2
2
2
2 1
1
a
a
kn
+
+
=
overall
et T x
a
arg
=
k and n are defined under Definitions of Confidence Intervals above

Pp
1
2
1 , 1
2
=

kn
p P LowerBound
kn
,
1
2
1 ,
2
=

kn
p P UpperBound
kn

where k and n are defined under Definitions of Confidence Intervals above.

Ppk
( ) 1 2
9
1
2
2
+ =
kn
k p P
kn
Z k p P LowerBound

,
( ) 1 2
9
1
2
2
+ + =
kn
k p P
kn
Z k p P UpperBound

where k and n are defined under Definitions of Confidence Intervals above.


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PPM

i) Observed Performance PPM < LSL = 1,000,000 * ((number of observations < LSL) / n)

ii) Observed Performance PPM > USL = 1,000,000 * ((number of observations > USL) / n)

Observed Performance Total = sum of (i) and (ii)

iii) Exp. Within Performance PPM < LSL = 1,000,000 *
( )

>
Within
x LSL
Z P

iv) Exp. Within Performance PPM > USL = 1,000,000 *
( )

>
Within
x USL
Z P

Exp. Within Performance Total = sum of (iii) and (iv)

v) Exp. Overall Performance PPM < LSL = 1,000,000 *
( )

>
Overall
x LSL
Z P

vi) Exp. Overall Performance PPM > USL = 1,000,000 *
( )

>
Overall
x USL
Z P

Exp. Overall Performance Total = sum of (v) and (vi)

Note: % figures are obtained by dividing the formulas above by 10,000.

Note: If you use a historical mean, that value will be used in place of X for , , , , U P C
L P C
k p C U P P
L P P
,
, and all PPM (Expected). k p P

If you use a historical sigma, that value will be used in place of
Within
for , , and all PPM
(Expected Within).
p C
U P C
L P C


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Methods of Estimating

Overall standard deviation

Overall
= StDev(Overall) =
) (
4
n c
s

s =
( )
( ) 1
2
n
x x
i j
ij

Estimating
Within
when subgroup size > 1

Pooled standard deviation Default
Within
= StDev(Within) =
( ) d c
s
p
4

s
p
=
( )
( )
i
i
i j
i ij
n
x x
1
2

d = degrees of freedom ( ) 1 1 +
i
n

Note: When the subgroup size is constant, the pooled standard deviation = (square root of the average of the
variances) / c
4
((n
i
-1)+1):
Within
= StDev(Within) =
( ) d c
s
p
4

s
p
=
k
s
k
i
i
=1
2

d = degrees of freedom 1 + k n
k = number of subgroups


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Rbar - Average of subgroup ranges
Within
= StDev(Within) =
( )
i
i
i i
i i
f
n d
r f
2

f
i
=
( ) [ ]
( ) [ ]
2
3
2
2
n d
n d

Within
= StDev(Within) =
( )
i
n d
R
2
if all n
i
are the same

Sbar - Average of subgroup standard deviations
Within
= StDev(Within) =
( )
i
i
i i
h
n c
s h
) (
4

s
i
=
( )
( ) 1
2
i
j
i ij
n
x x

h
i
=
( )
( )
2
4
2
4
) ( 1
) (
i
i
n c
n c

Note: When the subgroup size is constant, sbar = (average of the subgroup standard deviations) / c
4
(n
i
):
Within
= StDev(Within) =
( )
i
n c
s
4

k
s
s
k
i
i
=
=
1

k = number of subgroups


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Estimating
Within
when subgroup size = 1

Average moving range Default

Within
= StDev(Within) =
( ) w d
R M
2

MR
i
= the ith moving range = max[x
i
, , x
i-w+1
] min[x
i
, , x
i-w+1
], for i = w, , n
R M =
( )
( ) 1
...
+
+ +
w n
MR MR
n w

w = the number of observations used in the moving range. w = 2 by default.

Median moving range
Within
= StDev(Within) =
( ) w d
R M
4
~

MR
i
= the ith moving range = max[x
i
, , x
i-w+1
] min[x
i
, , x
i-w+1
], for i = w, , n
R M
~
= the median of all MR
i
w = the number of observation used in the moving range. w = 2 by default.

Square root of MSSD Square root of half of the Mean of the Squared Successive Differences
Within
= StDev(Within) =
( )
( )
|
4
2
) (
1
*
2
1
i
i
n c
n
d

d
i
= successive differences
c
4
(n
i
)
|
c
4
(n
i
)

References:
Montgomery, D.C. (2001). Introduction to Statistical Quality Control, 4
th
Edition. John Wiley & Sons.
Donald J. Wheeler(1995). "Advanced Topics in Statistical Process Control", SPC Press, Inc.
N. R. Farnum (1994). Modern Statistical Quality Control and Improvement, Wadsworth Publishing.
I.W. Burr (1976). Statistical Quality Control Methods, Marcel Dekker, Inc.


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