A PROCESS CAPABILITY INDEX

SENSITIVE TO SKEWNESS
Peter A. Wright
School of Mathematical Sciences, University of Technology, Sydney
P O Box 123, Broadway NSW 2007, Australia
A new process capability index,
s
, is proposed which extends the most useful
index to date, the Pearn-Kotz-Johnson
pmk
, by not only taking into account that
the process mean may not lie midway between the specification limits and incor-
porating a penalty when the mean deviates from its target, but also incorporating a
penalty for skewness. The new index is specifically designed to help control
skewness-prone manufacturing processes typified by a hole-drilling process. (The
distribution of hole diameters produced by an in-control drilling process is usually
near-normal but truncated on the left, at the drill diameter, and slightly skewed to
the right. The characteristic behavior of a worsening hole-drilling process is a
simultaneous increase in mean, variance and skewness, with little change in the
lower percentiles of the distribution.) An estimator
s
is proposed and its bias and
varianceis studiedbysimulation. Thesimulationstudies showthat the newestimator
compares favourably with
pmk
even when skewness is not present. Hence the use
of
s
is advocated for monitoring near-normal processes where loss of capability
typically leads to asymmetry.
KEY WORDS: Statistical process control; process capability indices; skewed
processes; hole-drilling.
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1
1. INTRODUCTION
A process capability index is a unitless measure of how capable a manufacturing
process is of operating within its specifications. These indices are statistics which
relate distributional characteristics of a process with engineering specifications.
Despite their disadvantages, these indices are extremely popular in the manufac-
turing communitydue to (1) the unitless nature of the index which provides an easily
understood measure of process performance, and (2) the ease with which they can
be used to simultaneously monitor the performance of a large number of different
processes.
There are many expositions on the basic process capability indices [e.g. Kane
(1986), Montgomery (1991), Pearn, Kotz and Johnson (1992)]. Earlier indices were
combined in Pearn, Kotz and Johnson (1992) into arguably the most useful index
to date for processes with two-sided specification limits. This index alerts the user
if the process variance increases and/or the process mean deviates from its target
and is designed to monitor normal and near-normal processes. This index is
where USL and LSL are the upper and lower specification limits, and are the
mean and standard deviation of the process, and T is the target for the process mean.
Note that this index explicitly takes into account that the process mean may not lie
midway betweenthe specification limits and incorporates a penalty when deviates
from T. As with all process capability indices, this index is constructed so that the
larger the index, the more capable the process.
As illustrated in Pearn, Kotz and Johnson (1992), process capability indices
have undesirable properties when the target is not midway between the upper and
C
pmk

min(USL , LSL)
3 [
2
+ ( T)
2
]
1/2

2
lower specification limits. We will restrict our attention in the remainder of this
paper to the case where T = (USL+LSL) / 2. Note that if we let d = (USL LSL) / 2
and utilize the identity , then
pmk
may be
expressed as
An important class of manufacturing processes for which this index may not
provide appropriate warnings is typified by a hole-drilling process. For such an
application, the diameter of the hole can never be less than the diameter of the drill.
It can, however, exceed the diameter of the drill due to the effects of drill bluntness,
wobbling in the chuck, etc. (Gunter, 1991). Therefore the distribution of hole
diameters produced by an in-control process will usually be truncated on the left
(at the drill diameter) and slightly skewed to the right. For practical purposes,
however, a capable hole-drilling process will usually be close enough to normal to
besuitable for monitoringusinga conventional process capabilityindex. [See Figure
1.] As withany process, it is of interest tomonitor a hole-drillingprocess for variance
increases and/or deviations of the mean from its target. However, the characteristic
behavior of a worsening hole-drilling process is manifested as a simultaneous
increase in mean, variance and skewness, with little change in the lower percentiles
of the distribution. [See Figure 2.]
The
pmk
index described above will provide warnings based upon changes in
the variance and mean of the process as it worsens. However, with
pmk
, changes
in the shape of the distribution are neglected, which is an important indicator of
problems in skewness-prone processes. Accordingly, we now propose a new index
which is particularly suited for detecting reductions in the capability of such pro-
cesses.
min( x, y) ( x + y) / 2 x y / 2 C
C
pmk

d T
3 [
2
+ ( T)
2
]
1/2
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3
2. AN INDEX SENSITIVE TO SKEWNESS
We utilize the third central moment, , as a measure of skewness and
define the following process capability index:
where is divided by to ensure the skewness term is expressed in the same units
as the other terms in the denominator, and its absolute value ensures that negative
skewness also penalizes the index. If the elements of
s
are scaled by , we have
where is the conventional standardized measure of skewness.
Note that , withequality when the process is symmetric.
s
possesses
the desirable qualities of
pmk
of taking into account that may not be midway
between USL and LSL, while penalising deviations of from T. However,
s
has
the advantage of incorporating the additional information about the shape of the
distribution embodied in the denominators penalty for skewness. Thus
s
is
especiallysuited toprocesses where increasing skewness is likely to be an important
component of worsening capability, such as the hole-drilling processes discussed
above.
For example, consider processes with LSL = 0, USL = 20, T = 10, as depicted
in Figure 3. Suppose the original process has a normal distribution with = 10,
= 2. Then
pmk
=
s
= 1.67.

3
E(X )
3
C
s

min(USL , LSL)
3 [
2
+ ( T)
2
+
3
/ ]
1/2

d T
3 [
2
+ ( T)
2
+
3
/ ]
1/2

3

C
C
s

d/ ( T)/
3 [ 1 + {( T)/}
2
+
1
1/2
]
1/2

1
1/2

3
/
3
C
s
C
pmk
C
C
C
C

C C
4
Furthermore, suppose that the process has deteriorated, and it now follows a
lognormal distribution with mean 10.5 and standard deviation 2.4 (and hence
). (This is the curve labeled lognormal(10.5,5.8) in Figure 3.)
Then
pmk
= 1.29, and
s
= 1.00.
Suppose further that the process continues to deteriorate and now follows a
lognormal distribution with mean 11 and standard deviation 2.9 (and hence
). (This is the curve labeled logormal(11.0,8.4) in Figure 3.)
Then
pmk
= 0.98, and
s
= 0.75.
It is evident that
s
responds more quickly than
pmk
because it includes the
additional information about the changing shape of the distribution.
3. ESTIMATION OF C
pmk
AND C
s
Suppose we have a random sample of size n with mean . Noting that
, Pearn, Kotz and Johnson (1992) suggested esti-
mating
pmk
with
If is the rth sample central moment, it can be shown (Kendall
and Stuart, 1969) that in normal samples . Now

3
9.8,

1
0.7
C C

3
18.9,

1
0.8
C C
C C
X
1
n

i 1
n
X
i
E

1
n

i 1
n
(X
i
T)
21
1
]

2
+ ( T)
2
C

C
pmk

d X T
3

1
n

i 1
n
(X
i
T)
2 1
1
]
1/2
m
r

1
n

i 1
n
(X
i
X)
r
E(m
3
/m
2
1/2
) E(m
3
) / E(m
2
1/2
)
5
[ is widely tabulated; e.g., see Appendix VI of Montgomery (1991).] This suggests
that
s
should be estimated by
Note that , with equality when the third sample central moment is zero.
Due to the intractable distribution of
s
, simulation was used to compute the
expected value and variance of
s
in samples from a normal distribution; it is still
possible, however, that confidence intervals for
s
can be obtained using bootstrap
methods (Franklin and Wasserman, 1992). The moments were calculated from
50,000,000 samples of size n using a Thinking Machines CM5 massively parallel
supercomputer. The results are shown in Table 1, which is in the same format as
the table of moments of
pmk
in normal samples given in Pearn, Kotz and Johnson
(1992). The bias of
pmk
and
s
is shown in Table 2.
Comparison of the variance of
s
in Table 1 with that of
pmk
given in Pearn,
Kotz and Johnson (1992) shows that the variance of
s
is either lower or negligibly
different from the variance of
pmk
.
E(m
3
) (n 1) (n 2)
3
/ n
2
E(m
2
1/2
)

2
n
_

,
1/2
(n/2)
((n 1)/2)

n 1
n
_

,
1/2
c
4

where c
4

2
n 1
_

,
1/2
(n/2)
((n 1)/2)
c
4
C

C
s

d X T
3

1
n

i 1
n
(X
i
T)
2
+

n
2
m
3
(n 1) (n 2)

n
n 1
m
2
c
4
2
_

,
1/2
1
1
1
1
1
]
1/2

d X T
3

1
n

i 1
n
(X
i
T)
2
+

n c
4
(n 1)
1/2
(n 2)

i 1
n
(X
i
X)
3

i 1
n
(X
i
X)
2
_

,
1/2
1
1
1
1
1
]
1/2

C
s


C
pmk

C

C

C

C

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6
Table 2 shows that when the process mean is on-target,
s
is more biased and
consistentlypessimistic, withbias from 11%to 21%, than
pmk
whose bias ranges
from 5% to +4%. Note that this pessimism is of no consequence if the process
starts with
s
at an acceptable level, since this implies that
s
is also acceptable,
and since the bias of
s
reduces as the mean shifts off-target, any noticeable
reductions in
s
will indicate a reduction in
s
.
When the mean has shifted 0.5 or more standardized units, the picture changes.
For samples of size 10,
s
is less biased than
pmk
. For larger samples,
pmk
tends
to have less bias than
s
in the less critical situation of small shifts in mean when
is large; as the reductions in capability become more dramatic with larger shifts
inmean and smaller ,
s
tends tohave less bias than
pmk
. Neither index displays
more than 10% bias when the process is off-target, with the bias reducing as the
shift inmeanincreases. So, while weonlyadvocatetheuseof
s
tomonitor processes
where skewness may be a problem, even when the process remains normal,
s
is
more accurate than
pmk
in off-target situations using small samples or where there
have been critical shifts in the mean.
4. SUMMARY
A new process capability index
s
is proposed which extends the
pmk
index of
Pearn, Kotz and Johnson (1992) to handle situations where worsening capability is
characterised not only by an increase in variance and/or deviation of mean from
target but also by an increase in skewness.

C C

C C

C

C

C

C
d/
d/

C

C
t

C
C C
7
An estimator
s
is proposed which performs well in comparison to
pmk
for
samples fromthe normal distribution:
s
has similar or smaller variance than
pmk
;
while being pessimistic when the process is on-target, for off-target processes
s
is less biased in small samples and, for larger samples, tends to be less biased in the
most critical usage situations (where the shifts in mean are larger and the specifi-
cation range is small).
Hence we advocate the use of
s
and
s
for monitoring near-normal processes
where loss of capability typically leads to asymmetry.
References
Franklin, L. A. and Wasserman, G. S. (1992). Bootstrap Lower Confidence Limits
for Capability Indices. Journal of Quality Technology, 24(4), 158-172.
Gunter, Bert. (1991). Process Capability Studies Part 3: The Tale of the Charts.
Quality Progress, XXIV(6), 77-85.
Kane, V. E. (1986). Process Capability Indices. Journal of Quality Technology,
18(1), 41-52; Corrigenda. Journal of Quality Technology, 18(4), 265.
Kendall, M. G. and Stuart, A. (1969). The Advanced Theory of Statistics, Vol. 1,
3rd ed., London: Charles Griffin.
Montgomery, D. C. (1991). Introduction to Statistical Quality Control, 2nd ed.,
New York: John Wiley.
Pearn, W. L., Kotz, S. and Johnson, N. L. (1992). Distributional and Inferential
Properties of Process CapabilityIndices. Journal of Quality Technology, 24(4),
216-231.

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Table 1. Expected value and variance of
s
in normal samples
0.0 0.5 1.0 1.5 2.0
n E.V. Var. E.V. Var. E.V. Var. E.V. Var. E.V. Var.
2 0.5275 0.029 0.4161 0.026 0.2341 0.013 0.0973 0.005 0.0056 0.002
3 0.8275 5 0.6906 8 0.4582 5 0.2765 4 0.1516 3
10 4 1.1275 0.064 0.9651 0.054 0.6822 0.026 0.4557 0.010 0.2976 0.004
5 1.4276 5 1.2397 1 0.9063 5 0.6349 6 0.4436 6
6 1.7276 0.114 1.5141 0.092 1.1304 0.044 0.8141 0.017 0.5896 0.007
0 1 5 9 7
2 0.5447 0.178 0.4130 0.140 0.2277 0.067 0.0930 0.027 0.0028 0.011
3 0.8432 0 0.6857 8 0.4503 6 0.2715 3 0.1484 7
20 4 1.1416 0.256 0.9584 0.200 0.6731 0.095 0.4499 0.038 0.2940 0.016
5 1.4402 4 1.2311 3 0.8958 7 0.6283 7 0.4396 6
6 1.7385 1.5038 1.1184 0.8068 0.5852
0.014 0.013 0.006 0.002 0.001
2 0.5575 4 0.4139 3 0.2266 2 0.0919 5 0.0019 1
3 0.8578 0.031 0.6879 0.026 0.4499 0.012 0.2706 0.004 0.1476 0.002
30 4 1.1580 1 0.9619 0 0.6732 1 0.4494 9 0.2934 2
5 1.4584 0.054 1.2359 0.043 0.8965 0.020 0.6281 0.008 0.4392 0.003
6 1.7587 7 1.5098 8 1.1197 3 0.8068 3 0.5850 6
0.085 0.066 0.030 0.012 0.005
2 0.5667 3 0.4154 6 0.2265 9 0.0915 7 0.0014 5
3 0.8690 0.122 0.6907 0.094 0.4505 0.043 0.2706 0.018 0.1474 0.007
40 4 1.1711 7 0.9661 3 0.6746 8 0.4497 0 0.2933 9
5 1.4734 1.2414 0.8986 0.6288 0.4393
6 1.7756 0.009 1.5168 0.009 1.1226 0.004 0.8078 0.001 0.5853 0.000
9 0 1 7 7
2 0.5737 0.021 0.4167 0.017 0.2267 0.008 0.0913 0.003 0.0011 0.001

C
( T)/
d

9
3 0.8775 4 0.6933 6 0.4514 0 0.2707 3 0.1473 4
50 4 1.1815 0.037 0.9699 0.029 0.6760 0.013 0.4501 0.005 0.2934 0.002
5 1.4853 6 1.2465 5 0.9006 4 0.6295 5 0.4396 4
6 1.7892 0.058 1.5230 0.044 1.1253 0.020 0.8090 0.008 0.5857 0.003
5 9 4 3 7
0.084 0.063 0.028 0.011 0.005
1 6 9 9 2
0.007 0.006 0.003 0.001 0.000
7 9 1 2 5
0.016 0.013 0.006 0.002 0.001
5 4 0 4 1
0.029 0.022 0.010 0.004 0.001
1 5 1 1 8
0.045 0.034 0.015 0.006 0.002
2 2 4 3 7
0.065 0.048 0.021 0.008 0.003
0 5 8 9 9
0.006 0.005 0.002 0.001 0.000
3 6 5 0 4
0.013 0.010 0.004 0.002 0.000
5 9 9 0 9
0.023 0.018 0.008 0.003 0.001
7 3 2 3 5
0.036 0.027 0.012 0.005 0.002
9 8 5 1 2
0.053 0.039 0.017 0.007 0.003
0 4 7 2 2
10
Table 2. % bias of
pmk
and
s
in normal samples
n 0.0 0.5 1.0 1.5 2.0 0.0 0.5 1.0 1.5 2.0
2 5% 10% 12% 14% n.a. 21 7% 1% 5% n.a.
3 0% 9% 9% 8% 7% % 7% 3% 0% 2%
10 4 2% 9% 8% 6% 5% 17 8% 4% 1% 0%
5 3% 9% 8% 6% 4% % 8% 4% 2% 1%
6 4% 9% 7% 5% 4% 15 8% 4% 2% 1%
%
2 5% 5% 6% 7% n.a. 14 8% 3% 1% n.a.
3 2% 5% 4% 4% 3% % 8% 4% 2% 0%
20 4 1% 4% 4% 3% 2% 14 8% 5% 3% 1%
5 0% 4% 4% 3% 2% % 8% 5% 3% 2%
6 1% 4% 4% 3% 2% 8% 5% 3% 2%
18
2 5% 3% 4% 4% n.a. % 7% 4% 1% n.a.
3 2% 3% 3% 2% 2% 16 8% 5% 2% 1%
30 4 1% 3% 3% 2% 2% % 8% 5% 3% 2%
5 0% 3% 2% 2% 1% 14 8% 5% 3% 2%
6 0% 3% 2% 2% 1% % 8% 5% 3% 2%
14
2 4% 3% 3% 3% n.a. % 7% 4% 1% n.a.
3 2% 2% 2% 2% 2% 13 7% 4% 2% 1%
40 4 1% 2% 2% 1% 1% % 7% 5% 3% 2%
5 1% 2% 2% 1% 1% 7% 5% 3% 2%
6 0% 2% 2% 1% 1% 16 8% 5% 3% 2%
%

C

C
100 (E(

C
pmk
) C
pmk
) / C
pmk
100 (E(

C
s
) C
s
) / C
s
( T)/ ( T)/
d

11
2 4% 2% 2% 3% n.a. 14 7% 4% 1% n.a.
3 2% 2% 2% 1% 1% % 7% 4% 2% 1%
50 4 1% 2% 1% 1% 1% 13 7% 4% 3% 2%
5 1% 2% 1% 1% 1% % 7% 4% 3% 2%
6 0% 2% 1% 1% 1% 12 7% 5% 3% 2%
%
12
%
15
%
13
%
12
%
12
%
11
%
14
%
12
%
11
%
11
%
11
%
12
FIGURE CAPTIONS
Figure 1. Typical distribution of the diameter of drilled holes.
Figure 2. Typical changes in the distribution of a worsening hole-drilling pro-
cess.
Figure 3. Normal(10,4), lognormal(10.5,5.8) and lognormal(11,8.4) distribu-
tions.
13