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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
ni = number of (nonmissing) observations in subgroup i
c4(ni) = unbiasing constant for subgroups of size ni (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
xi = the ith observation
xij = 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: c4(ni) 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, c4(ni) 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.
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Formulas
Capability Statistics (Cp, Pp)
Cp =
(USL LSL ) Cp =
(USL LSL )
(6 * Within ) (6 * Within )
CPU =
(USL ) CP U =
(USL x )
CPL =
( LSL ) CP L =
(x LSL )
Cpk = minimum{CPU, CPL} {
Cp k = minimum CP U , CP L }
(USL LSL) when LSL and USL are Note: This formula is always used in Release 13.
Cpm = given, and T=m Cpm is not calculated in Release 13 if there is
(x T)
2
tol *
i
only one specification limit.
(n 1)
min (T LSL, USL T ) when LSL and USL are Note: This formula only applies to Release 14.
Cpm = given, and Tm
(x T)
2
tol i
*
2 (n 1)
(USL T ) when USL and T are given Note: This formula only applies to Release 14.
Cpm =
(x T)
2
tol i
*
2 (n 1)
(T LSL) when LSL and T are given Note: This formula only applies to Release 14.
Cpm =
(x T)
2
tol i
*
2 (n 1)
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USL when only USL is given

CC pk =
3 within
LSL when only LSL is given
CC pk =
3 within
min{(USL ), ( LSL )} when LSL and USL are given
CC pk =
3 within
where:
= Target when Target is given
1 when both LSL and USL are given but no Target
= (LSL + USL )
2
= x otherwise
Pp =
(USL LSL ) Pp =
(USL LSL )
6 * Overall 6 * Overall
PPU =
(USL ) PP U =
(USL x )
3 * Overall (3 * Overall )
PPL =
( LSL ) PP L =
(x LSL )
3 * Overall (3 * Overall )
Ppk = minimum{PPU, PPL} {
Pp k = minimum PP U , PP L }
Note: The capability statistics displayed in the MINITAB output are estimates, but for simplicity do not include
the hats. For example, Cp k is displayed as Cpk.
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
= f n df
df = k (n 1)
k = number of samples
n = average sample size
fn = adjustment for method used to estimate within

2
For:
Pooled standard deviation, fn = 1
Average and median moving range, = k w + 1 where w is the number of observations used to
calculate the moving range
Sbar, fn varies with n
n fn
2 0.88
3 0.92
4 0.94
5 0.95
6-7 0.96
8-9 0.97
10- 0.98
17
18- 0.99
64
65+ 1.00
Rbar, fn = 0.9
Square root of MSSD, = k 1
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Formulas for Confidence Intervals
Cp 12 2 ,
2 ,
LowerBound = C p , UpperBound = C p 2

where is defined under Definitions of Confidence Intervals above.
Cpk 1 Cp k 2 1 Cp k 2
LowerBound = Cp k Z 2 + , UpperBound = Cp k + Z 2 +
9kn 2 9kn 2
where k, n, and are defined under Definitions of Confidence Intervals above.
Cpm 12 2 ,
2 ,
LowerBound = Cp m , UpperBound = Cp m 2

where:
= kn
(1 + a ) 2 2
1 + 2a 2
x T arg et
a=
overall
k and n are defined under Definitions of Confidence Intervals above
Pp 12 2 ,kn1
2 , kn 1
LowerBound = Pp , UpperBound = Pp 2
kn 1 kn 1
where k and n are defined under Definitions of Confidence Intervals above.
Ppk 1 Pp k 2 1 Pp k 2
LowerBound = Pp k Z 2 + , UpperBound = Pp k + Z 2 +
9kn 2(kn 1) 9kn 2(kn 1)
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 * P Z >
(LSL x )
Within

iv) Exp. Within Performance PPM > USL = 1,000,000 * P Z >
(USL x )
Within
Exp. Within Performance Total = sum of (iii) and (iv)

v) Exp. Overall Performance PPM < LSL = 1,000,000 * P Z >
(LSL x )
Overall

vi) Exp. Overall Performance PPM > USL = 1,000,000 * P Z >
(USL x )
Overall
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 CP U , CP L , Cp k , PP U , PP L ,
Pp k , and all PPM (Expected).
If you use a historical sigma, that value will be used in place of Within for Cp CP U , CP L , and all PPM
(Expected Within).
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Methods of Estimating
Overall standard deviation

s
Overall = StDev(Overall) =
c 4 (n)
2
(xij x )
s= i j
(n 1)
Estimating Within when subgroup size > 1
Pooled standard deviation Default

sp
Within = StDev(Within) =
c 4 (d )
2
(xij xi )
sp =
i j

(ni 1)
i
d = (ni 1) + 1 degrees of freedom
Note: When the subgroup size is constant, the pooled standard deviation = (square root of the average of the
variances) / c4((ni-1)+1):
sp
c 4 (d )
k
s
i =1
2
i
sp =
k
d = n k + 1 degrees of freedom
k = number of subgroups
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Rbar - Average of subgroup ranges
fr
i d (i ni )
Within = StDev(Within) = 2 i
fi i
fi =
[d 2 (n)] 2
[d 3 (n)]2
R
Within = StDev(Within) = if all ni are the same
d 2 (ni )
Sbar - Average of subgroup standard deviations

hs
c (i ni )
Within = StDev(Within) = 4 i
(hi )
2
(xij xi )
si = j
(ni 1)
(c4 (ni ))2
hi =
1 (c 4 (ni ) )
2
Note: When the subgroup size is constant, sbar = (average of the subgroup standard deviations) / c4(ni):
s
c 4 (ni )
k
s i
s= i =1
k
k = number of subgroups
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Estimating Within when subgroup size = 1
Average moving range Default
MR
d 2 (w)
MRi = the ith moving range = max[xi, , xi-w+1] min[xi, , xi-w+1], for i = w, , n
(MRw + ... + MRn )
MR =
(n w + 1)
w = the number of observations used in the moving range. w = 2 by default.
Median moving range

~
MR
d 4 (w)
MRi = the ith moving range = max[xi, , xi-w+1] min[xi, , xi-w+1], for i = w, , n
~
MR = the median of all MRi
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
(
1 di
*
2
)
2 (n 1)
c 4 ( ni ) |
di = successive differences
c4(ni)| c4(ni)
References:
Montgomery, D.C. (2001). Introduction to Statistical Quality Control, 4th 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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Minitab Technical Support Document

Capability Analysis (Normal) Formulas

USL when only USL is given

Definitions for Confidence Intervals

fn = adjustment for method used to estimate within

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

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

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

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

Overall standard deviation

Estimating Within when subgroup size > 1

Pooled standard deviation Default

Sbar - Average of subgroup standard deviations

Average moving range Default

Median moving range

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