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Journal of Statistical Computation and Simulation

ISSN: 0094-9655 (Print) 1563-5163 (Online) Journal homepage: http://www.tandfonline.com/loi/gscs20

Construction of closed interval for process


capability indices Cpu, Cpl, and Spk based on Boole’s
inequality and de Morgan’s laws

Chang-Hsien Hsu, Kuen-Suan Chen & Chun-Ming Yang

To cite this article: Chang-Hsien Hsu, Kuen-Suan Chen & Chun-Ming Yang (2016):
Construction of closed interval for process capability indices Cpu, Cpl, and Spk based on Boole’s
inequality and de Morgan’s laws, Journal of Statistical Computation and Simulation, DOI:
10.1080/00949655.2016.1182168

To link to this article: http://dx.doi.org/10.1080/00949655.2016.1182168

Published online: 06 May 2016.

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Download by: [University of Nebraska, Lincoln] Date: 10 June 2016, At: 20:49
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2016
http://dx.doi.org/10.1080/00949655.2016.1182168

Construction of closed interval for process capability indices Cpu ,


Cpl , and Spk based on Boole’s inequality and de Morgan’s laws

Chang-Hsien Hsua , Kuen-Suan Chenb and Chun-Ming Yangc


a Department of Business Administration, Asia University, Taichung, Taiwan; b Department of Industrial Engineering
and Management, National Chin-Yi Institute of Technology, Taichung, Taiwan; c Department of Management
Sciences, Tamkang University, New Taipei, Taiwan
Downloaded by [University of Nebraska, Lincoln] at 20:49 10 June 2016

ABSTRACT ARTICLE HISTORY


Considerable effort has been spent on the development of confidence Received 9 July 2015
intervals for process capability indices (PCIs) based on the sampling distri- Accepted 20 April 2016
bution of the PCI or the transferred PCI. However, there is still no definitive KEYWORDS
way to construct a closed interval for a PCI. The aim of this study is to Process capability index;
develop closed intervals for the PCIs Cpu , Cpl , and Spk based on Boole’s closed interval; interval
inequality and de Morgan’s laws. The relationships between different sam- estimation
ple sizes, the significance levels, and the confidence intervals of the PCIs
Cpu , Cpl , and Spk are investigated. Then, a testing model for interval estima-
tion for the PCIs Cpu , Cpl , and Spk is built as a powerful tool for measuring
the quality performance of a product. Finally, an applied example is given
to demonstrate the effectiveness and applicability of the proposed method
and the testing model.

1. Introduction
The competitive market has forced manufacturers to focus on providing high-quality and low-cost
products. To improve quality and remain competitive, manufacturers utilize process capability indices
(PCIs), which are useful tools for monitoring both process mean μ and process standard deviation
σ for a manufacturing process or product quality. Chen et al. [1] indicated that the larger the PCI
value, the higher the quality yield. Furthermore, by analysing the PCI, the quality manager can ascer-
tain whether a product is capable of producing quality characteristics within customer requirements,
so that product quality level and customer satisfaction can be further enhanced. Over the past few
decades, PCIs have been widely studied in the literature, such as by Boyles,[2] Kotz and Johnson,[3]
Kotz et al.,[4] Chen,[5] Pearn and Chen,[6] Kotz and Lovelace,[7] Chen and Pearn,[8] Huang et al.,[9]
Chen et al.,[10,11] Huang and Chen,[12] Yu et al.,[13] Pearn et al.,[14,15] Wang et al.,[16] and Wu
and Liao.[17]
Under the assumption of normality, several well-known traditional PCIs – nominal-the-best Cp
and Cpk , smaller-the-best Cpu , and larger-the-best Cpl – were proposed by Juran [18] and Kane.[19]
These indices are defined as follows:

USL − LSL
Cp = , (1)

CONTACT Kuen-Suan Chen kschen@ncut.edu.tw

© 2016 Informa UK Limited, trading as Taylor & Francis Group


2 C.-H. HSU ET AL.

 
USL − μ μ − LSL d − |μ − M|
Cpk = min , = , (2)
3σ 3σ 3σ
USL − μ
Cpu = , (3)

μ − LSL
Cpl = , (4)

where USL and LSL are the upper specification limit and the lower specification limit of the process,
respectively and M = (USL + LSL)/2 is the midpoint of the specification closed interval [LSL, USL].
However, the two indices Cp and Cpk are irrelevant to the target value T and are only used when the
specification interval involves symmetrical bilateral specifications (which require both USL and LSL)
with the T at the M, that is, T = M. In practice, there are many cases with asymmetrical bilateral
specifications (that is, T = M). To obtain an exact measure, Boyles [20] proposed the new yield-
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based capability index Spk , which includes two PCIs, smaller-the-best Cpu and larger-the-best Cpl , for
assessing the capability of process having asymmetric specification limits. This index is defined as
follows:
    
1 −1 1 USL − μ 1 μ − LSL
Spk =   + 
3 2 σ 2 σ
  (5)
1 1 1
= −1 (3Cpu ) + (3Cpl ) ,
3 2 2

where (·) is the standard normal cumulative distribution function and −1 (·) is the inverse func-
tion of (·). The index Spk can be viewed as a smooth version of Cpk . Note that, when T = M
(symmetric case), Spk attains its maximum at μ = T. For fixed σ , the value of Spk decreases as μ
shifts away from T. Clearly, Spk is more suitable to evaluating quality characteristics with symmetrical
bilateral specifications.[16,21–23]
For a normally distributed process, the quality yield, yield%, can be calculated as yield% =
[(USL − μ)/σ ] − [(μ − LSL)/σ ]. According to Equations (3) and (4), the quality yield of the
smaller-the-best and larger-the-best Cpu and Cpl can be expressed as yield% = (3Cpu ) and yield% =
(3Cpl ), respectively. We assume Spk = y, where y is a constant value. Then, the quality yield of the
nominal-the-best Spk can be obtained as yield% = 2(3y) − 1. As a result, the indices Cpu , Cpl , and
Spk hold one-to-one mathematical relationships with the quality yield. On the other hand, as noted by
Boyles,[2] the inequality relationship between Cpk and the quality yield is 2(3Cpk ) − 1 ≤ yield% <
(3Cpk ). Obviously, Spk not only accurately reflects the quality yield, but also measures whether μ
shifts away from T, unlike Cpk , which is irrelevant to T and only is approximately related to the process
yield.
The PCIs Cpu , Cpl , and Spk are generally a function of the process parameters, μ and σ . In prac-
=
tice, μ and σ are usually unknown, and need to be estimated by the sample mean X and the sample
standard deviation Sd , respectively, from randomly collected samples in this situation. However, sam-
pling error is unavoidable owing to sampling methods, measuring instruments, users with insufficient
experience, and environmental factors such as temperature, humidity, and pressure. Moreover, some
=
incorrect results may occur in PCI analysis because the X and Sd are point estimators of the μ and
σ , respectively. Recently, many studies have proposed different approaches in order to overcome this
problem. For example, Chou et al.,[24] Chen and Chen,[25] and Wang and Tamirat [26] used the
sampling distribution of PCIs to derive an approximate lower confidence limit (LCL) of PCIs. Tong
and Chen [27] and Pearn and Wu [28] applied a bootstrap approach to compute the LCLs of the PCIs.
Sung et al. [29] and Chen et al. [30] introduced two indices, the accuracy index δ = (μ − T)/d and
the precision index γ = σ/d, into PCIs to construct a joint confidence interval.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 3

Although all these approaches seem to be effective for solving the point estimator problem in a
PCI, there are some disadvantages:

(i) The sampling distribution of the PCI is mathematically intractable, owing to its complex
structure. Further, the approximate LCL of a PCI is useful, but it is not a closed interval.
(ii) The basic idea of the bootstrap approach is to resample the sample data to model the sample
data and then to estimate the sampling distribution of the parameter estimator. However, if the
sample is not representative of the population, the unrepresentative sample will cause prediction
errors, and thus lead to poor decision making.
(iii) The joint confidence interval using the transferred PCI is not the confidence interval of the PCI.
Therefore, the outcome of the joint confidence interval may not ensure that the quality of the
product completely satisfies customer preset targets.
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Given the above issues, the main purpose of this study is to develop closed intervals for the PCIs
Cpu , Cpl , and Spk based on Boole’s inequality and de Morgan’s laws. A testing model for interval estima-
tion for the PCIs Cpu , Cpl , and Spk is then constructed to measure whether the quality of a product with
nominal-the-best, larger-the-better, and smaller-the-better quality characteristics meet customer pre-
set targets. Finally, an applied example is presented to illustrate the applicability and feasibility of the
proposed method and the testing model.
The remainder of this study is organized as follows. Section 2 illustrates how to use Boole’s inequal-
ity and de Morgan’s laws to derive the closed intervals of the PCIs Cpu , Cpl , and Spk . Section 3
introduces an integrated PCI CT . A testing model for interval estimation for the PCIs Cpu , Cpl , and
Spk is constructed in Section 4. An illustrative example is given in Section 5. Finally, Section 6 presents
the conclusions.

2. Closed intervals for the PCIs Cpu , Cpl , and Spk


Suppose that a quality characteristic X is normally distributed with μ and σ and let
Xi1 , Xi2 , . . . , Xin , i = 1, 2, . . . , m, be m random samples, each of size n with a normal distribution on
the quality characteristic. Then, μ and σ can be estimated using:

m m  n 
m
= i=1 X̄i i=1 j=1 Xij i=1 (ni
− 1)S2i
X= = and Sd = ,
m θ θ −m

respectively, where:
n
j=1 Xj
X̄i = , θ =m×n
n
is the total sample size and:

n 2
j=1 (Xij − X̄i )
Si = , i = 1, 2, . . . , m.
n−1

In general, the formula for the Z-statistic is given by:

=
X −μ
Z= √ ∼ N(0, 1), (6)
σ/ θ
4 C.-H. HSU ET AL.

where the Z-statistic follows the standard normal distribution N(0, 1). Equation (6) can be rewritten
as:
=
(USL − μ) − (USL− X )
Z= √
σ/ θ
 =  
  (7)
√ USL − μ USL− X Sd √ Sd
=3 θ − = 3 θ Cpu − Cpu ∼ N(0, 1).
3σ 3Sd σ σ

We define two critical values, Zα/2 and −Zα/2 , with the standard normal distribution as the values of
the Z variable, such that the probability of obtaining the critical values of Z that are greater than Zα/2
or less than −Zα/2 is:
P(−Zα/2 ≤ Z ≤ Zα/2 ) = 1 − α, (8)
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where α is a given level of significance.


Substituting Equation (7) into Equation (8), we obtain:

 
−Zα/2 Sd Zα/2
P √ ≤ Cpu − Cpu ≤ √ =1−α
3 θ σ 3 θ

   
Sd Zα/2 Sd Zα/2
⇒P Cpu − √ ≤ Cpu ≤ Cpu + √ = 1 − α. (9)
σ 3 θ σ 3 θ
The formula for the Chi-square statistic is defined as:

(θ − m)S2d
R= ∼ χ 2(θ −m) , (10)
σ2
where S2d is the sample variance and R obeys the χ 2 -distribution with (θ − m) degrees of freedom. We
2 (θ − m) and X 2
define two critical values, Xα/2 1−α/2 (θ − m), with the standard normal distribution
as the values of the R variable, such that the probability of obtaining the critical values of R that are
2 (θ − m) or less than X 2
greater than Xα/2 1−α/2 (θ − m) is:

2 (θ − m)S2d 2
P X1−α/2 (θ − m) ≤ ≤ Xα/2 (θ − m) = 1 − α
σ2

⎛  ⎞
2
X1−α/2 (θ − m) S2 2 (θ − m)
Xα/2
⇒ P⎝ ≤ d ≤ ⎠ = 1 − α. (11)
θ −m σ θ −m

Equations (9) and (11) can be represented, respectively, as:


    
Sd Zα/2 Sd Zα/2
A= Cpu − √ ≤ Cpu ≤ Cpu + √ ,
σ 3 θ σ 3 θ
and AC is the complement set of A; and:
⎧  ⎫
⎨ X2 (θ − m) Sd X 2 (θ − m) ⎬
1−α/2 α/2
B= ≤ ≤ ,
⎩ θ −m σ θ −m ⎭

and BC is the complement set of B. Then,

P(A) = P(B) = 1 − α,
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 5

and
P(AC ) = P(BC ) = α.
According to Boole’s inequality:

P(AC ∪ BC ) ≤ P(AC ) + P(BC ) = α  , where α  = 2α,

and de Morgan’s laws:


P(A ∩ B) ≥ 1 − P(AC ) − P(BC ) = 1 − α  .
Hence, we have:
   
Sd Zα/2 Sd Zα/2
P
C pu − √ ≤ C pu ≤ Cpu + √ ,
σ 3 θ σ 3 θ
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  ⎫
2 (θ − m) ⎬ (12)
2
X1−α/2 (θ − m) Sd Xα/2
≤ ≤ = 1 − α.
θ −m σ θ −m ⎭

  √
Let Kl = (X1−α/2
2 (θ − m))/(θ − m), Ku = (Xα/2
2 (θ − m))/(θ − m), and A = Z
n α/2 /3 θ. Then,
Equation (12) can be rewritten as:


P{C
pu Kl − An ≤ Cpu ≤ C

pu Ku + An } = 1 − α . (13)


From Equation (13), we can obtain the (1 − α) × 100% confidence interval of Cpu as:


Cpu
= [CpuL , CpuU ] = [C
pu Kl − An , C pu Ku + An ]. (14)


In the same way, the (1 − α) × 100% confidence interval of C pl can be derived as:


Cpl 
= [CplL , CplU ] = [C 
pl Kl − An , C pl Ku + An ]. (15)

Let:

EU = {Cpu |Cpu ∈ [3(C
pu Kl − An )] ≤ (3Cpu ) ≤ [3(C pu Ku + An )]},
C is complement set of E ; and:
and EU U


EL = {Cpl |Cpl ∈ [3(C 
pl Kl − An )] ≤ (3Cpl ) ≤ [3(C pl Ku + An )]},

and ELC is complement set of EL . Then:

P(EU ) = P(EL ) = 1 − α  ,

and:
C
P(EU ) = P(ELC ) = α  .
Similarly, according to Boole’s inequality:

P(AC ∪ BC ) ≤ P(AC ) + P(BC ) = α  ,

and de Morgan’s laws:


P(A ∩ B) ≥ 1 − P(AC ) − P(BC ) = 1 − α  .
6 C.-H. HSU ET AL.

Thus:
C
P(EU ) ∪ P(ELC ) ≤ P(EU
C
) + P(ELC ) = 2α  ,
and:
C
P(EU ∩ EL ) ≥ 1 − P(EU ) − P(ELC ) = 1 − 2α  .
As a result, we can obtain:

P{ 13 −1 [ 12 [3(C 1 
pu Kl − An )] + 2 [3(C
1 −1 1 1
pl Kl − An )]] ≤ 3  { 2 (3Cpu ) + 2 (3Cpl )}
(16)

≤ 13 −1 [ 12 [3(C 1 
pu Ku + An )] + 2 [3(C

pl Ku + An )]]} ≥ 1 − 2α .

Let:

SpkL = 13 −1 { 12 [3(C 1 
pu Kl − An )] + 2 [3(C pl Kl − An )]}, (17)
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and:

SpkU = 13 −1 { 12 [3(C 1 
pu Ku + An )] + 2 [3(C pl Ku + An )]}. (18)
According to Equations (4), (16), and (17), Equation (15) can be rewritten as:

P(SpkL ≤ Spk ≤ SpkU ) ≥ 1 − 2α  .

Thus, we can obtain the (1 − α) × 100% confidence interval of S


pk as:

S∗pk = [SpkL , SpkU ] = [S 


pk Kl − An , S pk Ku + An ]. (19)

Table 1. Confidence intervals for nominal-the-best, smaller-the-best, and larger-the-best quality characteristics.
Quality characteristic PCI Confidence interval LCL UCL
Smaller-the-best ∗
Cpu [CpuL , CpuU ] Cpu Kl − An Cpu Ku + An

Larger-the-best Cpl∗ [CplL , CplU ] C


pl Kl − An C
pl Ku + An

Nominal-the-best ∗
Spk [SpkL , SpkU ] S
pk Kl − An S
pk Ku + An

Table 2. The corresponding values of Kl , Ku , and An under different values of θ and α = 0.05, 0.025, and 0.01.
α = 0.05 α = 0.025 α = 0.01
m n θ Kl Ku An Kl Ku An Kl Ku An
20 10 200 0.8967 1.1031 0.0462 0.8825 1.1185 0.0528 0.8657 1.1368 0.0607
11 220 0.9020 1.0979 0.0441 0.8885 1.1124 0.0505 0.8725 1.1297 0.0580
12 240 0.9066 1.0933 0.0423 0.8936 1.1072 0.0483 0.8783 1.1237 0.0555
21 10 210 0.8992 1.1007 0.0452 0.8853 1.1156 0.0517 0.8689 1.1335 0.0594
11 231 0.9044 1.0955 0.0431 0.8911 1.1097 0.0493 0.8755 1.1266 0.0566
12 252 0.9088 1.0911 0.0412 0.8962 1.1046 0.0472 0.8812 1.1207 0.0542
22 10 220 0.9015 1.0983 0.0441 0.8879 1.1130 0.0505 0.8718 1.1304 0.0580
11 242 0.9066 1.0933 0.0421 0.8936 1.1072 0.0481 0.8783 1.1237 0.0553
12 264 0.9109 1.0890 0.0403 0.8986 1.1022 0.0461 0.8839 1.1179 0.0529
23 10 230 0.9037 1.0962 0.0432 0.8904 1.1105 0.0494 0.8746 1.1275 0.0567
11 253 0.9086 1.0913 0.0412 0.8960 1.1048 0.0471 0.8810 1.1209 0.0541
12 276 0.9129 1.0870 0.0394 0.9008 1.0999 0.0451 0.8865 1.1153 0.0518
24 10 240 0.9057 1.0942 0.0423 0.8927 1.1081 0.0483 0.8772 1.1248 0.0555
11 264 0.9105 1.0893 0.0403 0.8981 1.1026 0.0461 0.8835 1.1184 0.0529
12 288 0.9147 1.0852 0.0386 0.9029 1.0978 0.0441 0.8888 1.1128 0.0507
25 10 250 0.9076 1.0923 0.0414 0.8948 1.1060 0.0473 0.8797 1.1223 0.0544
11 275 0.9124 1.0875 0.0395 0.9002 1.1005 0.0451 0.8858 1.1160 0.0519
12 300 0.9164 1.0835 0.0378 0.9048 1.0958 0.0432 0.8911 1.1105 0.0497
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 7

Equations (14), (15), and (19) can be represented as:




⎨[CpuL , CpuU ], i = Cpu ,
[LCLi , UCLi ] = [CplL , CplU ], i = Cpl ,


[SpkL , SpkU ], i = Spk ,

where UCL is the upper confidence limit, shown in Table 1.


According to Table 1, the length ln of the confidence intervals for each PCI can be expressed as:

ln = 2An + (Ku − Kl )V,


V ∈ W = {C 
pu , C 
pl , S pk }. (20)

=
To estimate X and Sd accurately, Montgomery [31] suggested that the sample should typically be
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based on at least 20–25 samples (that is, m is between 20 and 25), each of size 10 to 15 (that is, n
is between 10 and 15). As a result, θ = m × n can be calculated. For convenience in applying the
proposed method, we tabulate the corresponding values of Kl , Ku , and An under different θ values
and α = 0.05, 0.025, and 0.01 in Table 2.

0.91
0.90
0.89
0.88
0.87
Kl
0.86
0.85 α= 0.05
0.84 α= 0.025
0.83 α= 0.01
0.82
200
210
220
230
231
240
242
250
252
253
264
275
276
288
300

Figure 1. Kl values versus θ for different α.

1.16
1.15
1.14
1.13
1.12
Ku 1.11
1.10
1.09 α= 0.05
1.08 α= 0.025
1.07 α= 0.01
1.06
200
210
220
230
231
240
242
250
252
253
264
275
276
288
300

Figure 2. Ku values versus θ for different α.


8 C.-H. HSU ET AL.

0.08

0.07

0.06

0.05
An
0.04

0.03
α= 0.05
α= 0.025
0.02 α= 0.01
0.01 200
210
220
230
231
240
242
250
252
253
264
275
276
288
300
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Figure 3. An values versus θ for different α.

0.35
0.30
0.25
0.20
Ku - Kl

0.15
0.10 α= 0.05
α= 0.025
0.05
α= 0.01
0.00
200
210
220
230
231
240
242
250
252
253
264
275
276
288
300

Figure 4. Ku − Kl values versus θ for different α.

Moreover, we test the relationships between θ and Kl , Ku , An , and Ku − Kl for different values of
α, and plot these in Figures 1–4. These figures reveal the following features:

(i) Figure 1 shows that the higher the values of θ and α, the greater the Kl value;
(ii) Figures 2 and 3 indicate that the higher the values of θ and α, the lower the Ku and An values;
(iii) It is notable that, from Equation (20) and Figures 3 and 4, we can see that the higher the values
of θ and α, the narrower the confidence intervals for each PCI, such that the confidence interval
is approximately the PCI value.

3. Integrated PCI
Generally, a product has many quality characteristics that are mutually independent or dependent.
Chen et al. [1] and Chen and Huang [32] presented two integrated PCIs, denoted CT+ and CT− , for
a product with multiple quality characteristics under the assumption of mutually independent or
dependent processes, respectively. The two indices CT+ and CT− are defined as follows. If the quality
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 9

characteristics are mutually independent, then:


⎧⎡⎛ ⎞ ⎤ ⎫
1 ⎨  
ti ⎬
CT+ = −1 ⎣⎝ [2(3Qij ) − 1]⎠ + 1⎦ ÷ 2 . (21)
3 ⎩ ⎭
i∈o j=1

If the quality characteristics are mutually dependent, then:


⎧⎡ ⎛ ⎛ ⎞⎞⎤ ⎫
1 ⎨  ti ⎬
CT− = −1 ⎣2 − ⎝1 − ⎝1 − [2 − 2(3Qij )]⎠⎠⎦ ÷ 2 , (22)
3 ⎩ ⎭
i∈o j=1

where i ∈ O = {Cpu , Cpl , Spk } and:


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⎧ USL − μ


j j
, i = Cpu , j = 1, 2, . . . , tu ,



⎪ 3σ j

⎨ μj − LSLj
Qij = , i = Cpl , j = 1, 2, . . . , tl ,
⎪ 3σj


⎪ ! 1  μ − LSL 
⎪1


⎩ 
USLj −μj
+ 
j j
, i = Spk , j = 1, 2, . . . , tk ,
2 σj 2 σj

where tu , tl , and tk are the number of smaller-the-best, larger-the-best, and nominal-the-best quality
characteristics, respectively.
We denote the required quality level of the two integrated PCIs as c. The minimum individual PCIs,
C0+ and C0− , for each quality characteristic are equal under the mutually independent and dependent
processes, respectively (note that C0+ and C0− should be greater than c), that is, setting both CT+ and CT−
to a constant value c and Qij = C0+ or C0− . Then, from Equations (21) and (22), we have, respectively:


t
[2(3C0+ ) − 1] = 2(3c) − 1, (23)
i=1

and

ti
1− [2 − 2(3C0− )] = 1 − [2 − 2(3c)], (24)
j=1

which implies
"
C0+ = 13 −1 [( t 2(3c) − 1 + 1)/2], (25)

and

C0− = 13 −1 {[2 − (1 − (1 − ([2 − 2(3c)]/t)))] ÷ 2}, (26)

where t = tu + tl + tk is the total number of quality characteristics of a product.


In order to set a value for c, Chen et al. [1] established four quality levels and corresponding values
for c, quality yield, non-conformity rate (parts per million, PPM), C0+ , and C0− , as shown in Table 3
(note that, for convenience, we use C0 to represent C0+ and C0− because the results of C0+ and C0− are
similar). These four quality levels are Capable (c = 1.00), Satisfactory (c = 1.33), Excellent (c = 1.50)
and Super (c = 2.00).
10 C.-H. HSU ET AL.

Table 3. The corresponding values of c under four quality conditions.


C0
Quality level Value of c Yield Non-conformity rate (PPM) t=2 t=3 t=4 t=5
Capable 1.00 0.9973002039 2699.796 1.07 1.11 1.13 1.15
Satisfactory 1.33 0.9999339267 66.073 1.38 1.41 1.44 1.45
Excellent 1.50 0.9999932047 6.795 1.55 1.58 1.60 1.61
Super 2.00 0.9999999980 0.002 2.04 2.06 2.07 2.09
Note: C0 represent C0+ and C0− .

4. Testing model for interval estimation for the PCIs Cpu , Cpl , and Spk
In this section, a testing model for interval estimation for the PCIs Cpu , Cpl , and Spk is constructed as
an easy-to-use tool for assisting quality managers to measure whether all the quality characteristics
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of a product meet customer needs. The proposed testing model consists of the following eight steps:
Step 1: Determine the required quality level
The manufacturer determines the quality characteristics of a product that are mutually indepen-
dent or dependent processes based on personal experience, the required quality level (for example,
Satisfactory) and its corresponding value of c from Table 3. With the given c value and total number
of quality characteristics t of the product, the C0 can be derived from Table 3.
Step 2: Set the null hypothesis H 0 and the alternative hypothesis H 1
If the resources of the manufacturer for making improvements to substandard quality char-
acteristics are limited, then H 0 and H 1 can be set by using the C0 value obtained in Step 1
as:

H0 : Qij = C0 ,
H1 : Qij = C0 .

If the resources of the manufacturer for making improvements to substandard quality characteristics
are not limited, then H 0 and H 1 can be set by using the C0 value obtained in Step 1 as:

H0 : Qij ≥ C0 ,
H1 : Qij < C0 .

Step 3: Determine the total sample size θ and the significance level α
The manufacturer calculates the total sample size θ given the m samples, each of size n, and
specifies α for calculating the confidence intervals of all quality characteristics of the product.
Step 4: Compute the values of Kl , Ku , and An
The Kl , Ku , and An values can be obtained from Table 2 based on the θ and α values given in Step 3.
Step 5: Collect and calculate the related data of all quality characteristics of the product
=
Collect related USL and LSL of all quality characteristics of the product, and then calculate the X ,

Sd , C 
pu , C 
pl , and Spk .
Step 6: Compute the confidence intervals for all quality characteristics
The confidence intervals for all quality characteristics can be computed from Table 1.
Step 7: Establish the decision rules
If the confidence interval of the quality characteristic contains the calculated C0 value, then we
have failed to reject H 0 ; otherwise, we reject H 0 and accept H 1 . In other words, the quality condition
is considered Poor if the UCL of the quality characteristic is less than the C0 value; the quality condi-
tion is considered Capable if the confidence interval contains the C0 value; and the quality condition
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 11

Table 4. Decision rules for the confidence intervals.


Confidence interval Rule Quality condition
UCL < C 0 Reject H0 and accept H1 Poor
Confidence interval ∈ C 0 Fail to reject H0 Capable
LCL > C 0 Reject H0 and accept H1 Good

is considered Good if the LCL of the quality characteristic is greater than the C0 value. Table 4 sum-
marizes the decision rules and the corresponding quality conditions for the confidence interval of the
quality characteristic.
Step 8: Check whether all quality characteristics are acceptable.
If the confidence intervals of all the quality characteristics are considered Capable or Good in terms
of quality, then all the quality characteristics of the product meet the acceptance standard, and it can
be continued in production. Otherwise, a quality improvement strategy should be implemented for
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improving quality performance.

5. An applied example
In this section, an applied example is used to demonstrate the applicability of the proposed method
and the testing model. A company, ‘Company L’, is a specialized manufacturer of optical lenses located
in central Taiwan, whose O-type circular infrared (IR) filter (see Figure 5) is a major product. The O-
type circular IR filter is composed of high-purity silicon (99.999%–99.99995%) that is used to increase
transmission rate (average increase of 80%) in some IR devices with a wavelength of 8.0–10.5 μm, such
as IR thermometers, non-contact temperature measurements, and IR gas monitor instruments. The
O-type circular IR filter has three key quality characteristics: lens thickness, lens diameter, and the
distance between foreign substances such as dust and grit. The structure of the O-type circular IR
filter is shown in Figure 5, and the specifications of its quality characteristics are presented in Table 5.
To measure the quality performance of the three quality characteristics of the O-type circular IR
filter, the proposed testing model in Section 4 is used and the computational procedure is summarized
as follows:
Step 1: Company L determined that the quality level is Satisfactory and the O-type circular IR filter
has three key quality characteristics that are mutually independent processes. According to Table 3,
the C0 is 1.41.

Figure 5. Structure of the O-type circular IR filter.

Table 5. Specifications of the O-type circular IR filter quality characteristics.


Unit: mm
=
Quality characteristic Type USL LSL X Sd PCI
Thickness Nominal-the-best 0.63 0.61 0.625 0.001 S
pk = 1.711

Diameter Nominal-the-best 8.30 8.20 8.263 0.011 S


pk = 1.183

Distance between foreign substances Larger-the-best – 0.50 0.531 0.008 C


pl = 1.292
12 C.-H. HSU ET AL.

Table 6. Confidence intervals and corresponding quality conditions for the O-type circular IR filter.
Quality characteristic Confidence interval Decision rule Quality condition
Thickness ∗
Spk = [1.474, 1.949] Reject H0 Good
Diameter ∗
Spk = [1.020, 1.348] Reject H0 Poor
Distance between foreign substances Cpl∗ = [1.113, 1.471] Fail to reject H0 Capable

Step 2: Owing to the resource of Company L for making improvements to substandard quality
characteristics are limited, H 0 and H 1 by using the C0 value obtained in Step 1 be set as:

H0 : Qij = 1.41,
H1 : Qij = 1.41.
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Step 3: Company L assigned five staff members to collect sample data of the O-type circular IR
filter in 25 random samples, each of size 12 from 5 production lines (that is, θ = 300) and specified
α = 0.025.
Step 4: From Table 2, we obtained Kl = 0.9048, Ku = 1.0958, and An = 0.0432.
=

Step 5: The related data, USL, LSL, X , Sd , C 
pu , C 
pl , and Spk , for the three quality characteristics of
the O-type circular IR filter are summarized in Table 5.
Step 6: According to Table 1, the confidence intervals for the three quality characteristics of the
O-type circular IR filter were derived, as per the summary in Table 6.
Step 7: As noted in Tables 4 and 6, the thickness S∗pk = [1.474, 1.949], indicating that the qual-
ity condition of the thickness is good; the diameter S∗pk = [1.020, 1.348], indicating that the quality
condition of the diameter is poor; and the distance between foreign substances Cpl ∗ = [1.113, 1.471],

indicating that the quality condition of the distance between foreign substances is capable, as per the
summary in Table 6.
Step 8: Since the diameter quality characteristic of the O-type circular IR filter is poor, Company L
should monitor and improve the process mean and/or process standard deviation in order to enhance
the quality level of this quality characteristic.

6. Conclusions
Since the traditional PCI is approximately a point estimate of a population parameter, the problem
of sampling error is unavoidable, which may affect the outcome of PCI analysis. For this reason, this
study developed closed intervals for the PCIs Cpu , Cpl , and Spk based on Boole’s inequality and de
Morgan’s laws. Furthermore, the relationships between the different sample sizes, the significance
levels, and the confidence intervals of the PCIs Cpu , Cpl , and Spk were also discussed. For the con-
venience of the quality manager to measure quality performance of a product, a testing model for
interval estimation for the PCIs Cpu , Cpl , and Spk was constructed. An applied example of a circular
IR filter manufacturer was presented to illustrate the applicability of the proposed method and the
testing model.
The results from the applied example, as presented in Tables 5 and 6, showed that if the traditional
PCI (that is, a point estimate) is used as a measurement tool to evaluate the quality performance of
the O-type circular IR filter, the quality characteristic of distance between foreign substances needs
to be improved (C pl = 1.292 < 1.41). However, the quality characteristic of distance between foreign
substances is acceptable according to our proposed method (Cpl ∗ = [1.113, 1.471] ∈ 1.41). Obviously,

the actual product quality might be misrepresented, and incorrect decisions might be made regarding
the improvement of the quality level of the product if traditional PCIs are applied. Consequently, the
proposed method and the testing model are a potential tool for assisting quality managers to measure
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 13

and monitor quality performance of the products and to ensure the quality levels of their products
satisfy customer preset targets.

Disclosure statement
No potential conflict of interest was reported by the authors.

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