QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL

Qual. Reliab. Engng. Int. 2002; 18: 383–393 (DOI: 10.1002/qre.489)

PROCESS CAPABILITY INDICES FOR SKEWED POPULATIONS

YOUNG SOON CHANG1 , IN SU CHOI2 AND DO SUN BAI1∗
1 Department of Industrial Engineering, Korea Advanced Institute of Science and Technology, Kusong-dong, Yusong-gu,
Taejon 305-701, Korea
2 EMBRAIN, Il-heung B/D, Chungmuro 4-ga 126-1, Jung-gu, Seoul 100-014, Korea

SUMMARY
This paper proposes a new method of constructing process capability indices (PCIs) for skewed populations.
It is based on a weighted standard deviation method which decomposes the standard deviation of a quality
characteristic into upper and lower deviations and adjusts the value of the PCI using decomposed deviations
in accordance with the skewness estimated from sample data. For symmetric populations, the proposed PCIs
reduce to standard PCIs. The performance of the proposed PCIs is compared with those of standard and other
PCIs, and finite sample properties of the estimates are investigated using Monte Carlo simulation. Numerical
studies indicate that considerable improvements over existing methods can be achieved by the use of the weighted
standard deviation method when the underlying distribution is skewed. Copyright  2002 John Wiley & Sons,
Ltd.

KEY WORDS : weighted standard deviation; process capability index; skewed population

1. INTRODUCTION When the distribution is normal and the process mean

Process capability analysis is an important and integral
part of the statistical process control activities for the
continuous improvement of quality and productivity.
The capability of a process is frequently measured by
a process capability index (PCI) which is designed to
provide a common and easily understood language for
quantifying its performance, and is a dimensionless
function of process parameters and specifications.
Let USL and LSL be the upper and lower specification
limits, respectively. The two most widely used
standard PCIs are Cp and Cpk defined by
USL − LSL
Cp =
6σx
and
Cpk = min{Cpku , Cpkl }


USL − µx µx − LSL
= min , ,
3σx 3σx
where µx and σx are the mean and the standard
deviation of quality characteristic X, respectively.
The standard PCIs are usually determined under the
assumption that X follows a normal distribution.
∗ Correspondence to: Do Sun Bai, Department of Industrial
Engineering, Korea Advanced Institute of Science and Technology,
Kusong-dong, Yusong-gu, Taejon 305-701, Korea.
Email: dsbai@mail.kaist.ac.kr
is at the midpoint ξ of USL and LSL, ξ = (USL +
LSL)/2, Cp = 1 or Cpk = 1 implies that 99.73%
of the observations will fall within the specifications;
that is, the proportion of non-conforming items will be
0.27%.
In many situations, however, we may have
reasons to doubt the validity of the normality
assumption. For example, the measurements from
hole-drilling processes in printed circuit boards,
coating processes [1], chemical processes such as
hot-dip galvanizing processes [2], and semiconductor
processes [3] often follow skewed distributions.
For skewed populations, the proportion of non-
(1)
conforming items for a fixed value of the standard
PCIs tends to increase as skewness increases, i.e. the
standard PCIs ignore the skewness of the underlying
population. For example, if the underlying distribution
(2) is Weibull with shape parameter β = 2.0 or 1.0
(i.e. the skewness is 0.63 or 2.00, respectively)
and LSL = −3.0 and USL = 3.0, then the
expected proportions of non-conforming items below
and above the lower and upper specification limits are
0.56% and 1.83%, respectively, for the same value
of µx = 0 and σx = 1. Hence Cp = Cpk = 1.0,
whereas the expected non-conforming proportion for
a normal population is 0.27%. Therefore, a method
of adjusting the values of PCI in accordance with
the expected proportion of non-conforming items by

Published online 13 August 2002 Received 30 November 2001

Copyright  2002 John Wiley & Sons, Ltd. Revised 15 March 2002
384 Y. S. CHANG, I. S. CHOI AND D. S. BAI
considering the skewness of the underlying population
is desirable (see Gunter [1], Pyzdek [4], English and
Taylor [5], Somerville and Montgomery [6], and Kotz
and Lovelace [7]).
Recently, several approaches to the problems
of PCIs for the skewed populations have been
suggested. One is to use normalizing transformations
like Box–Cox power transformation (see, e.g.,
Somerville and Montgomery [6]). In general, however,
practitioners may feel uncomfortable working with
transformed data and may have difficulty in translating
the results of calculations back to the original scale.
A second is to replace the unknown distribution
by an empirical distribution or by a known three-
or four-parameter distribution. Clements [8], Pearn
and Kotz [9], Franklin and Wasserman [10,11],
Shore [12], and Polansky [13] considered this
approach. This method is complicated and needs
considerably large samples, so that most quality
engineers who prefer simple methods may hesitate to
use this approach. A third is to modify the standard
definition of PCIs in order to increase their robustness.
This approach makes the PCI as insensitive as possible
to the shape of the distribution (see, e.g., Pearn
et al. [14] and Rodriguez [15]). The performance
of this approach, however, is often unsatisfactory
(See Tang and Than [16] for a review of these
approaches). A fourth is to use heuristic methods
to develop new indices. Flaig [17] suggested a PCI
based on an extension of the Camp–Meidell theorem.
Bai and Choi (Kotz and Lovelace [7]) proposed
weighted variance (WV) PCIs based on Choobineh
and Branting [18], and Wu et al. [19] suggested new
WV PCIs by modifying the WV method of Choobineh
and Branting [18].
This paper proposes a new heuristic method of
constructing simple PCIs for skewed populations
based on a ‘weighted standard deviation (WSD)
method’ of Chang and Bai [20]. This method adjusts
the values of PCIs in accordance to the degree
of skewness of the underlying population by using
different factors in computing the deviations above
and below the process mean. When the underlying
population is symmetric, however, these indices
reduce to standard PCIs. The proposed PCIs are
easily obtained with a handheld calculator from small
samples and perform better than PCIs based on the
WV method of Choi and Bai (Kotz and Lovelace [7])
and Clements’ method.
This paper is organized as follows. Section 2
proposes WSD PCIs, their estimators, and the
bias correction factors for skewed populations.
An illustrative example is also given. Section 3
Copyright  2002 John Wiley & Sons, Ltd.
f (x)
Lower side of f L ( x ) Upper side of fU ( x )
µx
Figure 1. Approximation of f (x)
investigates the performance of the WSD PCIs and
Section 4 obtains finite sample properties of the
estimates in terms of relative bias and mean square
error (MSE).
2. PCIS BASED ON THE WSD METHOD
2.1. WSD method
Chang and Bai [20] proposed a WSD method to
construct control charts according to the degree of
skewness of the underlying population. The WSD
method is based on the idea that σx can be divided
into upper and lower deviations, σUW and σLW ,
which represent the degrees of the dispersions of
the upper and lower sides from µx , respectively.
An asymmetric probability density function (pdf)
f (x) can be approximated with two normal pdfs,
 
1 x − µx
fU (x) = φ
2σUW 2σUW
and  
1 x − µx
fL (x) = φ
2σLW 2σLW
with the same mean µx but different standard
deviations 2σUW and 2σLW as in Figure 1, where φ(·)
is the standard normal pdf, i.e. the upper and lower
sides of f (x) are approximated with the upper side
of fU (x) and the lower side of fL (x), respectively.
WSDs σUW and σLW are obtained as σUW = Px σx and
σLW = (1 − Px )σx , where Px = Pr{X
µx }. Details
can be found in Chang and Bai [20].
The WSD method can be used to adjust the values
of PCIs according to the degree of skewness of the
underlying distribution by using different deviations
Qual. Reliab. Engng. Int. 2002; 18: 383–393
 PROCESS CAPABILITY INDICES 385

Table 1. CpWSD for normal and lognormal distributions with LSL µx USL
µx = 40 and σx = 10: NPM, Expected number of non-conforming
items per million; A, N (40, 102 ); B, LN (3.39, 0.31, 8.67);
C, LN (2.67, 0.55, 23.23); D, LN (2.24, 0.72, 29.31) D

C
Process α3 Px NPM CpWSD Cp
A 0.00 0.50 2700 1.00 1.00
B 1.00 0.56 10 461 0.89 1.00 B
C 2.00 0.61 16 358 0.82 1.00
D 3.00 0.64 18 325 0.78 1.00
A

in computing the upper and lower PCIs. That is, 2σUW

and 2σLW can be used to construct PCIs for skewed
10 40 70
populations.
Figure 2. Shapes of the four distributions in Table 1
2.2. Cp based on the WSD method
The Cp based on the WSD method, CpWSD , is shows the shapes of the four distributions in Table 1.
defined as We note that the proportion of non-conforming items
  increases as skewness increases and CpWSD represents
USL − LSL USL − LSL such a phenomenon, i.e. CpWSD decreases as skewness
CpWSD
= min ,
6 · 2σUW 6 · 2σLW increases whereas Cp remains constant.


USL − LSL USL − LSL
= min , 2.3. Cpk based on the WSD method
6 · 2Px σx 6 · 2(1 − Px )σx (3)


USL − LSL 1 1 Consider the situation where only a single
= min , specification limit exists. Under the WSD method, the
6σx 2Px 2(1 − Px )
upper and lower capability indices are defined as
= Cp /Dx
USL − µx USL − µx
Cpku
WSD
= =
where Dx = 1 + |1 − 2Px |. In formula (3), 2σUW and 3 · 2σUW 6Px σx
2σLW are used in place of σx to reflect the degree of (4)
µx − LSL µx − LSL
skewness. If the underlying distribution is symmetric, Cpkl
WSD
= =
3 · 2σL
W 6(1 − Px )σx
Px = 0.5 and Dx = 1.0, i.e. CpWSD = Cp . However,
if it is skewed, Dx > 1.0 and CpWSD < Cp . The PCI for the case of two-side specifications is
Table 1 presents the effect of CpWSD for skewed Cpk
WSD
= min{Cpku
WSD
, Cpkl
WSD
}
populations. The underlying distribution of process A

USL − µx µx − LSL (5)
is normal with mean µx = 40 and standard deviation = min ,
σx = 10, and B, C, and D follow three parameter 6Px σx 6(1 − Px )σx
lognormal distributions, LN(ζi , σi , θi ), i = B, C, D. Figure 3 shows the relationship between Cpk WSD and
The pdf of a three parameter lognormal distribution is other PCIs. Note that for a symmetric population,
given as WSD reduces to C , and if µ is at the center of
Cpk pk x
 
1 {ln(x − θi ) − ζi }2 the two specification limits, Cpk reduces to CpWSD .
WSD
f (x) = √ exp − Table 2 shows Cpk WSD and other PCIs for three
2πσi (x − θi ) 2σi2
lognormal distributions having the same shape and
where the parameters (ζi , σi , θi ) are determined so scale, but different locations. The means of processes
that the processes B, C, and D have a common mean A, B, and C are µx = 40, 35, and 45, respectively,
µx = 40 and standard deviation σx = 10, but different and have common σx = 10, α3 = 2.0, and Px = 0.61.
skewnesses α3 =1.0, 2.0, and 3.0, respectively. The The upper and lower specification limits are USL = 70
specification limits are USL = 70 and LSL = 10, and and LSL = 10. Figure 4 represents the shapes of the
hence Cp = 1.0 for processes A, B, C, and D. Figure 2 three distributions in Table 2. Note that in Table 2 and
Copyright  2002 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2002; 18: 383–393
386 Y. S. CHANG, I. S. CHOI AND D. S. BAI

C pku
WSD

µx > ξ Px > 1/ 2
µx > ξ ,
Px > 1/ 2
µx = ξ Px = 1/ 2 µx = ξ Px = 1/ 2
Cp C pk C pk
WSD
C pWSD Cp

µx < ξ ,
µx < ξ Px < 1/ 2
Px < 1/ 2

C pkl
WSD

WSD and other PCIs

Figure 3. Relationship between Cpk

Table 2. CpWSD for lognormal distributions with σx = 10 and LSL USL

αx = 2.0: A, LN (2.67, 0.55, 23.23); B, LN (2.67, 0.55, 18.23); µx
C, LN (2.67, 0.55, 28.23) A
B C
Process µx NPM WSD
Cpk Cpk CpWSD Cp
A 40 16 358 0.82 1.00 0.82 1.00
B 35 10 400 0.96 0.83 0.82 1.00
C 45 26 809 0.68 0.83 0.82 1.00

Figure 4 Cpk
WSD for process B, which produces the least

non-conforming items, is larger than that for process

A or C, while Cpk indicates that process A is most
capable, and Cp and CpWSD remain constant. That is,
Cpk
WSD
can describe the capability of the process more
accurately when the underlying distribution is skewed 10 35 40 45 70
and the process is not centered, i.e. µx = ξ .
Figure 4. Shapes of the three distributions in Table 2

2.4. Estimation of the proposed PCIs

The proposed PCIs can be estimated as
To use PCIs based on the WSD method in practice,
µx , σx , and Px must be estimated. We suppose that a pWSD = USL − LSL
C (7)
random sample X1 , X2 , . . . , Xn of size n is available. 6D x Sx
Then µx and σx can be estimated by sample mean
and
X̄ and sample standard deviation Sx . Since Px is the
probability that X will be less than or equal to µx , it WSD = min{C
C WSD , C WSD }
pk pku pkl
can be estimated by using the number of observations  
USL − X̄ X̄ − LSL (8)
less than or equal to X̄: = min ,
6P x Sx 6(1 − P x )Sx
1
n
P x = I (X̄ − Xi ) (6) where D x = 1 + |1 − 2P x |.
n i=1
Since Sx underestimates σx , the estimate of a PCI
where I (x) = 1 for x  0 and I (x) = 0 for x < 0. overestimates the true value, so that a bias correction
Copyright  2002 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2002; 18: 383–393
 PROCESS CAPABILITY INDICES 387

Class Frequency
20
0.41-0.42 1
0.42-0.43 1
0.43-0.44 2
0.44-0.45 1
0.45-0.46 2
0.46-0.47 3
15 0.47-0.48 5
0.48-0.49 7
0.49-0.50 13
0.50-0.51 19
0.51-0.52 17
0.52-0.53 14
0.53-0.54 10
10 0.54-0.55 3
0.55-0.56 2
Total 100

0
0.40 0.42 0.44 0.46 0.48 0.50 0.52 0.54 0.56 0.58 0.60

Figure 5. Frequency table and histogram of the active CD

factor corrected as follows:

 
 USL − LSL
bU
WSD
bL
WSD
2 ((n − 1)/2) WSD
C = min ,
b(n) = p
n − 1 (n − 2/2)
(9) 6Sx 2P x 2(1 − P x )

(10)
can be used when n is small. Since b(n) is WSD
Cpk = min{ WSD WSD WSD WSD
bU Cpku , bL Cpkl } (11)
obtained under the normality assumption, it cannot
be directly used for skewed populations. Therefore, where bU
WSD
= b(2n(1 − P x )) and bL
WSD
= b(2nP x ).
a bias correction factor which can reflect the As Px increases, bL increases and bU decreases,
WSD WSD
degree of skewness must be prepared for skewed and this indicates that the skewness is reflected in
populations. the correction factors. The finite sample properties of
The WSD method approximates the asymmetric WSD , C
distribution with two normal distributions, so that
we can assume that nPx observations among n
observations are obtained from the lower side of
fL (x) and n(1 − Px ) observations are from the
upper side of fU (x). Therefore, if 2nPx and
2n(1 − Px ) observations are considered as the random
samples from fL (x) and fU (x), respectively, the bias
correction factors bLWSD = b(2nP ) and b WSD =
x U
b(2n(1 − Px )) can be used to reduce the bias. Using
these correction factors, the estimated WSD PCIs are
Copyright  2002 John Wiley & Sons, Ltd.
C WSD , CWSD , and CWSD will be examined in
p pk p pk
Section 4.
2.5. An illustrative example
IC chips are typically processed as parts of a
wafer, a thin disk about 20 cm in diameter. A wafer
can produce approximately 100 square-shaped chips.
A raw wafer is transformed into the final product in a
series of more than 80 distinct processing stages, and
at the final processing stage it is diced to individual
Qual. Reliab. Engng. Int. 2002; 18: 383–393
388 Y. S. CHANG, I. S. CHOI AND D. S. BAI

chips. The active area shaping stage, one of the percentile Up , and 0.135th percentile Lp estimated
wafer’s processing stages, is for designating the areas using the Pearson curve (see Clements [8]). Thus
on the wafer through which electrons can move. USL − LSL
The active area is constructed by projecting a designed Cp = (12)
Up − Lp
reticle on a wafer by way of a light beam. Its major
quality characteristic is the distance of two adjacent and

 USL − M M − LSL
active areas, called active critical dimension (CD), Cpk = min , (13)
and is measured by a scanning electron microscope. Up − M M − Lp
The specification limits and the quality characteristics Bai and Choi’s WV PCIs, CpWV and Cpk
WV , are
for the active area processing stage are confidential, determined by
so we have translated the location of the actual data.
Figure 5 presents the frequency table and histogram CpWV = Cp /Wx (14)
of 100 translated observations and shows that the and
distribution is fairly skewed to the left.

USL − µx µx − LSL
From the data, we obtain µx = X̄ = 0.493, Cpk
WV
= min √ , √ (15)
σx = Sx = 0.030, and P x = 0.37, and the shifted
3σx 2Px 3σx 2(1 − Px )
√
specification limits are USL = 0.60 and LSL = 0.40. where Wx = 1 + |1 − 2Px |.
Then the estimated PCIs are: Tables 3 and 4 give the WSD, WV, Clements’,
• the WSD method: and standard PCIs as sample size n and skewness
α3 increase. These are obtained using Monte Carlo
pWSD = USL − LSL
C
x Sx simulation when n is finite, i.e. process parameters are
6D
unknown. In each case, it is assumed that USL = 3 and
0.60 − 0.40
= LSL = −3, and the distribution is shifted and scaled
6 × (1 + |1 − 2 × 0.37|) × 0.030 to produce the same value of µx = 0 and σx = 1 for
= 0.882 Table 3 and µx = 1 and σx = 1 for Table 4, so that
WSD = min{C
C WSD , C WSD } Cp = 1.0 for all cases in Table 3 and Cpk = 0.67
pk pku pkl
  for all cases in Table 4. They also give the expected
USL − X̄ X̄ − LSL number of non-conforming items per million (NPM),
= min ,
6P x Sx 6(1 − P x )Sx ‘matched Cp ’ MC p , and ‘matched Cpk ’ MCpk .
The MCp is calculated by −(1/3)
−1 ((NPM/2) ×
= min{1.607, 0.820} = 0.820
10−6) since NPM × 10−6 = 2
(−3Cp ) under
• the standard method: normality, and the MCpk is calculated by (1 − (2|µx −
ξ |/(USL − LSL)))MCp since Cpk = (1 − (2|µx −
p = USL − LSL = 0.60 − 0.40 = 1.111
C ξ |/(USL − LSL)))Cp , where
(·) is the cumulative
6Sx 6 × 0.030
 standard normal distribution function. If the value of

Cpk = min Cpku , Cpkl the PCI is close to that of MCp or MCpk , the PCI can


USL − X̄ X̄ − LSL be considered to describe the process capability very
= min , well.
3Sx 3Sx
Tables 3 and 4 show the following.
= min{1.189, 1.033} = 1.033
(i) The proposed WSD PCIs perform better than
The WSD PCIs are smaller than the standard PCIs and
other PCIs for skewed populations (Tables 3
this shows that the active area shaping process is less
and 4).
satisfactory than the standard PCIs indicate.
(ii) When the process parameters are known, CpWSD ,
CpWV , and Cp decrease as skewness and NPM
3. PERFORMANCE OF THE WSD PCIS increase, however, CpWSD is very close to the
In this section, the proposed WSD PCIs are MCp regardless of skewness and describes the
numerically compared with standard, Clements’, and process better than CpWV and Cp and as well
Bai and Choi’s PCIs when the distributions are normal, as Cp . For the unknown parameters case, all PCIs
Weibull, lognormal, and gamma. These distributions overestimate the process capability especially
are chosen because they represent a wide variety of when sample size is small, and this phenomenon
shapes, from symmetric to highly skewed. Clements’ is more pronounced in Cp and Cp . However,
 are obtained using median M, 99.865th
Cp and Cpk CpWSD performs best in accuracy (Table 3).
Copyright  2002 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2002; 18: 383–393
 Table 3. NPM, MCp , CpWSD , CpWV , Cp , and Cp

n=∞
n = 30 n = 50 n = 100 (known parameter case)
Distribution α3 NPM MCp CpWSD CpWV Cp Cp CpWSD CpWV Cp Cp CpWSD CpWV Cp Cp CpWSD CpWV Cp Cp

Copyright  2002 John Wiley & Sons, Ltd.

Normal 0.0 2700 1.00 0.95 0.99 1.14 1.03 0.96 0.98 1.06 1.02 0.96 0.99 1.03 1.00 1.00 1.00 1.00 1.00
Weibull 0.5 4227 0.95 0.94 0.98 1.24 1.03 0.94 0.98 1.14 1.02 0.94 0.97 1.14 1.01 0.94 0.97 1.10 1.00
1.0 9870 0.86 0.92 0.98 1.22 1.04 0.91 0.96 1.18 1.03 0.89 0.95 1.08 1.01 0.88 0.94 1.04 1.00
1.5 14 915 0.81 0.90 0.98 1.18 1.06 0.87 0.95 1.08 1.04 0.85 0.93 1.07 1.02 0.83 0.91 0.98 1.00
2.0 18 316 0.79 0.89 0.98 1.16 1.09 0.85 0.95 1.07 1.05 0.82 0.92 1.01 1.03 0.79 0.89 0.91 1.00
2.5 20 280 0.77 0.89 1.00 * 1.13 0.84 0.95 * 1.08 0.80 0.91 * 1.04 0.76 0.87 * 1.00
3.0 21 256 0.76 0.89 1.02 * 1.17 0.83 0.96 * 1.10 0.79 0.91 * 1.06 0.74 0.86 * 1.00
Lognormal 0.5 5639 0.92 0.94 0.99 1.15 1.03 0.94 0.98 1.07 1.02 0.94 0.98 1.04 1.01 0.94 0.97 0.98 1.00
1.0 10 461 0.85 0.93 0.98 1.09 1.04 0.92 0.97 1.03 1.03 0.91 0.96 0.99 1.01 0.89 0.94 0.94 1.00
1.5 14 087 0.82 0.91 0.98 1.11 1.06 0.90 0.97 1.01 1.04 0.88 0.95 0.97 1.02 0.85 0.92 0.89 1.00
2.0 16 358 0.80 0.89 0.98 1.08 1.09 0.89 0.97 1.00 1.06 0.86 0.94 0.93 1.03 0.82 0.91 0.84 1.00
PROCESS CAPABILITY INDICES

2.5 17 653 0.79 0.88 1.00 * 1.13 0.88 0.98 * 1.08 0.85 0.94 * 1.05 0.80 0.89 * 1.00
3.0 18 325 0.79 0.88 1.02 * 1.18 0.88 0.99 * 1.10 0.84 0.94 * 1.06 0.78 0.88 * 1.00
Gamma 0.5 5431 0.93 0.95 0.99 1.14 1.03 0.94 0.98 1.07 1.02 0.94 0.97 1.04 1.01 0.94 0.97 0.99 1.00
1.0 10 336 0.86 0.93 0.98 1.11 1.04 0.91 0.97 1.06 1.03 0.90 0.95 1.03 1.01 0.88 0.94 0.98 1.00
1.5 14 782 0.81 0.93 0.99 1.17 1.07 0.88 0.95 1.06 1.04 0.86 0.93 1.00 1.02 0.83 0.91 0.96 1.00
2.0 18 316 0.79 0.92 1.00 1.16 1.09 0.85 0.95 1.07 1.06 0.82 0.92 1.01 1.03 0.79 0.89 0.91 1.00
2.5 20 856 0.77 0.93 1.02 * 1.16 0.83 0.95 * 1.08 0.79 0.91 * 1.04 0.75 0.87 * 1.00
3.0 22 528 0.76 0.94 1.04 * 1.16 0.82 0.95 * 1.11 0.77 0.90 * 1.06 0.72 0.85 * 1.00

* Not available in Clements’ method.

389

Qual. Reliab. Engng. Int. 2002; 18: 383–393

 390

WSD , C WV , C  , and C
Table 4. NPM, MCpk , Cpk pk pk pk

n=∞
n = 30 n = 50 n = 100 (known parameter case)
Distribution α3 NPM MCpk WSD
Cpk WV
Cpk 
Cpk Cpk WSD
Cpk WV
Cpk 
Cpk Cpk WSD
Cpk WV
Cpk 
Cpk Cpk WSD
Cpk WV
Cpk 
Cpk Cpk

Copyright  2002 John Wiley & Sons, Ltd.

Normal 0.0 22 782 0.67 0.69 0.69 0.76 0.68 0.68 0.68 0.71 0.68 0.67 0.67 0.69 0.67 0.67 0.67 0.67 0.67
Weibull 0.5 34 412 0.63 0.65 0.67 0.67 0.69 0.64 0.66 0.62 0.68 0.63 0.65 0.58 0.67 0.62 0.64 0.58 0.67
1.0 43 864 0.57 0.63 0.66 0.56 0.70 0.61 0.65 0.52 0.69 0.60 0.64 0.49 0.68 0.58 0.62 0.46 0.67
1.5 48 467 0.54 0.61 0.66 0.49 0.72 0.58 0.64 0.44 0.70 0.57 0.62 0.41 0.68 0.55 0.61 0.38 0.67
2.0 49 787 0.53 0.60 0.66 0.44 0.74 0.57 0.64 0.39 0.71 0.55 0.62 0.36 0.69 0.53 0.59 0.32 0.67
2.5 49 324 0.51 0.61 0.68 * 0.77 0.57 0.64 * 0.76 0.54 0.61 * 0.70 0.51 0.58 * 0.67
3.0 48 020 0.51 0.61 0.70 * 0.80 0.57 0.65 * 0.75 0.53 0.61 * 0.71 0.49 0.57 * 0.67
Lognormal 0.5 34 235 0.61 0.66 0.67 0.63 0.65 0.65 0.66 0.59 0.68 0.64 0.65 0.55 0.67 0.63 0.65 0.53 0.67
1.0 40 943 0.57 0.64 0.67 0.53 0.70 0.62 0.65 0.49 0.69 0.61 0.64 0.46 0.68 0.59 0.63 0.43 0.67
1.5 43 887 0.55 0.63 0.67 0.48 0.72 0.61 0.65 0.44 0.70 0.59 0.63 0.40 0.68 0.57 0.61 0.36 0.67
2.0 44 644 0.53 0.63 0.68 0.44 0.74 0.60 0.65 0.40 0.71 0.57 0.63 0.36 0.69 0.55 0.60 0.31 0.67
2.5 44 294 0.53 0.63 0.69 * 0.76 0.60 0.66 * 0.73 0.57 0.63 * 0.70 0.53 0.60 * 0.67
3.0 43 439 0.53 0.64 0.71 * 0.79 0.60 0.67 * 0.75 0.56 0.63 * 0.71 0.52 0.59 * 0.67
Y. S. CHANG, I. S. CHOI AND D. S. BAI

Gamma 0.5 34 400 0.62 0.66 0.67 0.63 0.69 0.65 0.66 0.59 0.68 0.63 0.65 0.55 0.67 0.63 0.65 0.53 0.67
1.0 42 380 0.57 0.63 0.66 0.54 0.70 0.62 0.65 0.50 0.69 0.60 0.64 0.47 0.68 0.59 0.63 0.44 0.67
1.5 47 273 0.54 0.61 0.66 0.48 0.72 0.61 0.65 0.43 0.70 0.57 0.63 0.41 0.68 0.56 0.61 0.37 0.67
2.0 49 787 0.53 0.60 0.67 0.44 0.74 0.60 0.65 0.39 0.71 0.55 0.62 0.35 0.69 0.53 0.59 0.32 0.67
2.5 50 563 0.51 0.60 0.68 * 0.77 0.60 0.66 * 0.73 0.53 0.61 * 0.70 0.50 0.58 * 0.67
3.0 50 135 0.51 0.60 0.69 * 0.81 0.60 0.67 * 0.75 0.51 0.61 * 0.71 0.48 0.57 * 0.67

* Not available in Clements’ method.

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 PROCESS CAPABILITY INDICES 391

Table 5. Values of CpWSD − MC p as a specification range

Specification range
Distribution α3 4.0 5.0 6.0 7.0 8.0
Normal 0.0 0.0000 0.0000 0.0000 0.0000 0.0000
Weibull 1.0 −0.0879 −0.0373 0.0158 0.0711 0.1285
2.0 −0.1266 −0.0633 0.0046 0.0764 0.1515
3.0 −0.1657 −0.0993 −0.0278 0.0478 0.1267
Lognormal 1.0 −0.0857 −0.0296 0.0357 0.1065 0.1823
2.0 −0.1216 −0.0535 0.0214 0.1020 0.1874
3.0 −0.1522 −0.0820 −0.0049 0.0777 0.1648
Gamma 1.0 −0.0882 −0.0325 0.0278 0.0922 0.1602
2.0 −0.1266 −0.0633 0.0046 0.0764 0.1515
3.0 −0.1716 −0.1072 −0.0385 0.0337 0.1086

pWSD and (b) C

Table 6. Relative biases and MSEs of (a) C WSD
pk

Relative bias MSE

Distribution α3 n = 30 n = 50 n = 100 n = 30 n = 50 n = 100
(a)
Normal 0.0 −0.0489 −0.0462 −0.0376 0.0224 0.0136 0.0073
Weibull 0.5 0.0039 0.0037 0.0035 0.0225 0.0138 0.0073
1.0 0.0461 0.0325 0.0190 0.0370 0.0219 0.0112
2.0 0.1194 0.0706 0.0393 0.0772 0.0418 0.0200
3.0 0.2199 0.1299 0.0631 0.1443 0.0712 0.0311
Lognormal 0.5 0.0049 0.0048 0.0032 0.0261 0.0160 0.0084
1.0 0.0512 0.0308 0.0196 0.0410 0.0237 0.0133
2.0 0.1204 0.0805 0.0419 0.0832 0.0484 0.0235
3.0 0.2000 0.1278 0.0747 0.1337 0.0775 0.0362
Gamma 0.5 0.0033 0.0046 0.0032 0.0254 0.0155 0.0086
1.0 0.0498 0.0309 0.0209 0.0383 0.0238 0.0125
2.0 0.1263 0.0766 0.0369 0.0818 0.0432 0.0191
3.0 0.2135 0.1245 0.0622 0.1430 0.0670 0.0281

(b)
Normal 0.0 −0.0638 −0.0574 −0.0450 0.0242 0.0151 0.0081
Weibull 0.5 −0.0053 −0.0026 0.0011 0.0236 0.0150 0.0085
1.0 0.0421 0.0318 0.0199 0.0424 0.0267 0.0144
2.0 0.1280 0.0767 0.0432 0.0967 0.0537 0.0260
3.0 0.2401 0.1405 0.0677 0.1826 0.0899 0.0389
Lognormal 0.5 −0.0092 −0.0047 −0.0014 0.0273 0.0172 0.0095
1.0 0.0424 0.0273 0.0194 0.0445 0.0272 0.0162
2.0 0.1234 0.0856 0.0451 0.0972 0.0596 0.0296
3.0 0.2115 0.1376 0.0805 0.1602 0.0956 0.0444
Gamma 0.5 −0.0102 −0.0042 −0.0009 0.0270 0.0167 0.0097
1.0 0.0432 0.0288 0.0216 0.0425 0.0282 0.0157
2.0 0.1363 0.0835 0.0405 0.1034 0.0556 0.0248
3.0 0.2334 0.1359 0.0672 0.1837 0.0857 0.0353

Copyright  2002 John Wiley & Sons, Ltd. Qual. Reliab. Engng. Int. 2002; 18: 383–393
392 Y. S. CHANG, I. S. CHOI AND D. S. BAI

pWSD and C
Table 7. Relative biases of C WSD with bias correction factors
pk

WSD
C WSD
C
p pk
Distribution α3 n = 30 n = 50 n = 100 n = 30 n = 50 n = 100
Normal 0.0 −0.0762 −0.0620 −0.0453 −0.0905 −0.0729 −0.0526
Weibull 0.5 −0.0254 −0.0132 −0.0048 −0.0342 −0.0193 −0.0071
1.0 0.0139 0.0139 0.0100 0.0102 0.0133 0.0109
2.0 0.0798 0.0482 0.0286 0.0882 0.0542 0.0325
3.0 0.1714 0.1033 0.0507 0.1909 0.1137 0.0553
Lognormal 0.5 −0.0245 −0.0121 −0.0050 −0.0379 −0.0214 −0.0096
1.0 0.0194 0.0125 0.0107 0.0110 0.0092 0.0106
2.0 0.0833 0.0594 0.0318 0.0862 0.0644 0.0350
3.0 0.1573 0.1040 0.0635 0.1686 0.1137 0.0692
Gamma 0.5 −0.0260 −0.0124 −0.0050 −0.0390 −0.0209 −0.0090
1.0 0.0178 0.0125 0.0120 0.0115 0.0105 0.0126
2.0 0.0866 0.0542 0.0263 0.0963 0.0610 0.0298
3.0 0.1621 0.0964 0.0491 0.1813 0.1075 0.0540

(iii) In general, Cpk underestimates the process pWSD overestimates the true value of CpWSD
(ii) C
capability, whereas other PCIs overestimate it. WSD
except for the normal distribution cases. Cpk
However, Cpk WSD is most close to the MC
pk also overestimates Cpk
WSD except when α is small
3
among its competitors (Table 4). and µx = ξ .
(iii) For given α3 , both relative bias and MSE
Table 5 shows the values of CpWSD − MCp
decrease as n increases, and for given n, they
when the specification range |USL − LSL| varies and
increase as α3 becomes large.
parameters are known. We can see that the proposed
CpWSD underestimates the true capability of the process Table 7 presents the relative biases of CpWSD and
when |USL − LSL| is small and vice versa, and the
accuracy is best when |USL − LSL| is about 6.0.
4. FINITE SAMPLE PROPERTIES
In this section, the relative biases and MSEs of CpWSD
and CpkWSD
are investigated for small and moderate
sample sizes. For large sample properties, see Chang
and Bai [21]. 10 000 values of deviations and squared
deviations of C pWSD and C WSD from CpWSD and C WSD ,
pk pk
each based on n = 30, 50, 100 random variates, were
computed and averaged to obtain the relative bias and
MSE. It is assumed that µx = 0, σx = 1, USL = 3,
and LSL = −3.
Table 6 presents the relative biases and MSEs of
WSD and C
C WSD , and shows the following.
p pk
pWSD and
(i) The relative biases and MSEs of C
C WSD
pk are found to be small, and the biases do
not exceed 10% of the true values of CpWSD or
Cpk
WSD
except when n is small and/or α3 is large.
Copyright  2002 John Wiley & Sons, Ltd.
WSD
C with bias correction factors, and shows that the
pk
bias for α3  1.0 is smaller than that of Table 6
without correction factors, but the bias for α3 < 1.0
is overcorrected.
5. CONCLUSIONS
We have proposed a simple method of constructing
PCIs for an arbitrary skewed population. This method
adjusts the value of PCIs in accordance to the degree
of skewness of the underlying distribution by using
WSDs which are obtained by splitting the standard
deviation into the upper and lower deviations. For the
cases presented, the WSD PCIs outperform the other
methodologies shown, and the accuracy is best when
the range of the specification limits is about 6σx .
The bias correction factors for skewed populations
are suggested and the finite sample properties are
examined.
The WSD method can also be applied to modify
the PCIs Cpm , Cpmk , and Cpm∗ which can reflect the
departure of the process mean from the target value
when the distribution is skewed.
Qual. Reliab. Engng. Int. 2002; 18: 383–393
 PROCESS CAPABILITY INDICES
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Authors’ biographies:
Young Soon Chang is a doctorial student in the Department
of Industrial Engineering at Korea Advanced Institute of
Science and Technology (KAIST). He holds a BS in
Statistics from Yonsei University and a MS in Industrial
Engineering from KAIST. His research interests include
quality and reliability engineering.
In Su Choi received a PhD in Industrial Engineering from
KAIST in 1996. He is currently a Chief Executive Officer
in Embrain Co. Ltd. His research interests are in the area of
quality control and customer relationship management.
Do Sun Bai received a PhD in Statistics from Ohio State
University in 1971. He taught statistics at the Ohio State
University in 1971–1972 and 1981–1982 and at the State
University of New York at Oneonta in 1972–1974. Since
1974 he has been a Professor at KAIST. His major interests
lie in life testing and survival analysis, reliability theory, and
quality control. He is a senior member of ASQ.
Qual. Reliab. Engng. Int. 2002; 18: 383–393