Process Capability Analysis and Process

Analytical Technology

Presented by:
Steven Walfish
President, Statistical Outsourcing Services
steven@statisticaloutsourcingservices.com
http://www.statisticaloutsourcingservices.com
 Agenda
• Introduction to Capability
– What is capability
– Histograms
– Normal Distribution

• Capability Indices
– Cp
– Cpk
– Pp
– Ppk

• Calculating Sigma
– Relating capability to percent nonconforming

• Capability with attribute data

– Defects per Million Opportunities (DPMO)

• Process Analytical Technology (PAT)

 What is Capability?
• Process capability compares the output of an in-control
process to the specification limits.

• The comparison is made by forming the ratio of the

spread between the process specifications (the
specification "width") to the spread of the process
values, as measured by process standard deviation.

• A capable process is one where almost all the

measurements fall inside the specification limits.
 Graphical Representation
LSL USL

Mean = 75 6S on each side of

SD = 0.3 the mean to the
USL = 73 specification limit.
USL = 77
6S = 1.8

73.2 73.8 74.4 75.0 75.6 76.2 76.8

 Histogram
73.66 74.11 74.41 74.71 75.31 75.61 75.91 76.36
±1S (68.3%)
40

±2S (95.4%)

30
±3S (99.7%)
Frequency

20 ±4.5S (99.9993%)

10

0
74.0 74.4 74.8 75.2 75.6 76.0 76.4
 Examples of Capability
• Some examples of where capability
analysis can be used:

• Process that is not centered

• Process with large variability
• One-sided specifications
• Setting/confirming customer specifications
 Percent Out of Specifications

• Based on the normal distribution, the percent of product that would

fall out of specification can be calculated.

• This is best explained using an example.

• Assume we have a process with mean = 50, standard deviation = 4,

USL = 58 and LSL = 46.

• We divide this problem into two parts. First the percent out of
specification on the high end (greater than the USL) and then the
percent out on the low end (less than the LSL).
 The Normal Distribution
• The normal distribution is:

USL − X X − LSL
Z= ;
S S
• Z is the number of standard deviations that the specification is from
the mean.

• Normal probability tables give you the percent of the distribution that
would exceed the specification limit for a given z value

• Remember that 68.3% of the data is within ±1S (therefore 31.7% is

outside of ±1S).
 Out of Specification Calculations
USL − X X − LSL
Z= ;
S S

58 − 50 50 − 46
Z= ;
4 4

Z = 2 for the upper specifcation and 1 for the lower specification

• A z = 2 is 2.28% out of specification; z=1 is 15.9%.

• The total percent expected to be out of specification would be 18.1%

• We will discuss summary statistics for this later.

 Estimating Sigma
• There are several methods for estimating
sigma (S) used in capability analysis.

• Control charts
– Rbar
– Sbar
– Moving Range
– MSSD
• Pooled standard deviation
• Total standard deviation (Long-Term)
 Short-Term
• Statistical Process Control methods such as control charting provide
estimates for short term variability.

• Short term variability is defined as the average within subgroup

variability.

• For subgroup sizes greater than 1, based on the distribution of the

range, the average range within a subgroup can be divided by a
constant d2. The constant is based on the sample size of the
subgroup.

• Similarly, the average standard deviation can be divided by c4. The

constant c4 is also based on the sample size of the subgroup.
 Short Term for n=1
• When the subgroup size is a single observation, there are two
methods to estimate the sigma; moving range or mean squared
successive differences.

• The moving range, like the average range for subgroup size greater
than 1 uses the constant d2. Here the value of d2 equals 1.128 and
the average range is the average of the range of successive points.

• A variation of the moving range is the mean squared successive

difference (MSSD).

1 (∑ d )
2
i
*
2 (n − 1)
c4
 Long Term
• Total variability can be estimated from the entire data set.

• Total variability is estimated by treating the data as one big

sample using only the overall mean and looking at how the data
points vary around this one overall mean.

• Total variability estimates the long term state of the process

variability.

• If a process is stable, then the variability seen short term is

consistent with what you expect to see long term.
 Assumptions
• There are two critical assumptions to consider when performing
process capability analyses with continuous data, namely:

• The process is in statistical control.

• The distribution of the process considered is Normal.

• If these assumptions are not met, the resulting statistics may be

highly unreliable.

• In a later modules we will discuss capability analysis for non-normal

data.
 Capability Indices
• There are several statistics that can be used to measure the
capability of a process: Cp, Cpk, Pp and Ppk.

• The statistics assume that the population of data values is normally

distributed.

• Variability can be stated as either short-term or long-term.

• Cp and Cpk are based on short term variability

• Pp and Ppk are based on total variability

 Cp
• Approximately 99.7% of the data from a normal distribution is
contained between ±3σ.

• If the process is in control and the distribution is well within the

specification limits then the difference between the Upper
specification (U) and Lower specification (L) should be larger
than 6σ.

• If the specifications are larger than 6σ, the ratio will be less than 1.

• If Cp is greater than 1 then the process has the potential to meet

specifications as long as the mean is centered.
 Cp
LSL USL

Mean = 0.045
SD = 0.005
LSL = 0.042
USL = 0.048
Cp = 0.19

UpperSpec − LowerSpec 0.028 0.032 0.036 0.040 0.044 0.048 0.052 0.056

Cp =
6⋅S LSL

Mean = 0.045
USL

SD = 0.005
LSL = 0.03
USL = 0.06
Cp = 0.97

0.030 0.036 0.042 0.048 0.054 0.060

 Cpk
• Cpk is an process capability index that assesses how close
the process mean is from the specification limit.

• If the process is in control and the distribution is well within

the specification limits then the difference between the
Upper specification (U) and then mean or the difference
between the Lower specification (L) and the mean should
be larger than 3σ.

• If Cpk is greater than 1 then the process mean is sufficiently

far from the specification limit.
 Cpk
LSL USL

UpperSpec − X
C pU = Mean = 0.045
3⋅S SD = 0.005
LSL = 0.042
USL = 0.048
CpL = 0.17
CpU = 0.22
Cpk = 0.17

X − LowerSpec 0.028 0.032 0.036 0.040 0.044 0.048 0.052 0.056

C pL =
3⋅S LSL USL

Mean = 0.045
SD = 0.005
LSL = 0.03
USL = 0.06
CpL = 0.95
CpU = 0.99
C pk = min( C pL , C pU ) Cpk = 0.95

0.030 0.036 0.042 0.048 0.054 0.060

 Cpk
– Cpk greater than 1 shows the process is probably centered
and usually able to meet specifications

– Cpk less than 1 indicates either the mean is not centered

between the specifications or there is problem with variability

– Cpk is meant to be used with processes that are in control –

gives us a measure of whether the in-control process is
capable of meeting specifications

– Cpk is not an appropriate measure if there are trends, runs,

out-of-control observations or if the process is too variable
 Pp
• Pp is an overall capability similar to Cp.

• Total variability is used in the denominator instead of the

short term.

• If the process is stable and in control the estimate of Pp is

similar to the estimate of Cp.

• If Pp is greater than 1 then the process is meeting the

specifications as long as the mean is centered.
 Pp
LSL USL

Mean = 0.045
SD = 0.0054
LSL = 0.042
USL = 0.048
Pp = 0.19

UpperSpec − LowerSpec 0.028 0.032 0.036 0.040 0.044 0.048 0.052 0.056

Pp =
6 ⋅S LSL USL

Mean = 0.045
SD = 0.0054
LSL = 0.03
USL = 0.06
Pp = 0.93

0.030 0.036 0.042 0.048 0.054 0.060

 Ppk
• Ppk is an process capability index that assesses how close the
process mean is from the specification limit.

• Total variability is used in the denominator instead of the short term.

• If the process is in control and the distribution is well within the

specification limits then the difference between the Upper
specification (U) and then mean or the difference between the Lower
specification (L) and the mean should be larger than 3σ.

• If Ppk is greater than 1 then the process mean is sufficiently far from
the specification limit.
 Ppk
LSL USL

Mean = 0.045
SD = 0.0054
X − LowerSpec
PpL = LSL = 0.042
3⋅S USL = 0.048
PpL = 0.17
PpU = 0.21
Ppk = 0.17

UpperSpec − X 0.028 0.032 0.036 0.040 0.044 0.048 0.052 0.056

PpU =
3⋅S
LSL USL

Mean = 0.045
SD = 0.005
LSL = 0.03
USL = 0.06
Ppk = min(PpL , PpU ) PpL = 0.91
PpU = 0.95
Ppk = 0.91

0.030 0.036 0.042 0.048 0.054 0.060

 Example
• The concentration after fermentation is critical to downstream
processing.

• Tolerances are 0.45 μg/mL ± 0.03

• Low concentration would lead to insufficient product and too high a

concentration would lead to loading issues.

• A capability study was performed, with the following results.

• Mean = 0.465
• Standard Deviation (Short Term) = 0.0075
• Standard Deviation (Total) = 0.0067
 Example – Continued
•Cp = 1.34
LSL USL
W ithin
•CpL = 1.99 Overall

•CpU = 0.69

•Cpk = 0.69

•Pp = 1.49

•PpL = 2.20

•PpU = 0.77

•Ppk = 0.77
0.42 0.43 0.44 0.45 0.46 0.47 0.48
 Attribute Data
• When examination of an item or event results in a PASS
or FAIL rather than a measurement, the capability
analysis must be based on a discrete distribution.

• When the measure is counts or proportions, the binomial

is used to estimate capability.

• When the relevant measure of performance is a rate,

then the capability analysis is based on the Poisson
distribution.
 DPMO
• A capability index for an attribute process, especially
those that have multiple inspections per part is to
calculate Defects per Million Opportunities (DPMO).

• Defects per Million Opportunities (DPMO) =

(Number of Defects Generated /
Number of Opportunities for Defects in Sample) x 106

• If there are 2 defects generated in a sample of 100 with

each unit having 5 areas inspected
DPMO=(2/(5*100))*106 = 4000
 Binomial Data
• First plot your data on a p-chart. This allows you to assess if the
process is in statistical control. Remove any points outside the limits
and recalculate the average percent defective.

• Using the overall percent defective, calculate the upper and lower
95% confidence interval on percent defective.

• Multiply the percent defective by 1,000,000 to get the DPMO.

• Calculate Process Z by determining the Z-value that corresponds to

the percent defective. A higher Process Z is desirable.
 Example
• The following are the number of defectives
found during the inspection of 20 units in each
lot.

1 4 1 2 4
2 3 1 0 7
3 2 5 8 8
2 3 4 9 6
3 2 3 0 0
4 1 4 4 5
3 2 5 5 6
2 3 9 0 0
3 4 4 1 2
5 2 3 2 4
 P-Chart
P Chart
0.5
1 1

UCL=0.4156
0.4

0.3
Proportion

0.2 _
P=0.166

0.1

0.0 LCL=0

5 10 15 20 25 30 35 40 45 50
Sample
 Updated P-Chart
P Chart
0.4
UCL=0.3786

0.3
Proportion

0.2
_
P=0.1435

0.1

0.0 LCL=0

5 10 15 20 25 30 35 40 45
Sample
 Summary Statistics
Binomial Process Capability Analysis
P C har t Binomial P lot
0.4

Expected Defectives
U C L=0.3786
6
P r opor tion

0.2 4
_
P =0.1435
2

0.0 LC L=0 0
5 10 15 20 25 30 35 40 45 0.0 2.5 5.0
Sample O bser ved Defectives

C umulative % Defective Dist of % Defective

S ummary S tats Tar

10.0
(using 95.0% confidence)
15
% D efectiv e: 14.35
7.5
% Defective

Low er C I: 12.15
U pper C I: 16.78
10 Target: 0.00 5.0
P P M Def: 143478
Low er C I: 121452 2.5
U pper C I: 167814
5
P rocess Z: 1.0648 0.0
0 10 20 30 40 50 Low er C I: 0.9628 0 5 10 15 20 25 30 35
Sample U pper C I: 1.1678
 Poisson Data
• First plot your data on a u-chart. This
allows you to assess if the process is in
statistical control. Remove any points
outside the limits and recalculate the
average defects per unit (DFU).

• Using the overall defects per unit,

calculate the upper and lower 95%
confidence interval on percent defective.
 Example
• The following are the number of defectives
found per unit during the inspection of 50 units.

7 2 2 3 5
4 4 2 4 4
4 5 2 7 3
7 3 2 2 1
0 1 9 6 2
2 3 0 2 5
1 4 4 1 3
0 2 1 4 1
3 2 3 3 1
5 2 2 2 1
 U-Chart
U Chart
1
9

8 UCL=8.12

7
Sample Count Per Unit

4
_
3 U=2.96

0 LCL=0

5 10 15 20 25 30 35 40 45 50
Sample
 Updated P-Chart
U Chart
8 UCL=7.890

6
Sample Count Per Unit

4
_
3 U=2.837

0 LCL=0

5 10 15 20 25 30 35 40 45
Sample
 Summary Statistics
Poisson Capability Analysis
U C har t P oisson P lot
Sample C ount P er Unit

U C L=7.890
7.5

Expected Defects
6

5.0
4
_
2.5 U =2.837
2

0.0 LC L=0 0
5 10 15 20 25 30 35 40 45 0.0 2.5 5.0
Sample O bser ved Defects

C umulative DP U Dist of DP U

S ummary S tats Tar

7 16
(using 95.0% confidence)

6 M ean D ef: 2.8367 12

Low er C I: 2.3848
5 U pper C I: 3.3494
DP U

8
M ean D P U : 2.8367
4 Low er C I: 2.3848
U pper C I: 3.3494 4
3
M in DP U : 0.0000
M ax DP U : 7.0000 0
0 10 20 30 40 50 Targ DP U : 0.0000 0 1 2 3 4 5 6 7
Sample
 Process Analytical Technology
• The goal of PAT is to achieve sufficient
process understanding and control to
enable quality assurance in “real-time”.

• When a process is capable and

repeatable, this can be achieved.

• When there is too much variability, then

further process understanding is required.
 PAT Lifecycle
Perform
Review
Capability
Process
Analysis

Initiate PAT Estimate

measurement Failure Rates

Adjust
Ranges as
Appropriate
 Conclusions
• Process capability analysis can be predictive of
expected out of specification results.

• The process must be in statistical control prior to

doing a capability analysis.

• Data transformation can be used for non-normal

data.

• Attribute data can use confidence intervals to

predict process performance.
Questions?
 Statistical Outsourcing Services
• Statistical Outsourcing Services
can provide:
– Bioassay Analysis
– Acceptance Sampling
– Method Validation
– Process Validation
– Stability Testing
– Comparability Studies
– Quality Systems
– Statistical Process Control (SPC)
– Third Party Expert Review
– Clinical Protocol Review
– Business Intelligence (BI)
• The following is a sample list of
available training programs:
– Introduction to Statistics
– Statistics for Non-Statisticians
– Using Statistical Software
– Statistical Process Control (SPC)
– Regression Analysis
– Design of Experiments
– Method Validation