Journal of Statistics Applications & Probability


Herein, confidence intervals using the generalized confidence interval (GCI), large sample (LS), and the adjusted method of variance estimates recovery (Adjusted MOVER) approaches for the common process capability index Cp of normal distributions are proposed. Monte Carlo simulation was used to assess the performances of the proposed methods in terms of coverage probability and expected length. The results of the simulation indicate that Adjusted MOVER performed well in terms of the coverage probability and expected length under all conditions. The coverage probabilities of LS and GCI were differed greatly from the nominal level 0.95, except for some cases. The performances of the confidence intervals are also illustrated using real data from the area of industrial engineering.

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