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Generalized confidence intervals for the process capability indices in general random effect model with balanced data

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Abstract

In this paper, we consider the interval estimation problem on the process capability indices in general random effect model with balanced data. The confidence intervals for three commonly used process capability indices are developed by using the concept of generalized confidence interval. Furthermore, some simulation results on the coverage probability and expected value of the generalized lower confidence limits are reported. The simulation results indicate that the proposed confidence intervals do provide quite satisfactory coverage probabilities.

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Authors and Affiliations

  1. College of Business, Hangzhou Dianzi University, Zhejiang, China

    Rendao Ye

  2. Statistics College, Southwestern University of Finance and Economics, Sichuan, China

    Tiefeng Ma

  3. College of Applied Sciences, Beijing University of Technology, Beijing, China

    Songgui Wang

Authors
  1. Rendao Ye
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  2. Tiefeng Ma
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  3. Songgui Wang
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Correspondence to Rendao Ye.

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Ye, R., Ma, T. & Wang, S. Generalized confidence intervals for the process capability indices in general random effect model with balanced data. Stat Papers 52, 153–169 (2011). https://doi.org/10.1007/s00362-009-0216-x

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  • DOI: https://doi.org/10.1007/s00362-009-0216-x

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