A New Method for Constructing Confidence Intervals for the Index CPM

In the statistical literature on the study of the capability of processes through the use of indices, Cpm introduced bya Chan et al appears to have been one of the most widely used capability indices and its estimation has attracted much interest. In this article, a new method for constructing approximate confidence intervals for this index is suggested. The method is based on an approximation of the noncentral chi-square distribution, which was proposed by Pearson. Its coverage appears to be more satisfactory compared to that achieved by any of the two most widely used methods that were proposed by Boyles. This is supported by the results of an extensive simulation study