Estimating process capability indexes for autocorrelated data

Process capability indexes are widely used in the manufacturing industries and by supplier companies in process assessments and in the evaluation of purchasing decisions. One concern about using the process capability indexes is the assumption of the mutual independence of the process data, because, in process industries, process data are often autocorrelated. This paper discusses the use of the process capability indexes Cp and Cpk when the process data are autocorrelated. Interval estimation procedures for Cp and Cpk are proposed and their properties are studied.