On Fixed-Width Estimation of Process Capability Index C_pm

ABSTRACT

In this paper, we study the properties of the sequential fixed-width estimation of the quality index C_pm where 2d is the width of the fixed-width interval. We study the properties of the fixed-width stopping rule and the sequential estimator of the quality index C_pm. We show that this fixed-width rule terminates finitely when d > 0. Also, under some reasonable conditions, we show that this fixed-width sequential estimation is asymptotically efficient and asymptotically consistent as d tends to 0.

Key Words:

• Process capability index
• sequential estimation
• quality control