The concept of generalized confidence intervals is used to derive lower confidence limits for some of the commonly used process capability indices. For the cases where approximate lower confidence limits are already available, numerical comparisons are made among the available approximations and the generalized lower confidence limit. The numerical results indicate that the generalized confidence interval does provide coverage probabilities very close to the nominal confidence level. Two examples are given to illustrate the results.
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Mathew et al. (2006) studied this question.
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