Interval estimation of process capability index cpk

Several sampling distribution properties of the estimator for C_pk. are presented under the assumption that the data are normal, independent and identically distributed. In particular, the expectation, variance and skewness are derived. Since the sampling distribution is only weakly skewed, we concluded that a symmetric interval estimator for C_pk . might be reasonable. We developed such a symmetric interval estimator and conducted a simulation study to explore its coverage probabilities.