Communications in Statistics - Simulation and

Computation

ISSN: 0361-0918 (Print) 1532-4141 (Online) Journal homepage: http://www.tandfonline.com/loi/lssp20

Bootstrap confidence intervals of generalized

process capability index Cpyk for Lindley and power
Lindley distributions

Sanku Dey, Mahendra Saha, Sudhansu S. Maiti & Chi-Hyuck Jun

To cite this article: Sanku Dey, Mahendra Saha, Sudhansu S. Maiti & Chi-Hyuck Jun (2017):
Bootstrap confidence intervals of generalized process capability index Cpyk for Lindley and
power Lindley distributions, Communications in Statistics - Simulation and Computation, DOI:
10.1080/03610918.2017.1280166

To link to this article: http://dx.doi.org/10.1080/03610918.2017.1280166

Accepted author version posted online: 19

Jan 2017.
Published online: 19 Jan 2017.

Submit your article to this journal

Article views: 20

View related articles

View Crossmark data

Full Terms & Conditions of access and use can be found at

http://www.tandfonline.com/action/journalInformation?journalCode=lssp20

Download by: [47.9.171.209] Date: 02 June 2017, At: 03:58

COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION
, VOL. , NO. , –
®
https://doi.org/./..

Bootstrap confidence intervals of generalized process capability

index Cpyk for Lindley and power Lindley distributions

Sanku Deya , Mahendra Sahab , Sudhansu S. Maitic , and Chi-Hyuck Jund

a
Department of Statistics, St. Anthony’s College, Shillong, Meghalaya, India; b Department of Statistics, Central
University of Rajasthan, Rajasthan, India; c Department of Statistics, Visva-Bharati University, Santiniketan,
West Bengal, India; d Department of Industrial & Management Engineering, POSTECH, Republic of Korea

ABSTRACT ARTICLE HISTORY

One of the indicators for evaluating the capability of a process is the Received  August 
process capability index. In this article, bootstrap confidence intervals Accepted  January 
of the generalized process capability index (GPCI) proposed by Maiti
KEYWORDS
et al. are studied through simulation, when the underlying distributions Combining categories;
are Lindley and Power Lindley distributions. The maximum likelihood Interobserver agreement;
method is used to estimate the parameters of the models. Three Symmetric kappa;
bootstrap confidence intervals namely, standard bootstrap (SB), per- Unweighted kappa;
centile bootstrap (PB), and bias-corrected percentile bootstrap (BCPB) Weighted kappa
are considered for obtaining confidence intervals of GPCI. A Monte
MATHEMATICS SUBJECT
Carlo simulation has been used to investigate the estimated coverage
CLASSIFICATION
probabilities and average width of the bootstrap confidence intervals.
F; E; F
Simulation results show that the estimated coverage probabilities of
the percentile bootstrap confidence interval and the bias-corrected
percentile bootstrap confidence interval get closer to the nominal con-
fidence level than those of the standard bootstrap confidence interval.
Finally, three real datasets are analyzed for illustrative purposes.

1. Introduction
The global business market has intensified competitions among business organizations and
resulted in quality consciousness, defect-free products, and demand for greater reliability of
their products. In order to achieve this objective, manufacturing industries have adopted dif-
ferent paradigms like Total Quality Management, Six Sigma, and Lean Six Sigma within their
organization. An essential element of these strategies necessitates the monitoring of the per-
formance of the individual processes. The results of these performances are then used for
competitive bench marking among the industry leaders. One popularly used measure to gauge
the processes is the Process Capability Index (PCI). Process capability analysis is an effective
means to measure the performance and potential capabilities of a process. Process capabil-
ity analysis has the following benefits: continuously monitoring the process quality through
PCIs in order to assure the products manufactured are conforming to the specifications; sup-
plying information on product design and process quality improvement for engineers and
designer; and providing the basis for reducing the cost of product failures (see Pan and Wu

CONTACT Mahendra Saha mahendrasaha@curaj.ac.in Department of Statistics, Central University of Rajasthan,

Rajasthan, India.
Color versions of one or more of the figures in the article can be found online at www.tandfonline.com/lssp.
©  Taylor & Francis Group, LLC
2 S. DEY ET AL.

1997). Controlling and improving quality of products is important for many companies. In
particular, lifetime of products is a relevant quality characteristic that producers have to mon-
itor. As a measure of quality for life times, Montgomery (1985) proposed the process capa-
bility index, CL for evaluating the lifetime performance of electronic components, where L is
the lower specification limit. There are many different PCIs in the literature and most of them
were described through some continuous distributions of the characteristics and, in particu-
lar, normally distributed characteristics. The most widely used such indices are Cp by Juran
(1974), Cpk by Kane (1986), Cpm by Hsiang and Taguchi (1985), and Cpmk by Choi and Owen
(1990) and Pearn et al. (1992) and their generalizations for non-normal processes suggested
by Clements (1989), Constable and Hobbs (1992), Pearn and Chen (1995), and Mukherjee
(1995). A number of new approaches to process capability analysis have been attempted by
Carr (1991) and Flaig (1996). Often, however, one is faced with processes described by a
characteristic whose values are discrete. Therefore, in such cases none of these indices can
be used. The indices suggested so far whose assessment is meaningful regardless of whether
the studied process is discrete or continuous are those suggested by Yeh and Bhattacharya
(1998), Borges and Ho (2001), Perakis and Xekalaki (2002, 2005), and Maiti et al. (2010).
Yum and Kim (2010) provided a bibliography of the literature on process capability indices
for the period (2000–2009). PCIs aim to quantify the capability of a process of quality charac-
teristic to meet some specifications that are related to a measurable characteristic of its pro-
duced items. These specifications are determined through the lower specification limit (L)
and the upper specification limit (U ). The first PCI was developed by Juran (1974) and is
defined as

U −L
Cp =
6σ
d
=
3σ

where, d = (U − L)/2, the half-length of the specification interval and σ is the process stan-
dard deviation. Note that Cp does not depend on process mean. The index Cp cannot reflect
the tendency of process centering and thus gives no indication of the actual process perfor-
mance. When the process mean (target) is off-centered of the specification, the result is that
one specification limit (the closer to the process mean) becomes the focal point of the process
capability calculation. A modified capability index introduced by Kane (1986) to reflect the
impact of μ (process mean) on the PCIs, defined as
 
U −μ μ−L
Cpk = min , ,
3σ 3σ

where μ is the process mean and σ is the process standard deviation. Again, utilizing the
identity, min{a, b} = (a + b) − |a − b|/2, the index Cpk can also be written as:

d − |μ − m|
Cpk = ,
3σ

where m = (U + L)/2, the mid-point of the lower and upper specification limits. The rela-
tionship between the indices Cp and Cpk are discussed by Barnett (1988), Gensidy (1985), and
Kotz and Johnson (1999). As an alternative PCI, Cpm , given by Hsiang and Taguchi (1985),
 COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION ® 3

independently proposed by Chan et al. (1988), taking into account the influence of the depar-
ture of the process mean μ from the target T as
U −L
Cpm = √ 2
6 σ + (μ − T )2
d
= √ 2
3 σ + (μ − T )2
d
= √ ,
3 E(X − T )2
where μ is the process mean and T is the target value and E(.) denotes “expected value.”
Pearn et al. (1992) proposed a hybrid index Cpmk , combined the merits of PCIs Cp , Cpk , and
Cpm , sometimes referred to as the “third generation capability index,” given as:
 
U −μ μ−L
Cpmk = min √ 2 , √
3 σ + (μ − T )2 3 σ 2 + (μ − T )2
d − |μ − m|
= √ .
3 E(μ − T )2
Clearly, Cpmk is only meaningful when deviation from target is the main concern. This index
is based on the quadratic loss function and, thus, should only be used when there is evidence
of a quadratic monetary loss. A class of PCIs, generalizes the four basic indices Cp , Cpk , Cpm ,
and Cpmk , given by Vannman (1995), depending on two non-negative parameters u and v as

d − u|μ − M|
Cp (u, v ) = √ 2 .
3 σ + v (μ − T )2
All the four PCIs Cp , Cpk , Cpm , and Cpmk can be considered as special case of the PCI Cp (u, v ).
By varying the parameters u and v, one can find the indices with different desirable proper-
ties. Pearn et al. (1992) pointed out some undesirable properties of Cpm when the target value
T is between specification intervals, but not equal to M. Furthermore, in case of two-sided
specification intervals, T = M is quite common in practical situations. Then, the index given
by
d − u|μ − T |
Cp (u, v ) = √ 2 .
3 σ + v (μ − T )2
The index Cp (u, v ) can be interpreted in a similar way as in case of Cpm and Cpmk for fixed
values of u and v. Chen and Pearn (1997) considered generalizations of these four basic indices
and accommodated the cases, where the underlying distributions may not be normal, they
consider the generalizations of Cp (u, v ) which is refer to CN p (u, v ), defined as

d − u|M − m|
CN p (u, v ) =  2 ,
3 F99.8656−F0.135 + v (M − T )2

where Fα is the αth percentile, M is the median of the distribution, m = (U + L)/2 is the
mid-point between the upper and lower specification limits, u, v ≥ 0. Thus in developing the
generalizations, Chen and Pearn (1997) replaced the process mean μ by the process median
M and the process standard deviation σ in the definition of the index Cp (u, v ), given by
Vannman (1995).
4 S. DEY ET AL.

Recently, Maiti et al. (2010) suggested a generalized process capability index (GPCI),
defined as the ratio of proportion of specification conformance (or, process yield) to propor-
tion of desired (or, natural) conformance. Almost all the process capabilities defined in the
literature are directly or indirectly associated with this GPCI. Normal as well as non-normal
and continuous as well as discrete random variables could be covered by this index. They
defined GPCI as:

F (U ) − F (μe ) F (μe ) − F (L)

Cpyk = min ,
1
2
− α2 1
2
− α1

F (U ) − 12 12 − F (L)
= min , 1 , (1.1)
1
2
− α2 2
− α1
where F (x) = P(X ≤ x) is the cumulative distribution function of X, μe is the median of the
distribution and the process center is to be located such that F (μe ) = F (L)+F2
(U )
i.e., F (L) +
F (U ) = 1, and α1 = P(X < LDL) and α2 = P(X > UDL) and LDL & UDL, the lower and
upper desired limit, respectively.
Recent development and application of these process capability indices in industry led the
statistician and quality control engineers to focus on the point estimation and construction of
confidence intervals for these indices (see Chan et al. 1988). Although the point estimator is
useful for assessment of process performance, yet a confidence interval provides much more
information about the population characteristic of interest (e.g., Smithson (2001); Steiger
(2004); Thompson (2002)). The construction of confidence limits for PCIs was introduced
by Hsiang and Taguchi (1985). Since then several techniques and tables were developed to
construct confidence limits for the PCIs. Initially, most of the confidence intervals for the
PCIs were constructed for a normally distributed process, but later on, efforts were directed
to develop estimation techniques that are free from the assumptions of distributions as many
processes are skewed or are heavy-tailed in practice. In recent times, efforts were made to con-
struct confidence limits for PCIs and to study their behaviors wherein the underlying process
is non-normal (see Peng 2010a, 2010b; Rao et al. 2016). For this purpose, a nonparametric
statistical method called bootstrap technique introduced by Efron (1982) is frequently used.
The advantage of this approach is that it does not require the assumption of normality for
obtaining the confidence limits.
The objective of this article is to obtain three bootstrap CIs using GPCI for the Lindley and
the Power Lindley distributions. To the best of our knowledge, there is no study of process
capability index based on GPCI using three bootstrap CIs.
The rest of the article is organized as follows. In Section 2, we provide the estimators of
GPCI for the Lindley and the Power Lindley distributions based on the maximum likelihood
method. Bootstrap confidence intervals (SB, PB, BCPB) for the GPCI based on both the dis-
tributions have been discussed in Section 3. In Section 4, the simulation study is carried out
to see the performance of the confidence intervals under different conditions. An empirical
application is presented and discussed in Section 5. Finally, concluding remarks are given in
Section 6.

2. Generalized process capability index Cpyk for the Lindley and the power
Lindley distributions
In this section, we provide the estimators of GPCI Cpyk for the Lindley and the Power Lindley
distributions based on the maximum likelihood method.
 COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION ® 5

2.1. Lindley distribution

The Lindley distribution was introduced by Lindley (1958) to analyze failure time data, espe-
cially in applications modeling stress–strength reliability. The motivation of the Lindley distri-
bution arises from its ability to model failure time data with increasing, decreasing, unimodal,
and bathtub-shaped hazard rates. The Lindley distribution belongs to an exponential family
and it can be written as a mixture of exponential and gamma distributions. The distribution
represents a good alternative to the exponential failure time distributions that suffer from not
exhibiting unimodal and bathtub-shaped failure rates (Bakouch et al. 2012). The properties
and inferential procedure for the Lindley distribution were studied by Ghitany et al. (2008,
2011). It is shown that the Lindley distribution is better than the exponential distribution
when the hazard rate is unimodal or bathtub shaped. Mazucheli and Achcar (2011) also pro-
posed the Lindley distribution as a possible alternative to exponential and Weibull distribu-
tions. Suppose X is a random variable follows the Lindley distribution with shape parameter
θ, denoted as X ∼ L(θ ). Then, its p.d.f. and c.d.f. are, respectively, given by
θ 2
f (x) = θ+1 (1 + x)e−xθ , x > 0, θ > 0
(2.2)
=0 otherwise
and the corresponding cumulative distribution function (c.d.f.) is
1+θ+xθ −xθ
F (x) = 1 − θ+1
e , x > 0, θ > 0
(2.3)
=0 otherwise
The GPCI for the Lindley distribution is given by
   

1 − 1+θ+θU e−θU − 12 1
− 1− 1+θ+θL −θL
e
Cpyk = min 1+θ
, 2 1+θ
(2.4)
1
2
− α2 1
2
− α1

where θ is the parameter of the Lindley distribution. In practice, the true value of θ is
unknown, and hence there is a need for its estimation. Given a random sample x1 , x2 , . . . , xn
of size n drawn from the Lindley distribution (2.2), then the log-likelihood function is given
by

n
lnL = ln f (xi )
i=1

n
n
= n [2 ln(θ ) − ln(θ + 1)] + ln(1 + xi ) − θ xi
i=1 i=1

Thus, the MLE of θ is given by

√
−(x̄ − 1) + (x̄ − 1)2 + 8x̄
θˆ = , x̄ > 0. (2.5)
2x̄
Here, x̄ is the sample mean. This estimator θˆ of θ is positively biased (i.e., E(θ̂ ) − θ > 0),
consistent and asymptotically normal. Substituting the maximum likelihood estimator of θ in
(2.4), we get the parametric MLE of the Cpyk as follows:
⎧ ˆ θU
ˆ ˆ
 
ˆ θˆL −θˆL
⎫
⎨ 1 − 1+θ+ e −θU
− 1 1
− 1 − 1+θ+
e ⎬
1+θˆ 2 2 1+θˆ
Ĉpyk = min , . (2.6)
⎩ 1
2
− α2 1
2
− α1 ⎭
6 S. DEY ET AL.

2.2. Power Lindley distribution

In the context of reliability studies, Ghitany et al. (2008) studied in detail the Lindley distribu-
tion and its application. There are some situations in which the Lindley distribution may not
be suitable from a theoretical or applied point of view. Ghitany et al. (2013) introduced a new
extension of the Lindley distribution by considering the power function Y = X 1/α ; α > 0,
follows Power Lindley distribution with shape parameter α and scale parameter θ. The p.d.f.
of X is obtained to be
2 α
f (x) = α.θ
θ+1
(1 + xα )xα−1 e−θx , x > 0, α, θ > 0
(2.7)
=0 otherwise
and the corresponding cumulative distribution function (c.d.f.) is
θ α
F (x) = 1 − (1 + θ+1
xα )e−θx , x > 0, α, θ > 0
(2.8)
=0 otherwise
The GPCI for power Lindley distribution is given by
 θ α  θ α

1 − (1 + θ+1 U α )e−θU − 12 12 − 1 − (1 + θ+1 Lα )e−θL

Cpyk = min , . (2.9)
1
2
− α2 1
2
− α1

Let x1 , x2 , . . . , xn of size n drawn from the Power Lindley distribution (2.7). Then, the log-
likelihood function is given by

n
lnL = ln f (xi )
i=1

n
n
n
= n [ln(α) + 2ln(θ ) − ln(θ + 1)] + ln(1 + xiα ) + (α − 1) ln(xi ) − θ xiα
i=1 i=1 i=1

The MLEs of α and θ are the solutions of the nonlinear equations:

n xiα log xi
n n n
∂ ln L
= + α
+ log x i − θ xiα log xi = 0, (2.10)
∂α α i=1
1 + x i i=1 i=1

n(θ + 2) α
n
∂ ln L
= + xi = 0, (2.11)
∂θ θ (θ + 1) i=1

Substituting the maximum likelihood estimators, we can get the estimator of Cpyk as
⎧   ⎫
⎨ 1 − (1 + ˆ θˆ U α̂ )e−θU
ˆ α̂
− 1 1
− 1 − (1 + θˆ
Lα −θˆLα̂ ⎬
)e
θ +1 2 2 θˆ+1
Ĉpyk = min , (2.12)
⎩ 1
2
− α2 1
2
− α1 ⎭

3. Bootstrap confidence intervals

Bootstrap confidence intervals have been widely applied in estimating various PCIs (see Choi
and Bai 1996; Franklin and Wasserman 1991). Many types of bootstrap methods are available
in literature for constructing confidence intervals namely, the standard bootstrap (SB) method,
the percentile bootstrap (PB) method, the bias-corrected percentile bootstrap (BCPB) method
and so on. Suppose a random sample X = (X1 , X2 , . . . , Xn ) from an unknown probability
distribution F has been observed and we wish to estimate a parameter of interest θ = t (F )
 COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION ® 7

on the basis of X. For this purpose, we estimate θˆ = s(X ) from X. The bootstrap was intro-
duced by Efron (1982) as a computer-based method for estimating the standard error of θ. ˆ
The bootstrap estimate of standard error requires no theoretical calculations, and no matter
how mathematically complicated the estimator θˆ = s(X ) may be.
For a sequence of independent and identically distributed (i.i.d) random variables, the
bootstrap procedure can be defined as follows: given a sample of size m with sample values
X1 , X2 , . . . , Xm , we choose (with replacement) a random sample ([1], say) X1∗ , X2∗ , . . . , Xn∗
of size n, and calculate Ĉ[1]pyk from this new “sample.” This is repeated many (B) times and we
obtain a set Ĉ[1]pyk , Ĉ[2]pyk , . . . , Ĉ[B]pyk , which we regard as approximating the distribution
of Cpyk in samples of size n—this estimate is the bootstrap distribution. (The theoretical basis
of this method is that we use the empirical cumulative distribution from the first sample—
assigning probability 1/m to each value—as an approximation to the true CDF of X.) Practice
has indicated that a minimum of 1000 bootstrap samples are needed for a reliable calculation
of bootstrap confidence intervals for Cpyk .

3.1. SB confidence interval

Suppose B = 1,000 bootstrap samples are obtained by re-sampling from the observed values
X1 , X2 , . . . , Xn (with replacement). Suppose,

( j) F (U ( j) ) − 12 12 − F (L( j) )
Ĉpyk = min , 1 ; j = 1, 2, . . . , B.
1
2
− α2 2
− α1
( j)
Here, Ĉpyk is the jth bootstrap estimator of Cpyk . Then, the arithmetic mean Ĉ∗pyk =
  
( j) ( j)
B−1 Bj=1 Ĉpyk and standard deviation S ∗ (Ĉpyk ) = (1/(B − 1)) Bj=1 (Ĉpyk − Ĉ∗pyk )2 of the
Ĉpyk are calculated. Then, 100(1 − α)% confidence interval for Cpyk is given by
 
CISB = Ĉ∗pyk − z(1−α/2) .S ∗ (Ĉpyk ), Ĉ∗pyk + z(1−α/2) .S ∗ (Ĉpyk ) .

Here, z(1−α/2) is the (1 − α/2)th quantile of the standard normal distribution.

3.2. PB confidence interval

The 1,000 Ĉpyk ’s are ordered as Ĉpyk (1) ≤ Ĉpyk (2) ≤ · · · ≤ Ĉpyk (1000). The confidence interval
is given by
 
CIPB = Ĉpyk ([1000α]), Ĉpyk ([1000(1 − α)]) .

Here, [.] denotes the “nearest integer to.” Ĉpyk ([1000α]) and Ĉpyk ([1000(1 − α)]) is the
1000αth and the 1000(1 − α)th empirical percentiles of the Ĉpyk values, respectively.

3.3. BCPB confidence interval

This is intended to produce a shorter confidence interval by allowing for the skewness of the
distribution of Ĉpyk . The first step is to locate the observed Ĉpyk in the bootstrap order statistics
Ĉpyk (1) ≤ Ĉpyk (2) ≤ · · · ≤ Ĉpyk (1000). For example, if we have Ĉpyk = 1.42 from the original
8 S. DEY ET AL.

data, and among the bootstrapped values, we find

Ĉpyk (365) = 1.41 and Ĉpyk (366) = 1.43.

We estimate P(Ĉpyk ≤ 1.41) as 365

1000
= 0.365 = p0 , say. Then, we calculate −1 (p0 ) = z0 (i.e.,
(z0 = p0 ).
Next, we calculate
pl =  (2z0 − z(1 − α/2)) and pu =  (2z0 + z(1 − α/2))
and form the confidence interval
 
CIBCPB = Ĉpyk (1000pl )), Ĉpyk (1000pu ) .

To study the different confidence intervals, we consider their estimated coverage probabili-
ties and average widths. For each of the three methods considered, the probability that the
true value of Cpyk is covered by 100(1 − α)% bootstrap confidence interval, which is called
the “coverage probability,’ can be obtained. In the following section, simulation results are
presented in order to evaluate the performance of the confidence intervals CISB , CIPB , and
CIBCPB , based on their estimated coverage probabilities and average widths of the bootstrap
confidence interval.

4. Simulation study
In this section, we carry out a simulation study to assess the performance of the pro-
posed three bootstrap confidence intervals (SB, PB, BCPB) of the GPCI Cpyk for the
Lindley and the Power Lindley distributions. In simulation study, we consider the sample sizes
n = 10, 20, 30, 40, 100, 200, 300. We set the lower and upper specification limits as 0.1 and
24.1, respectively. For each design, B = 1,000 bootstrap samples with each of size n are drawn
from the original sample and replicated 5000 times. The 95% bootstrap confidence intervals
are constructed by each of the three methods. Tables 1 and 2 show the estimated average
widths and coverage probabilities of a 95% bootstrap confidence intervals of the index Cpyk for
the Lindley and the Power Lindley distributions respectively. All simulations are performed
using programs written in the open source statistical package R (Ihaka and Gentleman, 1996).
From Tables 1 and 2, we see that as the sample size increases, the average width decreases
in all the cases for both the distributions as expected. Based on the simulation studies, the
PB confidence intervals performs better than the other bootstrap confidence intervals for
both the distributions. Moreover, among the three methods of bootstrap confidence inter-
vals, the average width of PB is minimum in most of the cases. Especially, in case of Lind-
ley and Power Lindley distributions, the average width follow the order PB < BCPB < SB
for all sample sizes and parameter values considered. Therefore, we may conclude that PB
confidence intervals show overall better performance for the Lindley and the Power Lindley
distributions.

5. Application
In this section, three real datasets are considered to illustrate the bootstrap confidence inter-
vals of the GPCI for the Lindley and the Power Lindley distributions. Using goodness of fit
test, we verify whether the given datasets conform the Lindley and the Power Lindley dis-
tributions. We use the Q–Q plot, corresponding correlation coefficient and p values of the
 COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION ® 9

Table . Average estimated value of Cpyk , bias, MSEs of Cpyk along with estimated average width and cover-
age probability of bootstrap confidence intervals of Cpyk for the Lindley distribution.

Average Width Coverage Probability

n θ Ĉ pyk Bias MSE SB PB BCPB SB PB BCPB

 . . − . . . . . . . .
 . . − . . . . . . . .
 . . − . . . . . . . .
 . . − . . . . . . . .
 . . − . . . . . . . .
 . . − . . . . . . . .
 . . − . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . 0.145410 . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . 0.299078 . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .
 . . . . . . . . . .

Kolmogorov– Smirnov (K-S) statistic to test the goodness of fit for the Lindley and the Power
Lindley distributions for the given datasets.
r Dataset I: The first dataset is considered from Lawless (2003). The dataset represents
the failure times (in minutes) for a sample of 15 electronic components in an accel-
erated life test and the data are: 1.4, 5.1, 6.3, 10.8, 12.1, 18.5, 19.7, 22.2, 23, 30.6,
37.3, 46.3, 53.9, 59.8, 66.2.
It is observed that in case of the Lindley distribution, the ML estimate of θ for the given
dataset is θˆ = 0.07022221 and the corresponding p value of the K-S statistic is 0.4048 and cor-
relation coefficient of Q–Q plot is 0.9938137. Figure 1 displays the density and Q–Q plot of the
fitted Lindley distribution for the dataset-I. Table 3 represents the 95% bootstrap confidence
intervals (SB, PB, BCPB) of the index Cpyk for both the distributions. Here, we assume that the
10 S. DEY ET AL.

Table . Average estimated value of Cpyk , bias, MSEs of Cpyk along with estimated average width and cover-
age probability of bootstrap confidence intervals of Cpyk for the Power Lindley distribution.

Average Width Coverage Probability

n θ α Ĉ pyk Bias MSE SB PB BCPB SB PB BCPB

 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .
 . . . . . . . . . . .

Table . Width of the bootstrap confidence intervals (SB, PB, BCPB) of the index Cpyk for the Lindley and the
Power Lindley distributions.
Widths
Data Distributions C pyk SB PB BCPB

I Lindley . . . .

II Power Lindley . . . .
III Lindley . . . .
Power Lindley . . . .
 ®
COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION 11

Figure . Histogram, fitted density, and Q–Q plot for the dataset-I.

upper and lower specification limits L = 0.1 and U = 65.1 (in minutes) and α2 = 0.03 and
α1 = 0.02 respectively.
r Dataset II: The second dataset represents the tensile strength, measured in GPa, of 69
carbon fibers tested under tension at gauge lengths of 20 mm (see Bader and Priest 1982).
The data are: 1.312, 1.314, 1.479, 1.552, 1.700, 1.803, 1.861, 1.865, 1.944, 1.958,
1.966, 1.997, 2.006, 2.021, 2.027, 2.055, 2.063, 2.098, 2.140, 2.179, 2.224, 2.240,
2.253, 2.270, 2.272, 2.274, 2.301, 2.301, 2.359, 2.382, 2.382, 2.426, 2.434, 2.435,
2.478, 2.490, 2.511, 2.514, 2.535, 2.554, 2.566, 2.570, 2.586, 2.629, 2.633, 2.642,
2.648, 2.684, 2.697, 2.726, 2.770, 2.773, 2.800, 2.809, 2.818, 2.821, 2.848, 2.880,
2.954, 3.012, 3.067, 3.084, 3.090, 3.096, 3.128, 3.233, 3.433, 3.585, 3.585.
Again, for the Power Lindley distribution, the ML estimates of the parameters α and θ for
the dataset-II are α̂ = 3.368 and θˆ = 0.050, respectively, and the corresponding p value of K-
S statistic is 0.4876 and the correlation coefficient of Q–Q plot is 0.9985009. Figure 2 displays
the density and Q–Q plot of the fitted Power Lindley distribution for the dataset-II. Table 3
represents the 95% bootstrap confidence intervals (SB, PB, BCPB) of the index Cpyk for both
the distributions. Here, we assume that the upper and lower specification limits L = 1.0 and
U = 3.2 (in mm) and α2 = 0.03 and α1 = 0.02, respectively.
r Dataset III: The third dataset represents the waiting time (in minutes) before customer
service in a bank (Ghitany et al. 2008). The dataset consists of 100 observations and
are listed below: 0.8, 0.8, 1.3, 1.5, 1.8, 1.9, 1.9, 2.1, 2.6, 2.7, 2.9, 3.1, 3.2, 3.3, 3.5,
3.6, 4.0, 4.1, 4.2, 4.2, 4.3, 4.3, 4.4, 4.4, 4.6, 4.7, 4.7, 4.8, 4.9, 4.9, 5.0, 5.3, 5.5,
5.7, 5.7, 6.1, 6.2, 6.2, 6.2, 6.3, 6.7, 6.9, 7.1, 7.1, 7.1, 7.1, 7.4, 7.6, 7.7, 8.0, 8.2,
8.6, 8.6, 8.6, 8.8, 8.8, 8.9, 8.9, 9.5, 9.6, 9.7, 9.8, 10.7, 10.9, 11.0, 11.0, 11.1, 11.2,
11.2, 11.5, 11.9, 12.4, 12.5, 12.9, 13.0, 13.1, 13.3, 13.6, 13.7, 13.9, 14.1, 15.4,
12 S. DEY ET AL.

Figure . Histogram, fitted density and Q–Q plot for the dataset-II.

15.4, 17.3, 17.3, 18.1, 18.2, 18.4, 18.9, 19.0, 19.9, 20.6, 21.3, 21.4, 21.9, 23.0,
27.0, 31.6, 33.1, 38.5.
It is apparent that in case of the Lindley distribution, the ML estimate of θ for the
given dataset is θˆ = 0.1865713 and the corresponding p value of K-S statistic is 0.71720
and correlation coefficient of Q–Q plot is 0.9905198 while for Power Lindley distribution,
the ML estimates of the parameters α and θ for the given dataset are α̂ = 1.053352 and

Figure . Histogram, fitted density, and Q–Q plot for the dataset-III.
 COMMUNICATIONS IN STATISTICS—SIMULATION AND COMPUTATION ® 13

θˆ = 0.1865713, respectively, and the corresponding p-value of K-S statistic is 0.69160 and
correlation coefficient of Q–Q plot is 0.9832737. Figure 3 displays the density and Q–Q plot
of the fitted Lindley and Power Lindley distributions for the dataset-III. Table 3 represents
the 95% bootstrap confidence intervals (SB, PB, BCPB) of the index Cpyk for both the distri-
butions. Here, we assume that the upper and lower specification limits L = 1.0 and U = 38.0
(in minutes) and α2 = 0.03 and α1 = 0.02, respectively.
From Table 3, we observe that, among the width of three methods of bootstrap confidence
intervals, PB confidence interval shows shorter average width.

6. Conclusions
In this article, we propose three bootstrap confidence intervals of the GPCI Cpyk , wherein
the underlying distributions are the Lindley and the Power Lindley distributions. The per-
formance of the bootstrap confidence intervals are compared using the average width and
coverage probabilities through simulation study for both the distributions. Simulation stud-
ies confirm that PB confidence intervals perform better than the other bootstrap confidence
intervals for both the distributions.

Acknowledgments
The authors would like to express thanks to the Editor, Associate Editor, and anonymous referees for
useful suggestions and comments which have improved the presentation of the article.

References
Bader, M. G., Priest, A. M. (1982). Statistical Aspects of Fiber and Bundle Strength in Hybrid Compos-
ites. In Hayashi, T., Kawata,K., Umekawa,S., eds. Progress in Science and Engineering Composites,
Tokyo: ICCM-IV, pp. 1129–1136.
Bakouch, H. S., Bander, M. A., Al-Shaomrani, A. A., Marchi, V. A. A., Louzada, F. (2012). An extended
Lindley distribution. Journal of Korean Statistical Society 41:75–85.
Barnett, N. S. (1988). Process Control and Product Quality: The Cp and Cpk revisited. International
Journal of Quality and Reliability Management 7(5):34–43.
Borges, W., Ho, L. L. (2001). A Fraction Defective based Capability Index. Quality and Reliability Engi-
neering International 17:447–458.
Carr, W. A. (1991). A new process capability index: Parts per million. Quality Progress 24(8):152.
Chan, L. K., Cheng, S. W., Spiring, F. A. (1988). A new measure of process capability: Cpm . Journal of
Quality Technology 20(3):162–175.
Chen, K. S., Pearn, F. A. (1997). An application of the non-normal process capability indices. Quality
and Reliability Engineering International 11:1–6.
Choi, I. S., Bai, D. S. (1996). Process capability indices for skewed distributions. Proceedings of 20th
International Conference on Computer and Industrial Engineering. Kyongju, Korea, pp. 1211–1214.
Choi, B. C., Owen, D. B. (1990). A study of a new process capability index. Communications in Statistics:
Theory and Methods 19:1232–1245.
Clements, J. A. (1989). Process capability calculations for non-normal distributions. Quality Progress
22:95–100.
Constable, G. K., Hobbs, J. B. (1992). Small samples and non-normal capability. ASQC Quality Congress
Transactions - Nashville 37–43.
Hsiang, T. C., Taguchi, G. (1985). A tutorial on quality control and assurance—The taguchi methods.
ASA Annual Meeting, Las Vegas, Nevada, 188.
Efron, B. (1982). The Jackknife, the Bootstrap and Other Re-sampling Plans, SIAM, CBMS-NSF Mono-
graph. Vol. 38. Philadelphia, PA: SIAM.
Flaig, J. J. (1996). A new approach to process capability analysis. Quality Engineering 9:205–211.
14 S. DEY ET AL.

Franklin, A. F., Wasserman, G. S. (1991). Bootstrap confidence interval estimation of Cpk : An introduc-
tion. Communications in Statistics: Simulation and Computation 20(1):231–242.
Ghitany, M. E., Atieh, B., Nadarajah, S. (2008). Lindley distribution and its application. Mathematics
and Computers in Simulation 78:493–506.
Ghitany, M. E., Alqallaf, F., Al-Mutairi, D. K., Husain, H. A. (2011). A two-parameter Lindley distribu-
tion and its applications to survival data. Mathematics and Computers in Simulation 81:1190–1201.
Ghitany, M. E., Al-Mutairi, D. K., Balakrishnan, N., Al-Enezi, L. J. (2013). Power Lindley distribution
and associated inference. Computational Statistics and Data Analysis 64:20–33.
Gensidy, A. (1985). Cp and Cpk , Quality Progress 18(4):7–8.
Ihaka, R., Gentleman, R. (1996). R: A language for data analysis and graphics. Journal of Computational
and Graphical Statistics 5:299-314.
Juran, J. M. (1974). Juran’s Quality Control Handbook. 3rd ed. New York, USA: McGraw-Hill.
Kane, V. E. (1986). Process capability indices. Journal of Quality Technology 18:41–52.
Kotz, S., Johnson, N. L. (1999). Delicate relations among the basic process capability indices Cp , Cpk ,
Cpm and their modifications. Communications in Statistics: Theory and Methods 26:849–861.
Lawless, J. F. (2003). Statistical Models and Methods for Lifetime Data. New York: Wiley.
Lindley, D. V. (1958). Fiducial distributions and Bayes’ theorem. Journal of the Royal Statistical Society
20:102–107.
Maiti, S. S., Saha, M., Nanda, A. K. (2010). On generalizing process capability indices. Journal of Quality
Technology and Quantitative Management 7(3):279–300.
Mazucheli, J., Achcar, J. A. (2011). The Lindley distribution applied to competing risks lifetime data.
Computer Methods and Programs in Biomedicine 104:188–92.
Mukherjee, S. P. (1995). Process capability indices and associated inference problems. Proceedings of the
International Conference on Statistical Methods and Statistical Computation. Seoul, South Korea, pp.
243–249.
Montgomery, D. C. (1985). Introduction to Statistical Quality Control. New York: Wiley.
Pan, N. J., Wu, L. S. (1997). Process capability analysis for non-normal relay test data. Microelectronics
and Reliability 37(3):421–428.
Pearn, W. L., Chen, K. S. (1995). Estimating process capability indices for non-normal pearsonian pop-
ulations. Quality and Reliability Engineering International 11:389–391.
Pearn, W. L., Kotz, S., Johnson, N. L. (1992). Distributional and inferential properties of process capa-
bility indices. Journal of Quality Technology 24:216–231.
Peng, C. (2010a). Parametric lower confidence limits of quantile-based process capability indices. Jour-
nal of Quality Technology and Quantitative Management 7(3):199–214.
Peng, C. (2010b). Estimating and testing quantile-based process capability indices for processes with
skewed distributions. Journal of Data Science 8(2):253–268.
Perakis, M., Xekalaki, E. (2002). A process capability index that is based on the proportion of confor-
mance. Journal of Statistical Computation and Simulation 72(9):707–718.
Perakis, M., Xekalaki, E. (2005). A process capability index for discrete processes. Journal of Statistical
Computation and Simulation 75(3):175–187.
Rao, G. S., Aslam, M., Kantam, R. R. L. (2016). Bootstrap confidence intervals of CN pk for inverse
Rayleigh and log-logistic distributions. Journal of Statistical Computation and Simulation 86(5):862–
873.
Smithson, M. (2001). Correct confidence intervals for various regression effect sizes and parameters:
The importance of non-central distributions in computing intervals. Educational and Psychological
Measurement 61:605–632.
Steiger, J. H. (2004): Beyond the F test: Effect size confidence intervals and tests of close fit in the analysis
of variance and contrast analysis. Psychological Methods 9:164–182.
Thompson, B. (2002). What future quantitative social science research could look like: Confidence inter-
vals for effect sizes. Educational Researcher 31:25–32.
Vannman, K. (1995). A unified approach to capability indices. Statistica Sinika 5:805–820.
Yeh, A. B., Bhattacharya, S. (1998). A robust process capability index. Communications in Statistics -
Simulation and Computation 27(2):565–589.
Yum, B. J., Kim, K. W. (2010). A bibliography of the literature on process capability indices: 2000–2009.
Quality and Reliability Engineering International 19(5):445–460.