<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0120-1751</journal-id>
<journal-title><![CDATA[Revista Colombiana de Estadística]]></journal-title>
<abbrev-journal-title><![CDATA[Rev.Colomb.Estad.]]></abbrev-journal-title>
<issn>0120-1751</issn>
<publisher>
<publisher-name><![CDATA[Departamento de Estadística - Universidad Nacional de Colombia.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0120-17512007000200010</article-id>
<title-group>
<article-title xml:lang="en"><![CDATA[Comparison of Process Capability Indices under Autocorrelated Data]]></article-title>
<article-title xml:lang="es"><![CDATA[Comparación de índices de capacidad de procesos con datos autocorrelacionados]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[GUEVARA]]></surname>
<given-names><![CDATA[RUBÉN DARÍO]]></given-names>
</name>
<xref ref-type="aff" rid="A01"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[VARGAS]]></surname>
<given-names><![CDATA[JOSÉ ALBERTO]]></given-names>
</name>
<xref ref-type="aff" rid="A02"/>
</contrib>
</contrib-group>
<aff id="A01">
<institution><![CDATA[,Universidad de Ciencias Aplicadas y Ambientales Programa de Ciencias Básicas ]]></institution>
<addr-line><![CDATA[Bogotá ]]></addr-line>
<country>Colombia</country>
</aff>
<aff id="A02">
<institution><![CDATA[,Universidad Nacional de Colombia Facultad de Ciencias Departamento de Estadística]]></institution>
<addr-line><![CDATA[Bogotá ]]></addr-line>
<country>Colombia</country>
</aff>
<pub-date pub-type="pub">
<day>15</day>
<month>12</month>
<year>2007</year>
</pub-date>
<pub-date pub-type="epub">
<day>15</day>
<month>12</month>
<year>2007</year>
</pub-date>
<volume>30</volume>
<numero>2</numero>
<fpage>301</fpage>
<lpage>316</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_arttext&amp;pid=S0120-17512007000200010&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_abstract&amp;pid=S0120-17512007000200010&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_pdf&amp;pid=S0120-17512007000200010&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="en"><p><![CDATA[The process capability indices provide a measure of how a process fits within the specification limits. In calculating indices is usual to assume that the process data are independent. However, in industrial applications data are often autocorrelated. This paper deals with the indices Cp, Cpk, Cpm and Cpmk when data are autocorrelated. Variances for their estimators are derived and coverage probabilities of some confidence intervals are calculated.]]></p></abstract>
<abstract abstract-type="short" xml:lang="es"><p><![CDATA[Los índices de capacidad de un proceso suministran una información numérica acerca de cómo el proceso se ajusta a unos límites de especificación. En el cálculo de estos índices se asume que las observaciones son independientes; sin embargo, en aplicaciones industriales frecuentemente los datos están autocorrelacionados. Este artículo analiza los índices Cp, Cpk, Cpm y Cpmk cuando los datos presentan autocorrelación, se encuentran las varianzas para sus estimadores cuando los procesos son gaussianos y se calculan los porcentajes de cobertura para algunos intervalos de confianza.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[Autocorrelation]]></kwd>
<kwd lng="en"><![CDATA[Process analysis]]></kwd>
<kwd lng="en"><![CDATA[Estimation]]></kwd>
<kwd lng="en"><![CDATA[Process capability indices]]></kwd>
<kwd lng="en"><![CDATA[SPC]]></kwd>
<kwd lng="es"><![CDATA[autocorrelación]]></kwd>
<kwd lng="es"><![CDATA[análisis de procesos]]></kwd>
<kwd lng="es"><![CDATA[estimación]]></kwd>
<kwd lng="es"><![CDATA[índice de capacidad de procesos]]></kwd>
<kwd lng="es"><![CDATA[SPC]]></kwd>
</kwd-group>
</article-meta>
</front><body><![CDATA[  <font size="2" face="verdana">      <p> <b> <font size="4">     <center> Comparison of Process Capability Indices under Autocorrelated Data </center> </font> </b> </p>      <p> <b> <font size="3">     <center> Comparaci&oacute;n de &iacute;ndices de capacidad de procesos con datos autocorrelacionados </center> </font> </b> </p>      <p>     <center> RUB&Eacute;N DAR&Iacute;O GUEVARA<sup>1</sup>,  JOS&Eacute; ALBERTO VARGAS<sup>2</sup> </center> </p>      <p> <sup>1</sup>Universidad de Ciencias Aplicadas y Ambientales, Programa de Ciencias B&aacute;sicas, Bogot&aacute;, Colombia. Profesor. Email: <a href="mailto:r.guevara@udca.edu.co">r.guevara@udca.edu.co</a>     <br>  <sup>2</sup>Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de Estad&iacute;stica, Bogot&aacute;, Colombia. Profesor titular. Email: <a href="mailto:javargasn@unal.edu.co">javargasn@unal.edu.co</a>     <br> </p>  <hr size="1">      ]]></body>
<body><![CDATA[<p> <b>     <center> Abstract </center> </b> </p>      <p> The process capability indices provide a measure of how a process fits within the specification limits. In calculating indices is usual to assume that the process data are independent. However, in industrial applications data are often autocorrelated. This paper deals with the indices C<sub>p</sub>, C<sub>pk</sub>, C<sub>pm</sub> and C<sub>pmk</sub> when data are autocorrelated. Variances for their estimators are derived and coverage probabilities of some confidence intervals are calculated. </p>      <p> <b> Key words: </b> Autocorrelation, Process analysis, Estimation, Process capability indices, SPC. </p>  <hr size="1">      <p> <b>     <center> Resumen </center> </b> </p>      <p> Los &iacute;ndices de capacidad de un proceso suministran una informaci&oacute;n num&eacute;rica acerca de c&oacute;mo el proceso se ajusta a unos l&iacute;mites de especificaci&oacute;n. En el c&aacute;lculo de estos &iacute;ndices se asume que las observaciones son independientes; sin embargo, en aplicaciones industriales frecuentemente los datos est&aacute;n autocorrelacionados. Este art&iacute;culo analiza los &iacute;ndices C<sub>p</sub>, C<sub>pk</sub>, C<sub>pm</sub> y C<sub>pmk</sub> cuando los datos presentan autocorrelaci&oacute;n, se encuentran las varianzas para sus estimadores cuando los procesos son gaussianos y se calculan los porcentajes de cobertura para algunos intervalos de confianza. </p>      <p> <b> Palabras clave: </b> autocorrelaci&oacute;n, an&aacute;lisis de procesos, estimaci&oacute;n, &iacute;ndice de capacidad de procesos, SPC. </p>  <hr size="1">      <p> Texto completo disponible en <a href="pdf/rce/v30n2/v30n2a10.pdf">PDF</a> </p>  <hr size="1">      <p> <b> <font size="3"> References </font> </b> </p>       ]]></body>
<body><![CDATA[<!-- ref --><p> 1. Bissel, A. F. (1990), &#39;How Reliable is your Capability Index?&#39;, <i>Applied Statistics</i> <b>39</b>, 331-340. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000023&pid=S0120-1751200700020001000001&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 2. Boyles, R. A. (1991), &#39;The Taguchi Capability Index&#39;, <i>Journal of Quality Technology</i> <b>23</b>, 17-26. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000024&pid=S0120-1751200700020001000002&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 3. Brockwell, P. J. & Davis, R. A. (1996), <i>Introduction to Time Series and Forecasting</i>, Springer, New York, United States. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000025&pid=S0120-1751200700020001000003&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 4. Guevara, R. D. (2005), Comparaci&oacute;n de los &iacute;ndices de capacidad C_p, C_pk, C_pm y C_pmk con datos autocorrelacionados, Tesis de Maestr&iacute;a, Estad&iacute;stica, Universidad Nacional de Colombia, Facultad de Ciencias, Departamento de Estad&iacute;stica, Bogot&aacute;, Colombia. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000026&pid=S0120-1751200700020001000004&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 5. Kotz, S. & Johnson, N. L. (2002), &#39;Process Capability Indices - A Review, 1992-2000&#39;, <i>Journal of Quality Technology</i> <b>34</b>, 2-19. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000027&pid=S0120-1751200700020001000005&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 6. Mood,, Graybill, & Boes, (1974), <i>Introduction to the Theory of Statistics</i>, McGraw-Hill, New York, United States. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000028&pid=S0120-1751200700020001000006&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 7. Shore, H. (1997), &#39;Process Capability Analysis when Data are Autocorrelated&#39;, <i>Quality Engineering</i> <b>9</b>(4), 615-626. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000029&pid=S0120-1751200700020001000007&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 8. Spiring, F. A., Leung, B., Cheng, S. & Yeung, A. (2003), &#39;A Bibliography of Process Capability Papers&#39;, <i>Quality and Reliability Engineering International</i> <b>19</b>, 445-460. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000030&pid=S0120-1751200700020001000008&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><!-- ref --><p> 9. Zhang, N. F. (1998), &#39;Estimating Process Capability Indexes for Autocorrelated Data&#39;, <i>Journal of Applied Statistics</i> <b>25</b>(4), 559-574. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[&#160;<a href="javascript:void(0);" onclick="javascript: window.open('/scielo.php?script=sci_nlinks&ref=000031&pid=S0120-1751200700020001000009&lng=','','width=640,height=500,resizable=yes,scrollbars=1,menubar=yes,');">Links</a>&#160;]<!-- end-ref --><p> Este art&iacute;culo se puede citar en <i>LaTeX</i> utilizando la siguiente referencia bibliogr&aacute;fica de <i>BibTeX</i>: </p> <code><font size="2">@ARTICLE{GuevaraVargas07,    ]]></body>
<body><![CDATA[<br> AUTHOR = 	 {Rub&eacute;n Dar&iacute;o Guevara and Jos&eacute; Alberto Vargas}    <br> TITLE = 	 {{Comparison of Process Capability Indices under Autocorrelated Data}},    <br> JOURNAL = 	 {Revista Colombiana de Estad&iacute;stica},    <br> YEAR =		 {2007},    <br> volume =	 {30},    <br> number =	 {2},    <br> pages =		 {301-316}    <br> }</font></code>  <hr size="1"> </font>      ]]></body><back>
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</article>
