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Purpose

The purpose of the paper is the construction of confidence intervals for the ratio of the values of process capability index Cpm for two processes. These confidence intervals can be used for comparing the capability of any pair of competitive processes.

Design/methodology/approach

Two methods for constructing confidence intervals for the ratio of the values of process capability index Cpm for two processes are proposed. The suggested techniques are based on a two-step approximation of the doubly non-central F distribution. Their performance is tested via simulation.

Findings

The performance of the suggested techniques seems to be rather satisfactory even for small samples, as illustrated through the use of simulated data.

Practical implications

The practical implication of the suggested techniques is that they can be implemented in real-world applications, since they can be used for comparing the capability of any pair of competitive processes.

Originality/value

The paper presents two new methods for constructing confidence intervals for the ratio of the values of process capability index Cpm for two processes.

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