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This paper deals with a new method of deriving the Process Capability Index (PCI) when the quality characteristic  X  follows a positively skewed distribution. The focus of the paper is to derive a new estimate of PCI by taking into account the100  ⁢   (   1  -  α   ){100(1-{\alpha})}     Confidence Intervals (CI) of the parameter ( s ) and arriving at a new expression. The formulaC  s{{C}_{{s}}}   , proposed by Wright (1995) which contains a component for skewness, is reexamined and a new estimate is constructed by utilizing the lower, middle and upper values of the CI of the parameter. The weighted average of the  three  possible estimates ofC  s{{C}_{{s}}}    is proposed as the new estimate by taking the weights inversely proportional to the squared deviation from the hypothetical value ofC  s{{C}_{{s}}}   . The properties of the estimate are studied by simulation using one parameter exponential distribution.

A New Method of Estimating the Process Capability Index with Exponential Distribution Using Interval Estimate of the Parameter