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Comparison of Some Test Statistics for testing the Process Capability Index: An Empirical Comparison

This paper considers fifteen different test statistics for testing the population process capability index. To assess the performance of the test statistics, empirical sizes and powers are calculated at the 5% nominal level and compared with the classical statistic under both symmetric and skewed distributions. It is evident from the simulation study that some of our proposed tests have better size and power properties as compared to the existing approaches.