Statistical Inference on Process Capability Index Cpyk for Inverse Rayleigh Distribution under Progressive Censoring

In quality engineering, process capability indices play a crucial role in assessing the capability of a given process. Among the widely recognized indices are Cp, Cpk, Cpm, and Cpmk, all of which presuppose the normality of the product lifetime. However, Maiti et al. (2010) proposed a more versatile process capability index, denoted as Cpyk, which does not rely on distributional assumptions. The study is currently investigating statistical inferences for the Cpyk index within the context of progressively type-II censored samples, marking the first exploration of this aspect in the research. This paper investigates maximum likelihood and Bayesian inference for the Cpyk when the underlying distribution follows the inverse Rayleigh distribution. Additionally, the study explores Bayesian credible intervals and the highest posterior density intervals using the Markov Chain Monte Carlo procedure. Various types of bootstrap confidence intervals are also taken into consideration. To assess the performance of these intervals, a Monte Carlo simulation is executed, comparing their coverage probabilities and mean lengths. The paper concludes with an illustrative example utilizing real data, providing a practical application of the discussed methodologies.