The aim of this empirical study is to
analyze the empirical performance of the various estimators of
the process capability index in terms of relative bias and relative
root mean square error. Empirical results indicate that the
various estimators can be biased, specially for small sample
sizes. We also observe that the estimators based on the sample
ranges are less accurate than the alternative estimators. The
use of the Gamma distribution does not have an important
impact on the empirical performance of the various estimators.
This conclusion is also observed when off-center processes are
considered. Finally, the empirical results indicate that the use
of the Uniform distribution has a relevant impact on estimators
based on the sample ranges. Finally, in Section 5, the main
conclusions derived from the various Monte Carlo simulation
studies are presented.