How Is Cpk Calculated When the Subgroup

Size Is 1?
Marilyn Wheatley 15 June, 2015
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When data are collected in subgroups, its easy to understand how the variation can be
calculated within each of the subgroups based the subgroup range or the subgroup standard
deviation.
When data is not collected in subgroups (so the subgroup size is 1), it may be a little less intuitive
to understand how within-subgroup standard deviation is calculated. How does Minitab Statistical
Software calculate within-subgroup variation if there is only one data point in each subgroup?
How does this affect Cpk? This blog post will discuss how within-subgroup variation and Cpk are
calculated when the subgroup size is 1.
For this post, the data linked here will be used with along with a lower spec of 10 and an upper
spec of 20 (sorry, no back story to this data). We will also accept Minitabs default method for
calculating within-subgroup variation for when the subgroup size is 1, which is the average
moving range.

The normal capability results below show that for this dataset, the within-subgroup standard
deviation is 1.85172 and the Cpk is 0.89:

To find the formulas Minitab uses to calculate the average moving range, we navigate the
following menu path in Minitab: Help >Methods and Formulas > Process
capability > Process capability (Normal). The section titled Estimating standard
deviation shows the formula for the average moving range:

Well use the formula above (and link to the table of unbiasing constants) to replicate Minitabs
Cpk output for a normal capability with a subgroup size of 1.
First, we calculate Rbar. To do that, well get the average of the moving ranges, by calculating
the difference from the data point in row 1 to row 2, row 2 to row 3, and so forth. An easy way to
do that in Minitab is to use the Lag function in the Time Series menu- we choose Stat> Time
Series > Lag, and then complete the dialog box as shown below and click OK:

The lag function shifts every row down by the number of rows we type in the Lag field above.
Now we can use Calc > Calculator to subtract C2 from C1 and store the differences in a new
column. Because the formula tells us to take the Max minus the Min values and we dont want to
rearrange the data, we can just use the ABS function in the calculator to get the absolute values
of the differences:

Next we can use Stat > Basic Statistics > Store Descriptive Statistics to store the Sum of
the differences that we calculated in the previous step:

The value stored in the worksheet, 206.785, is the numerator for our R-bar calculation. Now we
can plug that number into the formula from Methods and Formulas:
Rbar = (Rw + ... + Rn) / (n - w + 1)
w = The number of observations used in the moving range. The default is w = 2
Rbar = (206.785)/100-2+1 = 2.08874
Finally, we can find the value of the unbiassing constant (d2) using the table linked in Methods
and Formulas. In this example, w = 2, and d2(w) = 1.128:

To calculate sigma x-bar, we use the formula from Methods and Formulas, dividing our Rbar
estimate by the d2 value from the table (I used Minitabs calculator again to get the answer):

Sigma x-bar = 2.08874/1.128 = 1.85172 that matches Minitabs capability output, so were
almost there!
Now we can calculate Cpk, which is the lesser of CPU and CPL. Once again Methods and
Formulas tells us how to calculate CPU and CPL:

We can get the sample mean, X-bar, from Minitab capability output or by using Stat > Basic
Statistics > Store Descriptive Statistics. That X-bar value along with the other values weve
calculated are plugged in the above formulas:
CPU = (20-15.063)/(3*1.85172) = 0.89
CPL = (15.063-10)/(3*1.85172) = 0.91
Since Cpk is the lesser of CPU and CPL, then Cpk = 0.89, just like Minitab said!
I hope this post on calculating Cpk when the size of the subgroup is 1 was helpful. You may also
be interested in learning how Minitab calculates Cpk when the subgroup size is greater than 1.

4 Comments
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Joshua Wales a year ago

Typo: says "Sigma x-bar = 0.0210984/1.128 = 1.85172", should say

"2.08874/1.128=1.85172"
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Mod Joshua Wales a year ago

Thank you, Joshua - you are quite correct! We appreciate your eagle-eye, and letting
us know. We've made the correction in the post.

Eston Martz

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Dannyski 10 months ago

In column C3, why are there negative numbers if ABS() was used?
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Marilyn Dannyski 10 months ago

Hi DannyskiThanks for the catch! We corrected the screen shot shown above.
Thanks for reading the blog,
Marilyn