In the industrial fields, the process capability index has been using to evaluate the variation of quality in the process. The traditional process capability indices such as Cp, Cpk, Cpm, and C┼pm have been applied in the industrial fields. These traditional process capability indices are mainly applied in the univariate analysis. However, the main streams in the recent industry are the multivariate manufacturing process and the multiple quality characteristics are corrected each other. Therefore, the multivariate statistical method should be used in the process capability analysis. The multivariate process indices need to be enhanced with more useful information and extensive application in the recent industrial fields. Hence, the purpose of the study is to develop a more effective multivariate process index (MCpI ) using the multivariate inverted normal loss function. The multivariate inverted normal loss function has the flexibility for the any type of the symmetrical and asymmetrical loss functions as well as the economic information. Especially, the proposed modeling method for the multivariate inverted normal loss function (MINLF) and the expected loss from MINLF in this paper can be applied to the any type of the symmetrical and asymmetrical loss functions. And this modeling method can be easily expanded from a bivariate case to a multivariate case.

Control Chart is a graph which dots the characteristic values of a process. It is the tool of statistical technique to keep a process in controlled condition. It is also used for investigating the state of a process. Therefore many companies have used Control Chart as the tool of statistical process control (SPC). Products from a production process represent accidental dispersion values around a certain reference value. Fluctuations cause of quality dispersion is classified as a chance cause and a assignable cause. Chance cause refers unmanageable practical cause such as operator proficiency differences, differences in work environment, etc. Assignable cause refers manageable cause which is possible to take actions to remove such as operator inattention, error of production equipment, etc. Traditionally x-R control chart or x-s control chart is used to find and remove the error cause. Traditional control chart is to determine whether the measured data are in control or not, and lets us to take action. On the other hand, RNELCC (Reflected Normal Expected Loss Control Chart) is a control chart which, even in controlled state, indicates the information of economic loss if a product is in inconsistent state with process target value. However, contaminated process can cause control line sensitive and cause problems with the detection capabilities of chart. Many studies on robust estimation using trimmed parameters have been conducted. We suggest robust RNELCC which used the idea of trimmed parameters with RNEL control chart. And we demonstrate effectiveness of new control chart by comparing with ARL value among traditional control chart, RNELCC and robust RNELCC.