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Abstract Wang and Chen (Qual. Eng. 1998; 11:21–27) have defined process capability indices (PCIs) for multivariate normal processes data using principal component analysis (PCA). Veevers (Statistical Process Monitoring and Optimization. Marcel Dekker: New York, NY, 1999; 241–256) has suggested a multivariate capability index based on the first principal component (PC). In this paper we demonstrate the problem in the definition of PCIs given by Wang and Chen (Qual. Eng. 1998; 11:21–27) and the non‐suitability of PCI given by Veevers (Statistical Process Monitoring and Optimization. Marcel Dekker: New York, NY, 1999; 241–256) through some examples. We also suggest an alternative method for assessing multivariate process capability based on the empirical probability distribution of PCs. This method has been performed on industrial and simulated data. Copyright © 2008 John Wiley & Sons, Ltd.
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