Process capability indices (PCIs) have become popular as unit-less measures on whether a process is capable of reproducing items meeting the quality requirement. A reliable approach for testing process capability is to establish an interval estimate, for which we can assert that it contains the true PCI value with a reasonable degree of certainty. However, the construction of such an interval estimate is not trivial, since the distribution of the commonly used C pk index involves unknown parameters. In this paper, we adopt the concept of generalized confidence intervals and generalized pivotal quantities to derive the generalized lower confidence bounds for providing critical information on process performance. Two practical applications in the area of process capability were considered, they include (i) assessing whether a process under investigation is capable and (ii) providing the lowest performance of the manufacturing processes from several production lines or several suppliers for quality assurance. The applicability of the derived results is also illustrated with examples.