In manufacturing science, process capability indices play a role analogous to economic indices in government statistics. The existing capability indices are passive devices whose main role is to retroactively monitor process capability. The have been developed under the restrictive assumption of process stability, and the procedures for using them are based on ad hoc rules. Using the normative point of view for decision making, it can be shown that some of the indices are, at best, convoluted special cases of a more general strategy; they can be justified only under special assumptions, and the manner in which they are currently used could lead to incoherent actions. The available process capability indices should therefore be abandoned and replaced by procedures that are normative, and also proactive with respect to both, prediction and control. An approach towards achieving this goal is proposed.