This paper presents a robust process capability index(PCI) based on the expected loss derived from the empirical distribution function(EDF). We propose the EDF expected loss in order to develop a PCI that does not depends on the underlying process distribution. The EDF expected loss depends only on the sample data, so the PCI based on it is robust and it does nor require complex calculations. The inverted normal loss function(INLF) is employed in order to overcome the drawback of the quadratic loss which may Increase unboundedly outside the specification limits. A comprehensive simulation study was performed under various process distributions, in order to compare the accuracy and the precision of the proposed PCI with those of the PCI based on the expected loss derived from the normal distribution. The proposed PCI turned out to be more accurate than the normal PCI in most cases, especially when the process distribution has high kurtosis or skewness. It is expected that the proposed PCI can be utilized In real processes where the true distribution family may not be known.