Browsing by Author "Hung, HN"

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A Bayesian procedure for process capability assessment
(1999-09-01)
Shiau, JJH
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Chiang, CT
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Hung, HN
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統計學研究所
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Institute of Statistics
The usual practice of judging process capability by evaluating point estimates of some process capability indices has a flaw that there is no assessment on the error distributions of these estimates. However, the distributions of these estimates are usually so complicated that it is very difficult to obtain good interval estimates. In this paper we adopt a Bayesian approach to obtain an interval estimation, particularly for the index C(pm). The posterior probability p that the process under investigation is capable is derived; then the credible interval, a Bayesian analogue of the classical confidence interval, can be obtained. We claim that the process is capable if all the points in the credible interval are greater than the pre-specified capability level omega, say 1.33. To make this Bayesian procedure very easy for practitioners to implement on manufacturing floors, we tabulate the minimum values of (C) over cap(pm)/omega for which the posterior probability p reaches the desirable level, say 95%. For the special cases where the process mean equals the target value for C(pm) and equals the midpoint of the two specification limits for C(pk). the procedure is even simpler; only chi-square tables are needed. Copyright (C) 1999 John Wiley & Sons, Ltd.
A note on Bayesian estimation of process capability indices
(1999-11-15)
Shiau, JJH
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Hung, HN
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Chiang, CT
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統計學研究所
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Institute of Statistics
Process capability indices are useful for assessing the capability of manufacturing processes. Most traditional methods are obtained from the frequentist point of view. We view the problem fi om the Bayes and empirical Bayes approaches by using non-informative and conjugate priors, respectively. (C) 1999 Elsevier Science B.V. All rights reserved.
A statistic approach for deriving the short message transmission delay distributions
(2004-11-01)
Hung, HN
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Lin, YB
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Lu, MK
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Peng, NF
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統計學研究所
Short Message Service (SMS) is one of the most popular mobile data services. This paper develops a web-based short message system and analyzes the short message transmission delays based on 40 000 measured data collected from commercial operation. We investigate the distributions of SMS round-trip transmission delays. These distributions are roughly approximated by truncated normal, gamma, log-normal, and Weibull distributions with various parameters, which can be utilized in theoretical analysis. Furthermore, with the nonparametric fitting approach, we use the rejection method to develop random number generators for these delays, which can be used in any simulation models that employ SMS transmission delays.
Analysis of drug dissolution data
(1999-04-15)
Lee, JC
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Chen, DT
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Hung, HN
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Chen, JJ
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統計學研究所
Drug absorption in the human body depends on the dissolution rate of the drug. Suitable dissolution characteristics are important to ensure that the drug will achieve the desired therapeutic effects. To assess the similarity of dissolution rates of several drug lots, we apply a general growth curve model with different covariance structures. The Box-Cox power transformation and the naive log transformation are applied to a function of the dissolution rate. The predictive sample-reuse, or cross-validation, method is employed in selecting an appropriate model with best predictive accuracy. A testing procedure for examining the similarity among the drug lots is also conducted. A partially Bayesian approach is used for the assessment of dissolution equivalence. Copyright (C) 1999 John Wiley & Sons, Ltd.
Connection failure detection mechanism of UMTS charging protocol
(2006-05-01)
Hung, HN
;
Lin, YB
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Peng, NF
;
Sou, SI
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統計學研究所
In Universal Mobile Telecommunications System (UNITS), the extension of GPRS tunneling protocol called GTP' is utilized to transfer the Charging Data Records (CDRs) from GPRS Support Nodes (GSNs) to Charging Gateways (CGs). To ensure that the mobile operator receives the charging information, availability for the GTP1 transmission is essential. One important issue on GTP' availability is connection failure detection. It is desirable to select appropriate parameter values to avoid false failure detections (e.g., temporary network congestions) while to detect the true failures quickly. We propose an analytic model to compute the false failure detection probability and the expected true failure detection time. Based on our study, the network operator can select the appropriate parameter values for various traffic conditions to reduce the probability of false failure detection and/or true failure detection time.
Geometric understanding of likelihood ratio statistics
(2000-09-01)
Fan, JQ
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Hung, HN
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Wong, WH
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統計學研究所
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Institute of Statistics
It is well known that twice a log-likelihood ratio statistic follows asymptotically a chi-square distribution. The result is usually understood and proved via Taylor's expansions of likelihood functions and by assuming asymptotic normality of maximum likelihood estimators (MLEs). We obtain more general results by using a different approach the Wilks type of results hold as long as likelihood contour sets are fan-shaped. The classical Wilks theorem corresponds to the situations in which the likelihood contour sets are ellipsoidal. This provides a geometric understanding and a useful extension of the likelihood ratio theory. As a result, even if the MLEs are not asymptotically normal, the likelihood ratio statistics can still be asymptotically chi-square distributed. Our technical arguments are simple and easily understood.
Modeling channel assignment of small-scale cellular networks
(2005-03-01)
Hung, HN
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Lee, PC
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Lin, YB
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Peng, NF
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統計學研究所
In a cellular telecommunications network, the call blocking, forced termination, and call incompletion probabilities are major output measures of system performance. Most previous analytic studies assumed that the handover traffic to a cell is a fixed-rate Poisson process. Such assumption may cause significant inaccuracy in modeling. This paper shows that the handover traffic to a cell depends on the workloads of the neighboring cells. Based on this observation, we derive the exact equation for the handover force-termination probability when the mobile station (MS) cell residence times are exponentially distributed. Then, we propose an approximate model with general MS cell residence time distributions. The results are compared with a previously proposed model. Our comparison study indicates that the new model can capture the handover behavior much better than the old one for small-scale cellular networks.
On the distribution of the estimated process yield index S-pk
(2002-03-01)
Lee, JC
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Hung, HN
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Pearn, WL
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Kueng, TL
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統計學研究所
This paper considers an asymptotic distribution for an estimate (S) over cap (pk) of the process yield index S-pk proposed by Boyles (1994). The asymptotic distribution of (S) over cap (pk) is useful in statistical inferences for S-pk. An illustrative example is given for hypothesis testing and for interval estimation on the yield index S-pk. Copyright (C) 2002 John Wiley Sons, Ltd.
Random number generation for excess life of mobile user residence time
(2006-05-01)
Hung, HN
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Lee, PC
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Lin, YB
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統計學研究所
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資訊工程學系
In a mobile telecommunications network, the period when a mobile station (MS) resides in a cell (the radio coverage of a base station) is called the cell residence time of that MS. The period between when a call arrives at the MS and when the MS moves out the cell is called the excess life of the cell residence time for that MS. In performance evaluation of a mobile telecommunications network, it is important to derive the excess life distribution from the cell residence times. This distribution determines if a connected call will be handed over to a new cell, and therefore significantly affects the call dropping probability of the network. In mobile-telecommunications-network simulation, generating the excess-life random numbers is not a trivial task, which has not been addressed in the literature. This paper shows how to generate the random numbers from the excess life distribution, and develop the excess-life random number generation procedures for cell residence times with gamma, Pareto, lognormal, and Weibull distributions. This paper indicates that the generated random numbers closely match the true excess-life distributions.
Repacking on demand for two-tier wireless local loop
(2004-05-01)
Hung, HN
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Lin, YB
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Peng, NF
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Tsai, HM
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統計學研究所
This paper proposes a radio channel assignment scheme called repacking on demand (RoD) for two-tier wireless local loop (WLL) networks. A two-tier WLL overlays a macrocell with several microcells. When a new call arrives at a two-tier WLL with RoD, if no idle channel is available in both the microcell and the macrocell, repacking is performed (i.e., a call in the macrocell is moved to its corresponding microcell), and then the reclaimed macrocell channel is used to serve the new call. An analytic model is proposed to compute the call blocking probability of the two-tier WLL with repacking. This analytic model is validated against simulation experiments.We prove that the blocking probability is not affected by the call holding time distributions, but is only dependent on the mean of the call holding times. Compared with some previous proposed schemes, RoD has low blocking probability and significantly reduces repacking rate.
Resolving mobile database overflow with most idle replacement
(2001-10-01)
Hung, HN
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Lin, YB
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Peng, NF
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Yang, SR
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統計學研究所
In a personal communications service (PCS) network, mobility databases called visitor location registers (VLRs) are utilized to temporarily store the subscription data and the location information for the roaming users. Because of user mobility, it is possible that the VLR is full when a mobile user arrives. Under such a circumstance, the incoming user has no VLR record and thus cannot receive PCS services. This issue is called VLR overflow. To resolve the VLR overflow problem, a VLR record can be selected for replacement when the VLR is full and then the reclaimed storage is used to hold the record of the requesting user. This paper considers the most idle replacement policy to provide services to mobile users without VLR records. In this policy, the record with the longest idle time is selected for replacement. We propose an analytic model to investigate the performance of this replacement policy. The analytic results are validated against simulation experiments. The results indicate that our approach effectively resolves the VLR overflow problem.
The information loss in the inverse Gaussian model
(2000-07-01)
Hung, HN
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統計學研究所
;
Institute of Statistics
In the inverse Gaussian model, the sample mean and sample reciprocal mean are minimum sufficient, and the distribution of sample reciprocal mean depends only on the dispersion parameter. Traditional inference about the dispersion parameter considers only the sample reciprocal mean instead of the whole sufficient statistic. This causes information loss, especially when the sample size is small. The purpose of this paper is to utilize the information of the dispersion parameter contained in the sample mean, and to improve the estimation of the dispersion parameter.
The symmetric type two-stage trimmed least squares estimator for the simultaneous equations model
(2000-10-01)
Chen, LA
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Thompson, P
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Hung, HN
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統計學研究所
;
Institute of Statistics
A two-stage symmetric regression quantile is considered as an alternative for estimating the population quantile for the simultaneous equations model. We introduce a two-stage symmetric trimmed least squares estimator (LSE) based on this quantile. It is shown that, under mixed multivariate normal errors, this trimmed LSE has asymptotic variance much closer to the Cramer-Rao lower bound than some usual robust estimators. It can even achieve the Cramer-Rao lower bound when the contaminated variance goes to infinity. This suggests that the symmetric-type quantile function is as efficient in other statistical applications, such as outlier detection. A Monte Carlo study under asymmetric error distribution and a real data analysis are also presented.