Non-uniform Bound on Normal Approximation of Latin Hypercube Sampling

Kritsana Neammanee, Petcharat Rattanawong

Abstract


Latin hypercube sampling(LHS)(McKay, M.D., 1979) is a method of sampling that can be used to estimate the value of
multidimensional integration. Loh(Loh, W.L., 1996b) and Neammanee and Rattanawong(Neammanee, K., 2009) gave a
uniform bound in normal approximation for LHS. In this paper, we give a non-uniform bound of this approximation by
using Stein’s method.

Full Text: PDF DOI: 10.5539/jmr.v1n2p28

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.

Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

Copyright © Canadian Center of Science and Education

To make sure that you can receive messages from us, please add the 'ccsenet.org' domain to your e-mail 'safe list'. If you do not receive e-mail in your 'inbox', check your 'bulk mail' or 'junk mail' folders.