Non-uniform Bound on Normal Approximation of Latin Hypercube Sampling

Kritsana Neammanee, Petcharat Rattanawong


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.

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

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