Uniform Bound on Normal Approximation of Latin Hypercube Sampling


  •  N. Rerkruthairat    
  •  Kritsana Neammanee    

Abstract

Loh (Loh, W.L, 1996b) established a Berry-Esseen type bound for $W$, the random variable based on a latin hypercube sampling, to the standard normal distribution. He used an inductive approach of Stein's method to give the rate of convergence $\frac{C_d}{\sqrt{n}}$ without the value of $C_d.$ In this article, we use a concentration inequality approach of Stein's method to obtain a constant $C_d.$



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