A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf.
Non-uniform Bound on Normal Approximation of Latin Hypercube Sampling
2009
Journal of Mathematics Research
Preserved Fulltext
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.
doi:10.5539/jmr.v1n2p28
fatcat:zsl55lm35zflzj5nr3bvhxkwsq