A combinatorial central limit theorem for randomized orthogonal array sampling designs
成果类型：
Article
署名作者：
Loh, WL
署名单位：
Purdue University System; Purdue University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1996
页码：
1209-1224
关键词：
摘要：
Let X be a random vector uniformly distributed on the unit cube and f: [0, 1](3) --> R be a measurable function. An objective of many computer experiments is to estimate mu = E(f circle X) by computing f at a set of points in [0, 1](3). There is a design issue in choosing these points. Recently Owen and Tang independently suggested using randomized orthogonal arrays in the choice of such a set. This paper investigates the convergence rate to normality of the distribution of the average of a set of f values taken from one of these designs.