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|Title:||A combinatorial central limit theorem for randomized orthogonal array sampling designs|
|Keywords:||Combinatorial central limit theorem|
|Citation:||Loh, W.-L. (1996-06). A combinatorial central limit theorem for randomized orthogonal array sampling designs. Annals of Statistics 24 (3) : 1209-1224. ScholarBank@NUS Repository.|
|Abstract:||Let X be a random vector uniformly distributed on the unit cube and f: [0, 1]3 → script R sign be a measurable function. An objective of many computer experiments is to estimate μ = E(f o 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.|
|Source Title:||Annals of Statistics|
|Appears in Collections:||Staff Publications|
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