Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/102618
Title: A combinatorial central limit theorem for randomized orthogonal array sampling designs
Authors: Loh, W.-L. 
Keywords: Combinatorial central limit theorem
Computer experiment
Convergence rate
Orthogonal array
Sampling design
Stein's method
Issue Date: Jun-1996
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
URI: http://scholarbank.nus.edu.sg/handle/10635/102618
ISSN: 00905364
Appears in Collections:Staff Publications

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