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	Central limit theorems for four new types of U-designs
	Kong, Xiangshun ; Ai, Mingyao ; Mukerjee, Rahul
	2017
关键词	Central limit theorem correlation controlled U-design nested U-design sliced U-design strong orthogonal array-based U-design 62K15 62K20 LATIN HYPERCUBE DESIGNS ARRAY SAMPLING DESIGNS SPACE-FILLING DESIGNS COMPUTER EXPERIMENTS ORTHOGONAL ARRAYS
英文摘要	Orthogonal array (OA)-based Latin hypercube designs, also called U-designs, have been popularly adopted in designing a computer experiment. Nested U-designs, sliced U-designs, strong OA-based U-designs and correlation controlled U-designs are four types of extensions of U-designs for different applications in computer experiments. Their elaborate multi-layer structure or multi-dimensional uniformity, which makes them desirable for different applications, brings difficulty in analysing the related statistical properties. In this paper, we derive central limit theorems for these four types of designs by introducing a newly constructed discrete function. It is shown that the means of the four samples generated from these four types of designs asymptotically follow the same normal distribution. These results are useful in assessing the confidence intervals of the gross mean. Two examples are presented to illustrate the closeness of the simulated density plots to the corresponding normal distributions.; NSFC [11331011, 11671019]; BCMIIS; LMEQF; IIM Calcutta; J.C. Bose National Fellowship, Government of India; SCI(E); ARTICLE; 3; 655-667; 51
语种	英语
出处	SCI
出版者	STATISTICS
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/473271]
专题	数学科学学院
推荐引用方式 GB/T 7714	Kong, Xiangshun,Ai, Mingyao,Mukerjee, Rahul. Central limit theorems for four new types of U-designs. 2017-01-01.

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