Uniform Bound on Normal Approximation of Latin Hypercube Sampling

N. Rerkruthairat, Kritsana Neammanee

Abstract


Loh (Loh, W.L, 1996b) established a Berry-Esseen type bound for $W$, the random variable based on a latin hypercube sampling, to the standard normal distribution. He used an inductive approach of Stein's method to give the rate of convergence $\frac{C_d}{\sqrt{n}}$ without the value of $C_d.$ In this article, we use a concentration inequality approach of Stein's method to obtain a constant $C_d.$


Full Text: PDF DOI: 10.5539/jmr.v3n2p98

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Journal of Mathematics Research   ISSN 1916-9795 (Print)   ISSN 1916-9809 (Online)

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