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 $C_d.$
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- DOI:10.5539/jmr.v3n2p98
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