Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Asymptotic Comparison of Latin Hypercube Sampling and Its Stratified Version

  • Lee, Jooho (Department of Statistics, Chungnam National University)
  • Published : 1999.06.01
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Abstract

Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

Keywords

References

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