The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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라틴-하이퍼큐브 실험게획 간의 거리 계산과 비교

  • 박정수 (전남대학교 정보통신연구소 및 자연과학대하교 통계학과) ;
  • 황현식 (전남대학교 자연과학대학 통계학과)
  • Published : 2000.09.01
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Abstract

A distance measure between two Latin-hypercube designs is defined and its expected value is computed. It was computed by using mathematical statistics, numerical analysis (multidimensional numerical integration), Monte-carlo method, and the theory of asymptotic normal distribution. For the comparison of two Latin-hypercube designs with same structure but different randomness, the difference of expected values of response function and information mass of experimental designs are considered. These methods may be useful in comparison between two general experimental designs.

전산실험계획으로 유용하게 쓰이는 라틴-하이퍼큐브 계획간의 거리를 정의하고 그 기대값을 계산하였다. 이 계산을 위해서 차원이 증가함에 따라 수리 통계학적 방법, 수치 해석적 방법(다차원 수치 적분법), 몬테카를로 적분 방법, 극한 정규분포이론을 이용하여 거리의 기대값을 구했다. 또한 같은 구조를 가지면서 랜덤성에 차이가 있는 두 라틴-하이퍼큐브 계획 간에 반응함수의 평균에서의 차이 및 정보량의 차이를 다루었다. 본 논문에서 제시한 두 Lhd들간의 비교 기법은 두 개의 일반 실험계획의 비교에도 유용하리라 여겨진다.

Keywords

References

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