{"title":"应用拉丁超立方抽样时分位数的置信区间","authors":"Marvin K. Nakayama","doi":"10.1109/SIMUL.2010.10","DOIUrl":null,"url":null,"abstract":"Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that can be thought of as an extension of stratified sampling in higher dimensions. It can also be considered a generalization of antithetic variates, another VRT. This paper develops asymptotically valid confidence intervals for quantiles that are estimated via simulation using LHS.","PeriodicalId":178609,"journal":{"name":"2010 Second International Conference on Advances in System Simulation","volume":"49 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2010-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Confidence Intervals for Quantiles When Applying Latin Hypercube Sampling\",\"authors\":\"Marvin K. Nakayama\",\"doi\":\"10.1109/SIMUL.2010.10\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that can be thought of as an extension of stratified sampling in higher dimensions. It can also be considered a generalization of antithetic variates, another VRT. This paper develops asymptotically valid confidence intervals for quantiles that are estimated via simulation using LHS.\",\"PeriodicalId\":178609,\"journal\":{\"name\":\"2010 Second International Conference on Advances in System Simulation\",\"volume\":\"49 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2010-08-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2010 Second International Conference on Advances in System Simulation\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/SIMUL.2010.10\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2010 Second International Conference on Advances in System Simulation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SIMUL.2010.10","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Confidence Intervals for Quantiles When Applying Latin Hypercube Sampling
Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that can be thought of as an extension of stratified sampling in higher dimensions. It can also be considered a generalization of antithetic variates, another VRT. This paper develops asymptotically valid confidence intervals for quantiles that are estimated via simulation using LHS.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
