Confidence intervals for quantiles when applying latin hypercube sampling
Document Type
Conference Proceeding
Publication Date
12-1-2010
Abstract
Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that can be thought of as an extension of stratified sampling in multiple dimensions. This paper develops asymptotically valid confidence intervals for quantiles that are estimated via simulation using LHS. © 2010 IEEE.
Identifier
78649413823 (Scopus)
ISBN
[9780769541426]
Publication Title
Proceedings 2nd International Conference on Advances in System Simulation Simul 2010
External Full Text Location
https://doi.org/10.1109/SIMUL.2010.10
First Page
78
Last Page
81
Recommended Citation
Nakayama, Marvin K., "Confidence intervals for quantiles when applying latin hypercube sampling" (2010). Faculty Publications. 5920.
https://digitalcommons.njit.edu/fac_pubs/5920
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