Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs

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Centered L2-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs

In this paper properties and construction of designs under a centered version of the L2-discrepancy are analyzed. The theoretic expectation and variance of this discrepancy are derived for random designs and Latin hypercube designs. The expectation and variance of Latin hypercube designs are significantly lower than that of random designs. While in dimension one the unique uniform design is als...

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 2000

ISSN: 0025-5718

DOI: 10.1090/s0025-5718-00-01281-3