Abstract
In this paper we propose a new method, based on the conditional distribution method in Monte-Carlo methods, to generate the uniform distribution on the domain Tn(a,b)={(x1,...,xn):0≤a i≤xi≤bi≤1,0≤i≤n,x 1++xn=1}, where a=(a1,...,an) and b=(b1,...,bn). By this new method we can easily obtain uniform designs of experiments with mixtures, i.e., to generate a set of points that are uniformly scattered on the domain Tn(a,b). This approach can apply to generation of uniform distributions on various domains, such as convex polyhedron and simplex. These uniform distributions are useful in experimental design, reliability and optimization.
Original language | English |
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Pages (from-to) | 113-120 |
Number of pages | 8 |
Journal | Statistics and Probability Letters |
Volume | 46 |
Issue number | 2 |
DOIs | |
Publication status | Published - 15 Jan 2000 |
Externally published | Yes |
Scopus Subject Areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
User-Defined Keywords
- 62E25
- 62K15
- Conditional distribution method
- Experimental design
- Monte-Carlo methods
- Uniform design