TY - JOUR
T1 - On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains
AU - Fang, Kai-Tai
AU - Yang, Zhen-Hai
N1 - Funding Information:
This work was partially supported by the grant RGC/97-98/47, Hong Kong, Chinese Natural Science Foundation and Research Foundation of Beijing Education Committee.
PY - 2000/1/15
Y1 - 2000/1/15
N2 - 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.
AB - 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.
KW - 62E25
KW - 62K15
KW - Conditional distribution method
KW - Experimental design
KW - Monte-Carlo methods
KW - Uniform design
UR - http://www.scopus.com/inward/record.url?scp=0012759124&partnerID=8YFLogxK
U2 - 10.1016/S0167-7152(99)00095-4
DO - 10.1016/S0167-7152(99)00095-4
M3 - Journal article
AN - SCOPUS:0012759124
SN - 0167-7152
VL - 46
SP - 113
EP - 120
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 2
ER -