Skip to content
Statistics logo
  • Courses
    • See All Courses
    • Calendar
    • Intro stats for college credit
    • Faculty
    • Group training
    • Credit & Credentialing
    • Teach With Us
  • Programs/Degrees
    • Certificates
      • Analytics for Data Science
      • Biostatistics
      • Programming For Data Science – Python (Experienced)
      • Programming For Data Science – Python (Novice)
      • Programming For Data Science – R (Experienced)
      • Programming For Data Science – R (Novice)
      • Social Science
    • Skillsets
      • Bayesian Statistics
      • Business Analytics
      • Healthcare Analytics
      • Marketing Analytics
      • Operations Research
      • Predictive Analytics
      • Python Analytics
      • R Programming Analytics
      • Rasch & IRT
      • Spatial Statistics
      • Survey Analysis
      • Text Mining Analytics
    • Undergraduate Degree Programs
    • Graduate Degree Programs
  • Partnerships
    • Higher Education
    • Enterprise
  • Resources
    • About Us
    • Blog
    • Word Of The Week
    • Newsletter signup
    • Glossary
    • Statistical Symbols
    • FAQs & Knowledge Base
    • Testimonials
    • Test Yourself
Menu
  • Courses
    • See All Courses
    • Calendar
    • Intro stats for college credit
    • Faculty
    • Group training
    • Credit & Credentialing
    • Teach With Us
  • Programs/Degrees
    • Certificates
      • Analytics for Data Science
      • Biostatistics
      • Programming For Data Science – Python (Experienced)
      • Programming For Data Science – Python (Novice)
      • Programming For Data Science – R (Experienced)
      • Programming For Data Science – R (Novice)
      • Social Science
    • Skillsets
      • Bayesian Statistics
      • Business Analytics
      • Healthcare Analytics
      • Marketing Analytics
      • Operations Research
      • Predictive Analytics
      • Python Analytics
      • R Programming Analytics
      • Rasch & IRT
      • Spatial Statistics
      • Survey Analysis
      • Text Mining Analytics
    • Undergraduate Degree Programs
    • Graduate Degree Programs
  • Partnerships
    • Higher Education
    • Enterprise
  • Resources
    • About Us
    • Blog
    • Word Of The Week
    • Newsletter signup
    • Glossary
    • Statistical Symbols
    • FAQs & Knowledge Base
    • Testimonials
    • Test Yourself
Student Login

Home Blog Latin hypercube

Latin hypercube

In Monte Carlo sampling for simulation problems, random values are generated from a probability distribution deemed appropriate for a given scenario (uniform, poisson, exponential, etc.).  In simple random sampling, each potential random value within the probability distribution has an equal value of being selected. Just due to the vagaries of random chance, clusters of similar values will occur, as well as “holes” in the distribution.  These will be subsumed over time as many more values are generated so that, in the long run, the simulated values will come closer and closer to the reference distribution. With Latin Hypercube sampling, the process is constrained so that the random values being generated represent the entire distribution.  For example, a value quite close to another value would be rejected as long as there are “holes” or under-represented regions. This allows more efficient sampling – the “long run” in which the sample comes to adequately represent the reference distribution is shorter than in the case of simple random sampling.

Subscribe to blog

By submitting your information, you agree to receive email communications from statistics.com. All information submitted is subject to our privacy policy. You may opt out of receiving communications at any time.

Categories

Recent Posts

  • Oct 19: Data Literacy – The Chainsaw Case
    /
    0 Comments
  • Data Literacy – The Chainsaw Case
    /
    0 Comments
  • Word of the Week – Drift
    /
    0 Comments

About Statistics.com

Statistics.com offers academic and professional education in statistics, analytics, and data science at beginner, intermediate, and advanced levels of instruction. Statistics.com is a part of Elder Research, a data science consultancy with 25 years of experience in data analytics.

Our Links

  • Contact Us
  • Site Map
  • Explore Courses
  • About Us
  • Management Team
Menu
  • Contact Us
  • Site Map
  • Explore Courses
  • About Us
  • Management Team

Social Networks

Contact

The Institute for Statistics Education
2107 Wilson Blvd
Suite 850 
Arlington, VA 22201
(571) 281-8817

ourcourses@statistics.com

  • Contact Us
  • Site Map
  • Explore Courses
  • About Us
  • Management Team

© Copyright 2022 - Statistics.com, LLC | All Rights Reserved | Privacy Policy | Terms of Use

By continuing to use this website, you consent to the use of cookies in accordance with our Cookie Policy.

Accept