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Biometrika Advance Access originally published online on October 26, 2009
Biometrika 2009 96(4):971-974; doi:10.1093/biomet/asp058
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© 2009 Biometrika Trust

Miscellanea

Construction of orthogonal Latin hypercube designs

Fasheng Sun and Min-Qian Liu

The Key Laboratory of Pure Mathematics and Combinatorics, School of Mathematical Sciences, Nankai University, Tianjin 300071, China sfxsfx2001{at}mail.nankai.edu.cn mqliu{at}nankai.edu.cn

Dennis K. J. Lin

Department of Statistics, The Pennsylvania State University, University Park, Pennsylvania 16802, U.S.A. dkl5{at}psu.edu

Received for publication 1 December 2008. Revision received 1 May 2009.
  Abstract

Latin hypercube designs have found wide application. Such designs guarantee uniform samples for the marginal distribution of each input variable. We propose a method for constructing orthogonal Latin hypercube designs in which all the linear terms are orthogonal not only to each other, but also to the quadratic terms. This construction method is convenient and flexible, and the resulting designs can accommodate many more factors than can existing ones.

Key Words: Computer experiment • Factorial design • Orthogonality • Second-order model


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