Encouraging results and good agreement between theory and simulation results have thus far been obtained.
Latin hypercube sampling with dependence driver#
Finally, a numerical and a CMOS clock driver circuit examples are given. of steel structures is heavily dependent on the level of fire protection that is present, yet. Theoretical and practical aspects of its statistical properties are also given. Analytical versus Monte Carlo Pseudo random numbers Generating analytical distributions in MC Latin square hypercube sampling Prediction based on a. Monte Carlo simulation and Latin Hypercube sampling. In this paper a variant of the Latin Hypercube Sampling MC method is presented which is an efficient variance reduction technique in MC estimation. The proposed method is investigated using modified IEEE 34 distribution system with random loads, Wind power and Photovoltaics (PVs). On Negative Dependence Properties of Latin Hypercube Samples and Scrambled Nets. Abstract: The paper adopts the Latin Hypercube Sampling with Dependence (LHSD) method to solve the Probabilistic Load Flow (PLF) problem with correlated random variables for distribution networks. The Monte Carlo (MC) method exhibits generality and insensitivity to the number of stochastic variables, but it is expensive for accurate Average Quality Index (AQI) or Parametric Yield estimation of MOS VLSI circuits or discrete component circuits. We study the notion of gamma-negative dependence of random variables. 1979), has been used in numerical integration for many years. Modified Latin Hypercube Sampling Monte Carlo (MLHSMC) Estimation for Average Quality Index Modified Latin Hypercube Sampling Monte Carlo (MLHSMC) Estimation for Average Quality Index 2.2 Latin Hypercube Sampling Latin hypercube sampling, which strati es sample points along each dimension (McKay et al.