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On uniform design of experiments with restricted mixtures and generation of uniform distribution on some domains

✍ Scribed by Kai-Tai Fang; Zhen-Hai Yang

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 104 KB
Volume: 46
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(99)00095-4

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✦ Synopsis

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; : : :

, 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.

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