Well, our Risk Simulator software will help you identify, quantify, and value risk in your projects and decisions. RISK SIMULATOR is a powerful Excel add-in software used for applying simulation, forecasting, statistical analysis, and optimization in your existing Excel spreadsheet models. The software was developed specifically to be extremely. Latin Hypercube Sampling Theory Latin hypercube sampling was developed to address the need for uncertainty assessment for a particular class of problems. Consider a variable Y that is a function of other variables X1, X2, Xk. This function may be very complicated, for example, a computer model. A question to be.

• Sandia’s Latin Hypercube Sampling Software
• Latin Hypercube Sampling Software Download

0–9[edit]

• 2SLS (two-stage least squares) – redirects to instrumental variable
• 3SLS – see three-stage least squares

A[edit]

• Adjusted Rand index – see Rand index (subsection)
• ADMB – software
• Analyse-it – software
• ANCOVA – redirects to Analysis of covariance
• ASReml – software
• Asymptotic equipartition property (information theory)
• Asymptotic normality – redirects to Asymptotic distribution
• Asymptotic relative efficiency – redirects to Efficiency (statistics)
• Autocorrelation
  • Autocorrelation plot – redirects to Correlogram

B[edit]

• BA model – model for a random network
• Balanced incomplete block design – redirects to Block design
• Banburismus – related to Bayesian networks
• Bayes' theorem
• Bayesian – disambiguation
• Bayesian model comparison – see Bayes factor
• BCMP network – queueing theory
• Beta function – for incomplete beta function
• Bhattacharya coefficient – redirects to Bhattacharyya distance
• Biased sample – see Sampling bias
• Biometrics (statistics) – redirects to Biostatistics
• BMDP – software
• Bonferroni inequalities – redirects to Boole's inequality
• Box–Cox transformation – redirects to Power transform
• Breusch–Pagan statistic – redirects to Breusch–Pagan test

C[edit]

• Calibration (probability) – subjective probability, redirects to Calibrated probability assessment
• Calibration (statistics) – the statistical calibration problem
• Case-control – redirects to Case-control study
• Catastro of Ensenada – a census of part of Spain
• Centerpoint (geometry) – Tukey median redirects here
• Central limit theorem
  • Central limit theorem (illustration) – redirects to Illustration of the central limit theorem
• CHAID – CHi-squared Automatic Interaction Detector
• Change detection
• Checking if a coin is biased – redirects to Checking whether a coin is fair
• Chernoff bound – a special case of Chernoff's inequality
• Chronux software
• Circular statistics – redirects to Directional statistics
• Classical test theory – psychometrics
• CMA-ES (Covariance Matrix Adaptation Evolution Strategy)
• Coefficient of coherence – redirects to Coherence (statistics)
• Cohen's class distribution function – a time-frequency distribution function
• Conditional distribution – see Conditional probability distribution
• Confidence band – redirects to Confidence and prediction bands
• Conjoint analysis
• Continuous distribution – see Continuous probability distribution
• Correlation function
• Critical region – redirects to Statistical hypothesis testing
• Crystal Ball function – a probability distribution
• Cumulant generating function – redirects to cumulant

D[edit]

• DAP – open source software
• Data Desk – software
• Data generating process – disambiguation
• DataDetective – software
• Dataplot – software
• Demography
• Design of experiments
  • The Design of Experiments (book by Fisher)
• DFFITS – a regression diagnostic
• Discrete distribution – redirects to section of Probability distribution
• Discrete probability distribution – redirects to section of Probability distribution
• Drift rate – redirects to Stochastic drift

E[edit]

• Econometric software – redirects to Comparison of statistical packages
• Encyclopedia of Statistical Sciences (book)
• Epi Info – software
• Epidata – software
• Equating – test equating
• Exponential power distribution – redirects to Generalized normal distribution
• Exponential random numbers – redirect to subsection of Exponential distribution

F[edit]

• F-statistics – population genetics
• FastICA – fast independent component analysis
• Felsenstein's tree-pruning algorithm – statistical genetics
• Fisher–Tippett distribution – redirects to Generalized extreme value distribution
• Fixed effects estimator and Fixed effects estimation – redirect to Fixed effects model
• FWL theorem – relating regression and projection

G[edit]

• GEH statistic – a statistic comparing modelled and observed counts
• GenStat – software
• GLIM (software) – software
• Graph cuts in computer vision – a potential application of Bayesian analysis
• GraphPad InStat – software
• GraphPad Prism – software

H[edit]

• Hardy–Weinberg principle – statistical genetics
• Hausman specification test – redirects to Hausman test
• Hazard function – redirects to Failure rate
• Heteroskedasticity – see Heteroscedasticity
• Hoover index (a.k.a. Robin Hood index)
• How to Lie with Statistics (book)
• Huber–White standard error – see Heteroscedasticity-consistent standard errors

I[edit]

• An inequality on location and scale parameters – see Chebyshev's inequality
• Inferential statistics – redirects to Statistical inference
• Information ratio – finance
• Injury prevention – application
• Interaction variable – see Interaction (statistics)

J[edit]

• Jackknife (statistics) – redirects to Resampling (statistics)
• JMulTi – software

K[edit]

• K-means algorithm – redirects to k-means clustering
• Kendall's W – Kendall's coefficient of concordance
• Khmaladze transformation (probability theory)

L[edit]

• Lambda distribution – disambiguation
• LaplacesDemon – software
• LARS – see least-angle regression
• Latent variable, latent variable model
• Levey–Jennings chart – redirects to Laboratory quality control
• Linnik distribution – redirects to Geometric stable distribution
• LISREL – proprietary statistical software package
• List of basic statistics topics – redirects to Outline of statistics
• Location estimation – redirects to Location parameter
• Loess curve – redirects to Local regression
• Log-linear modeling – redirects to Poisson regression
• Lucia de Berk – prob/stats related court case

M[edit]

• M-estimator
• MAP estimator – redirects to Maximum a posteriori estimation
• Marginal variable – redirects to Marginal distribution
• Markov chain
• Mathematica – software
• Maximum entropy classifier – redirects to Logistic regression
• Maximum entropy method – redirects to Principle of maximum entropy
• MCAR (missing completely at random)
• McDonald–Kreitman test – statistical genetics
• Mean – see also expected value
• Mean-reverting process – redirects to Ornstein–Uhlenbeck process
• Measurement, level of – see level of measurement.
• MedCalc – software
• MINQUE – minimum norm quadratic unbiased estimation
• Missing values – see Missing data
• Moderator variable – redirects to Moderation (statistics)
• Moments, method of – see method of moments (statistics)
• Moving average representation – redirects to Wold's theorem
• Multiclass LDA (linear discriminant analysis) – redirects to Linear discriminant analysis
• Multinomial logit – see Multinomial logistic regression
• Multiple testing correction – redirects to Multiple comparisons
• Multivariate distribution – see Joint probability distribution
• Multivariate probit – redirects to Multivariate probit model
• Multivariate Student distribution – redirects to Multivariate t-distribution

N[edit]

• Normal probability plot – see also rankit
• Normal score – see also rankit and Z score
• Numerical parameter – redirects to statistical parameter
• NumXL – software (Excel addin)

Sandia’s Latin Hypercube Sampling Software

O[edit]

• One-tailed test – redirects to One- and two-tailed tests
• Online NMF Online Non-negative Matrix Factorisation
• OpenEpi – software
• OpenBUGS – software
• Outliers in statistics – redirects to Robust statistics (section)
• OxMetrics – software

P[edit]

• Panjer recursion – a class of discrete compound distributions
• PARAFAC (parallel factor analysis)
• Parallel coordinates – graphical display of data
• Parallel factor analysis – redirects to PARAFAC
• Partial autocorrelation – redirects to Partial autocorrelation function
• Pearson's chi-squared test (one of various chi-squared tests)
• People v. Collins (prob/stats related court case)
• Periodic variation – redirects to Seasonality
• Pensim2 – an econometric model
• Permutation test – redirects to Resampling (statistics)
• Poisson random numbers – redirects to section of Poisson distribution
• Polar distribution – see Circular distribution
• Polytree (Bayesian networks)
• Pooled standard deviation – redirects to Pooled variance
• Population ecology – application
• Preferential attachment process – see Preferential attachment
• Principal component analysis
• Prior probability distribution – redirects to Prior probability
• Probability distribution function (disambiguation)
• Probability plot correlation coefficient – redirects to Q–Q plot
• Profile likelihood – redirects to Likelihood function
• PSPP (free software)

Q[edit]

• Quasi-experimental design – see Design of quasi-experiments

R[edit]

• R programming language – see R (programming language)
• R v Adams (prob/stats related court case)
• Ramsey RESET test – the Ramsey Regression Equation Specification Error Test
• Random data – see randomness
• Random effects estimation – see Random effects model
• Rank correlation mainly links to two following
• Rao-Blackwellisation – see Rao–Blackwell theorem
• Rasch model
• Regression analysis – see also linear regression
• Regression Analysis of Time Series – proprietary software
• Relative efficiency – redirects to Efficiency (statistics)
• Relative likelihood – redirects to section of Likelihood function
• Relative standard error – redirects to Relative standard deviation
• Relative variance – redirects to Relative standard deviation
• Rencontres numbers – a discrete distribution
• Resentful demoralization – experimental design
• Residual. See errors and residuals in statistics.
• Rind et al. controversy – interpretations of paper involving meta-analysis
• Ridge regression – redirects to Tikhonov regularization

S[edit]

• Sally Clark (prob/stats related court case)
• Sample mean and covariance – redirects to Sample mean and sample covariance
• Sample standard deviation – disambiguation
• Sampling (statistics)
• SAS System – see SAS (software)
• SDMX – a standard for exchanging statistical data
• Sequential Monte Carlo methods – redirects to Particle filter
• SETAR (model) – a time series model
• SigmaStat – software
• Simfit – software
• SOFA Statistics – software
• Soliton distribution – redirects to Luby transform code
• Sparse PCA – sparse principal components analysis
• Spatial statistics – redirects to Spatial analysis
• SPC XL – software
• Specification (regression) – redirects to Statistical model specification
• Spectral clustering – (cluster analysis)
• SPRT – redirects to Sequential probability ratio test
• SPSS – software
• SPSS Clementine – software (data mining)
• STAR model – a time series model
• Star plot – redirects to Radar chart
• Statgraphics – software
• STATISTICA – software
• Statistical deviance – see deviance (statistics)
• Statistical estimation – redirects to Estimation theory
• Statistical genetics – redirects to population genetics
• Statistical Lab – software
• Statistical range – see range (statistics)
• Statistics Online Computational Resource – training materials
• StatXact – software
• Stein's example
• Stemplot – see Stem-and-leaf display
• Student's t-test for Gaussian scale mixture distributions – see Location testing for Gaussian scale mixture distributions
• Subcontrary mean – redirects to Harmonic mean
• SUDAAN – software
• Sufficiency (statistics) – see Sufficient statistic
• Sum of squares (disambiguation) – general disambiguation
• Sum of squares (statistics) – see Partition of sums of squares
• SYSTAT – software
• Systematic error (also see bias (statistics) and errors and residuals in statistics)

T[edit]

• t-distribution – see Student's t-distribution (includes table)
• Tag cloud – graphical display of info
• Taylor's law – empirical variance-mean relations
• The Long Tail – possibly seminal magazine article
• The Unscrambler – software
• TinkerPlots – proprietary software for schools
• Topic model (statistical natural language processing)
• Total variation distance – a statistical distance measure
• TPL Tables – software
• Tukey's range test – multiple comparisons
• Tukey's test of additivity – interaction in two-way anova
• Two stage least squares – redirects to Instrumental variable

U[edit]

• Unbiased estimator – see bias (statistics)
• Underdispersion – redirects to Overdispersion
• Underfitting – redirects to Overfitting
• Unexplained variation – see Explained variation
• Unimodal distribution – redirects to Unimodal function (has some stats context)
• Unistat – software
• Upside potential ratio – finance

V[edit]

• ViSta – Software, see ViSta, The Visual Statistics system

W[edit]

• Wald distribution – redirects to Inverse Gaussian distribution
• Weibull chart – redirects to Weibull distribution
• Weighted covariance matrix – redirects to Sample mean and sample covariance
• Weighted sample – redirects to Sample mean and sample covariance
• Welch's method – spectral density estimation
• Wilks' theorem – redirects to section of Likelihood-ratio test
• WinBUGS – software
• Winpepi – software
• World Programming System – software

X[edit]

• XLispStat – software
• XploRe – software

Y[edit]

Z[edit]

• Zipf–Mandelbrot law – a discrete distribution

See also[edit]

Supplementary lists

These lists include items which are somehow related to statistics however are not included in this index:

Topic lists

External links[edit]

• ISI Glossary of Statistical Terms (multilingual), International Statistical Institute

Latin hypercube sampling (LHS) is a statistical method for generating a near-random sample of parameter values from a multidimensional distribution. Bd chaurasia human anatomy pdf free download. The sampling method is often used to construct computer experiments or for Monte-Carlo integration.

The LHS was described by McKay in 1979.^[1] An independently equivalent technique was proposed by Eglājs in 1977.^[2] It was further elaborated by Ronald L. Iman and coauthors in 1981.^[3] Detailed computer codes and manuals were later published.^[4]

Latin Hypercube Sampling Software Download

In the context of statistical sampling, a square grid containing sample positions is a Latin square if (and only if) there is only one sample in each row and each column. A Latin hypercube is the generalisation of this concept to an arbitrary number of dimensions, whereby each sample is the only one in each axis-aligned hyperplane containing it.

When sampling a function of ${\displaystyle N}$ variables, the range of each variable is divided into ${\displaystyle M}$ equally probable intervals. ${\displaystyle M}$ sample points are then placed to satisfy the Latin hypercube requirements; note that this forces the number of divisions, ${\displaystyle M}$, to be equal for each variable. Also note that this sampling scheme does not require more samples for more dimensions (variables); this independence is one of the main advantages of this sampling scheme. Another advantage is that random samples can be taken one at a time, remembering which samples were taken so far.

In two dimensions the difference between random sampling, Latin Hypercube sampling, and orthogonal sampling can be explained as follows:

1. In random sampling new sample points are generated without taking into account the previously generated sample points. One does not necessarily need to know beforehand how many sample points are needed.
2. In Latin Hypercube sampling one must first decide how many sample points to use and for each sample point remember in which row and column the sample point was taken. Note that such configuration is similar to having N rooks on a chess board without threatening each other.
3. In Orthogonal sampling, the sample space is divided into equally probable subspaces. All sample points are then chosen simultaneously making sure that the total set of sample points is a Latin Hypercube sample and that each subspace is sampled with the same density.

Thus, orthogonal sampling ensures that the set of random numbers is a very good representative of the real variability, LHS ensures that the set of random numbers is representative of the real variability whereas traditional random sampling (sometimes called brute force) is just a set of random numbers without any guarantees.

References[edit]

1. ^McKay, M.D.; Beckman, R.J.; Conover, W.J. (May 1979). 'A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code'. Technometrics(JSTOR Abstract) format= requires url= (help). American Statistical Association. 21 (2): 239–245. doi:10.2307/1268522. ISSN0040-1706. JSTOR1268522. OSTI5236110.
2. ^Eglajs, V.; Audze P. (1977). 'New approach to the design of multifactor experiments'. Problems of Dynamics and Strengths. 35 (in Russian). Riga: Zinatne Publishing House: 104–107.
3. ^Iman, R.L.; Helton, J.C.; Campbell, J.E. (1981). 'An approach to sensitivity analysis of computer models, Part 1. Introduction, input variable selection and preliminary variable assessment'. Journal of Quality Technology. 13 (3): 174–183.
4. ^Iman, R.L.; Davenport, J.M.; Zeigler, D.K. (1980). Latin hypercube sampling (program user's guide). OSTI5571631.

Further reading[edit]

• Tang, B. (1993). 'Orthogonal Array-Based Latin Hypercubes'. Journal of the American Statistical Association. 88 (424): 1392–1397. doi:10.2307/2291282. JSTOR2291282.
• Owen, A.B. (1992). 'Orthogonal arrays for computer experiments, integration and visualization'. Statistica Sinica. 2: 439–452.
• Ye, K.Q. (1998). 'Orthogonal column Latin hypercubes and their application in computer experiments'. Journal of the American Statistical Association. 93 (444): 1430–1439. doi:10.2307/2670057. JSTOR2670057.