![]() The proposition states that, if $f$ is a real-valued function on $^d$, $\mu=\int f(x) \,dx$, $\sigma^2=\int (f(x)-\mu)^2\, dx<\infty$, then the variance of the associated LHS estimator $\hat$ i.e. Proposition 10.4 in this book chapter, and the discussion below the proposition, might be relevant. I would check your code very carefully to make sure there are no errors in your implementation of the sampling, or perhaps do some more reps to get a fuller understanding of the situation. This behaviour is technically possible but very unusual. Info: Newbie in Latin Hypercube Sampling (LHS) I have a number of variables/parameters that have different number of elements: A 1, 2, 3, A 1, 2, 3, B 1, 2, B 1, 2, and C 1, 2, 3, 4 C 1, 2, 3, 4 From these arrays I am creating a dataset (Cartesian product): D A × B × C D A × B × C. ![]()
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