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Verification of LHS distributions

Swiler, Laura P.

This document provides verification test results for normal, lognormal, and uniform distributions that are used in Sandia's Latin Hypercube Sampling (LHS) software. The purpose of this testing is to verify that the sample values being generated in LHS are distributed according to the desired distribution types. The testing of distribution correctness is done by examining summary statistics, graphical comparisons using quantile-quantile plots, and format statistical tests such as the Chisquare test, the Kolmogorov-Smirnov test, and the Anderson-Darling test. The overall results from the testing indicate that the generation of normal, lognormal, and uniform distributions in LHS is acceptable.