Selecting the Number of Replications in a Simulation Study

In order to approach a distribution by means of simulation it is necessary to determine a number of replications. The accuracy with which the distribution is calculated will rely on this number of replications. In this work, a relationship between the number of replications and the accuracy of the estimate is obtained, so that if it is wanted to get a prefixed value for the accuracy it is possible to determine which will be the minimum number of replications necessary for it

Year of publication:	2000
Authors:	Diaz-Emparanza, Ignacio
Publisher:	[S.l.] : SSRN
Subject:	Simulation \| Theorie \| Theory

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