Raatikainen, Kimmo E. E. - In: Management Science 41 (1995) 7, pp. 1202-1223
Simulated estimates for several proportions are needed in many simulation studies. We propose a method for controlling … the length of a simulation run so that the proportions estimated satisfy a prespecified precision requirement. The method … requirement, when the spectral method is used to estimate the variances of the proportions. In addition, simulation runs, when …