Achieving a Confidence Interval for Parameters Estimated by Simulation
提出一种简单高效的模拟观测次数确定方法，用于实现均值估计的预设置信区间，并与两种现有方法比较，实证显示其在估计精度和样本量需求上表现良好。
This paper presents a procedure for determining the number of simulation observations required to achieve a preassigned confidence interval for means estimated by simulation. This procedure, which is simple to implement and efficient to use, is compared with two other methods for determining the required sample size in a simulation run. The empirical results show that this procedure gives good results in the precision of estimated means and in sample size requirement.