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Sample Size in Steady-State Simulations

In a steady-state simulation, a specified precision may be achieved either by increasing the number of replications R, or by increasing the run length $T_E$.

Example 12.16 on page 462 shows an example of calculating R for a given precision.

Example 12.17 on page 463 shows an example of increasing $T_E$ for the given precision (recall the general rule: $T_E$ should be at least $10 T_0$).



Meng Xiannong 2002-10-18