IDEAS home Printed from
   My bibliography  Save this article

Achieving a Confidence Interval for Parameters Estimated by Simulation


  • Nabil R. Adam

    (Rutgers The State University, Newark, New Jersey)


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.

Suggested Citation

  • Nabil R. Adam, 1983. "Achieving a Confidence Interval for Parameters Estimated by Simulation," Management Science, INFORMS, vol. 29(7), pages 856-866, July.
  • Handle: RePEc:inm:ormnsc:v:29:y:1983:i:7:p:856-866

    Download full text from publisher

    File URL:
    Download Restriction: no


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:29:y:1983:i:7:p:856-866. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.