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A stopping rule using the quasi-independent sequence

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  • E J Chen

Abstract

This paper discusses the implementation of a quasi-independent (QI) stopping rule for sequential simulation procedures to determine the simulation run length and construct a confidence interval for the performance measure of a steady-state simulation. The stopping rule is practiced by progressively increasing the simulation run length until a certain number of essentially independent and identically distributed systematic samples—namely, a QI sequence—are obtained. This stopping rule can be easily incorporated into any simulation procedures. Several experimental performance evaluations are presented to demonstrate the validity of the QI stopping rule.

Suggested Citation

  • E J Chen, 2012. "A stopping rule using the quasi-independent sequence," Journal of Simulation, Taylor & Francis Journals, vol. 6(2), pages 71-80, May.
    • Handle: RePEc:taf:tjsmxx:v:6:y:2012:i:2:p:71-80
    DOI: 10.1057/jos.2011.23
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