Selecting the Number of Replications in a Simulation Study.

In order to approach a distribution by means of simulation it is necessary to determine a number of replications. The accuracy with which the distribution is calculated will rely on this number of replications. In this work, a relationship between the number of replications and the accuracy of the estimate is obtained, so that if it is wanted to get a prefixed value for the accuracy it is possible to determine which will be the minimum number of replications necessary for it.