介绍了蒙特卡罗模拟应用中两种判断模拟样本量的方法——绝对偏差方法和相对偏差方法.结合一个风险投资项目的事例,通过大最模拟计算,对模拟样本量的判断方法进行了验证,将双样本方法、多阶段方法与基本的单样本方法的结果果进行了比较,并且分析了置信区间与置信度的参数改变对所需模拟样本量的影响.

This paper introduces two methods: Absolute Error Method and Relative Error Method,which are used to determine the proper sample size in Monte Carlo simulation. An example of risk investment projects is presented and analyzed based on a lot of repaeated simulations. The results validate these methods and show the difference among the Single Sample Method, Double Sample Method, and Multiple Stage Method. The influences to the required sample size by changing parameters, such as the length of the confidence i...