Sample Size Determination Methods for Simulation in the Risk Analysis of Investment Projects
投资项目风险模拟分析中样本量的决定方法

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 interval and the confidence degree, are analyzed also.