How many simulation replications do I need?

Choose replication count from the precision you need instead of using a fixed rule of thumb.

On this page
  1. One run is one possible outcome
  2. There is no universal replication count
  3. Use independent replications for ordinary estimation
  4. Watch the interval settle

One run is one possible outcome

If arrivals or service times are random, one run can be unusually quiet or unusually busy. Repeating the same setup with different random streams shows how much the result moves from run to run.

Those repeated runs are replications. For example, if the output is mean waiting time, each full run gives one mean waiting-time value for the comparison.

There is no universal replication count

Start by deciding how much error you can tolerate. Run an initial batch, calculate the confidence-interval half-width, and add replications if the interval is still too wide.

A noisy measure may need many more replications than a stable one. A small decision margin also demands more precision than an obvious difference.

target: confidence-interval half-width ≤ the error you can tolerate

Use independent replications for ordinary estimation

Each replication should normally use a different random stream. Reusing the same seed would simply repeat the same realization and provide no new information about run-to-run variation.

When comparing two alternatives, you can give them matched random streams. That technique is called common random numbers.

Watch the interval settle

Increase the number of replications below. The individual results do not stop varying, but the estimate of their mean usually becomes more precise.

References