A stopping rule using the quasi‐independent sequence

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.