The use of simulation, as a technique for attacking difficult problems, has increased greatly with the availability of the digital computer. This is illustrated by the large number of references in Shubik's (1960) bibliography2and in the large number of studies published since then. Simulation is essentially an extension of a technique known as empirical sampling, or distribution sampling, which has been used in the field of statistics for many years. The limitations of the technique, which are well known to statisticians, are apparently not as well known, or at least not as well recognized, by those using simulation today.