For simulation purposes, how long samples to draw from distributions?
E.g. if I want something to follow an exponential distribution with mean 25, then upon trialing in scipy I found that
expon.rvs(size=10000, scale=25) seems to have its mean withint $25 \pm 0.5$. I guess this could be enough in this case.
However, this means that I must use data of length 10000, even when I could do with much less (e.g. the runs I do are 1000 time units and drawing 10000 inter-arrival times means that I get much more times than I need).
Or maybe I should do:
and then draw as many samples I need from this?