  The frequentist interpretation of measurement results requires the
specification of an ensemble of independent replications of the same
experiment. For complex calculations of bias, coverage, significance, etc.,
this ensemble is often simulated by running Monte Carlo pseudo-experiments. In
order to be valid, the latter must obey the Frequentist Principle and the
Anticipation Criterion. We formulate these two principles and describe some of
their consequences in relation to stopping rules, conditioning, and nuisance
parameters. The discussion is illustrated with examples taken from high-energy
physics.
