Abstract: The small sample experiment method of a simulation system with hardware-in-the-loop(HWIL) for radar homing missile is studied due to radar guider's high expenses, and a new method of small sample experiment is proposed based on the sensitivity of the target maneuver to the undershoot errors and maneuver-time distribution function. The theory foundation of the method is given, which proves that the expectation and variance are uniformly convergent in measure space, and the orthogonal function series used to approach the sensitivity function is uniformly convergent. It is proved that the method is very effective compared with great sample experiment. The method can be applied to other small sample experiment of simulation systems with HWIL for homing missile and governable variable systems.