This paper presents the results of an integrated navigation performance analysis for selecting the sensor of an unmanned underwater vehicle (UUV) using Monte Carlo numerical simulation. An inertial measurement unit (IMU) and Doppler velocity log (DVL) are considered to build the integrated navigation system. The position error and price of the sensor are selected as performance indices to evaluate the volunteer integrated navigation systems. Monte-Carlo simulation is introduced to analyze the circular error probability (CEP) and its variance. Simulation results provide the proper sensor combination for integrated navigation in relation to the performance and price.