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Lecture 11
PERT
Program Evaluation and Review Technique
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PERT
Program Evaluation and Review Technique
PERT
Answers questions like:
What is:
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PERT
Incorporates uncertainty
Assuming variability in activity durations
Three estimates of duration for each activity:
1. Most optimistic duration: ta
2. Most pessimistic duration: tb
3. Most likely duration:
tm
Expected duration
Why?
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Normal Distribution
Normal Distribution: also Gaussian distribution
A family of Continuous Probability Distribution
X ~ N (, 2)
real-valued random variable X is normally distributed with mean and variance
frequency
variable
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Reminders!
Standard deviation:
SD = =
( Xi Xi )2
n
deviation from mean
)
(x (
d
x
fx
Variance:
Median
Mode
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Characterization
X ~ N (, 2)
F(x)
mean ()
midpoint
SD ( )
spread of scores
Properties of PDF:
symmetry
mode
inflection
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Probability Calculation
Area under curve = sum of expected frequencies
frequency
mean
2
constant 3.14159
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variable
2.2
SD = 1
Z tables
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F(x)
z
-3
-2
-1
11.362
P(Z z)
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0.91309
-2
-1
11.362
11.362
F(x)
= 0.0869
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-3
-2 -1.20
-1
z
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Standardization (Coding)
What about normal distributions that are not Standard (z)?
Z is normal then X= aZ + b is normal
Z=
Z=
X-b
a
f(x)
If
Xi -
Any X ~ N (, 2)
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transformed to Z
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Standardization (Coding)
The duration of a project has a normal distribution with mean of
65 days and SD of 5 days.
What is the probability that the project will finish between 55 &
72.5 days?
P ( 55 < X < 72.5) =
Z=
Xi -
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PERT
Three estimates of duration for each activity:
1. Most optimistic duration: ta
2. Most pessimistic duration: tb
3. Most likely duration:
tm
Expected duration
= Mean (
)
Variance
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PERT
1
2 = [ (tb- ta) / 6 ]2
Activity
ta
tm
tb
Mean (te )
Variance 2
0.44
1.00
10
13
19
13.5
2.25
12
8.5
2.25
3.5
1.36
16
10
1.23
13
7.5
2.25
1.00
3.5
1.36
Sum
Most Probable
Optimistic
Pessimistic
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v1 to vn :variances
X= x1 + x2 + P+ xn
Then Tx = t1+ t2 + P+ tn
Vx = v1 + v2 + P+ vn
In other words:
The mean of the sum is the sum of means
The variance of the sum is the sum of the variances
Also:
The distribution of the sum of distributions will be normal;
regardless of the shape of each distribution
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f(x)
CLT
n=100
If X random variable,
has a mean & variance,
then
n = 25
n=2
a Normal Distribution
n=1
x
0.5
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1.0
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Parameter units
Variance, s2
SD, s2
Become more
accurate
approximations
of true
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PERT
1
ta
tm
tb
Mean (te )
Variance 2
0.44
1.00
10
13
19
13.5
2.25
12
8.5
2.25
3.5
1.36
16
10
1.23
13
7.5
2.25
1.00
3.5
1.36
61.5
13.14
Sum
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PERT
5
6
Start
Duration?
Critical Path?
Path Duration:
7
3
Path Variance:
Activity
ta
tm
tb
Mean (te )
Variance 2
0.44
1.00
10
13
19
13.5
2.25
12
8.5
2.25
3.5
1.36
16
10
1.23
13
7.5
2.25
1.00
3.5
1.36
Sum
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61.5
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Finish
= 3.69
= 5.41
13.14
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Approximate Probabilities
How many SD from Mean?
P ( - 1 < X < + 1) ~ 0.68
Approximately:
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2%
15%
50%
85%
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1 SD of
3 SD of
98% 100%
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Example:
P ( - 1 < X < + 1) ~ 0.68
1 SD of
3 SD of
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145
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PERT
te = 61.5 days ;
What is:
2 = 13 days
Z = ( X Mean ) /
= 3.5 days
Z-Table to determine %
a) The probability that the project will finish before 61.5 days.
b) The probability that the project will finish before day 58.
c) The probability that the project will finish more than 3.5 days late.
d) The probability that the project will finish at least 7 days early.
e) The completion date with 95% confidence level.
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51.5
55 58.5 62 65.5 69
72.5 d
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PERT - Example
te = 61.5 days ;
2 = 13.14 days
Z = ( X Mean ) /
= 3.5 days
Z-Table to determine P
a) The probability that the project will finish before 61.5 days.
Z = (61.5 61.5) / 3.5 = 0
Probability (0)= 0.5000 = 50%
61.5
b) The probability that the project will finish before end of day 58.
Z = (58 61.5)/3.5 =
Probability
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58 61.5
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PERT - Example
te = 61.5 days ;
2 = 13.14 days
Z = ( X Mean ) /
= 3.5 days
Z-Table to determine %
c) The probability that the project will finish more than 2.8 days late.
61.5 64.3
d) The probability that the project will finish at least 4.2 days early.
Z=
57.2 61.5
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PERT - Summary
Program Evaluation & Review Technique
Expected duration
Variance
2 = [ (tb-ta) / 6 ]2
Standard deviation
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PERT - Notation
ADM: Activity Diagram Method commonly used for PERT
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Floats in PERT
In PERT floats are commonly referred to as Slack
Probability of having Slack of x or less
Event Slack
(Late Time Early Time)
X
Z-Table to determine P
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Slack in PERT
TE Path
TL Path
X=0
ES = 11.50 7.83333 = 3.3333
SD2TE = 0.11111 + 0.69444
SD2TL = 0.25 + 1.0
P = 0.0101704 ~ 1%
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Closing Notes:
Shortcoming of PERT:
scenarios
CP
e.g. subcritical paths
Monte Carlo Simulation
A class of computational algorithms
Rely on repeated random sampling
Projects associated with high degree of uncertainty
unpredictable nature of events
Application example: Probabilistic Scheduling
Fun Facts:
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