PERT distribution

In probability and statistics, the PERT

distribution is a family of continuous
PERT
probability distributions defined by the Probability density function
minimum (a), most likely (b) and maximum (c)
values that a variable can take. It is a
transformation of the four-parameter beta
distribution with an additional assumption that
its expected value is

The mean of the distribution is therefore defined

as the weighted average of the minimum, most
Example density curves for the PERT probability
likely and maximum values that the variable
distribution
may take, with four times the weight applied to
the most likely value. This assumption about the Cumulative distribution function
mean was first proposed in Clark, 1962[1] for
estimating the effect of uncertainty of task
durations on the outcome of a project schedule
being evaluated using the program evaluation
and review technique, hence its name. The
mathematics of the distribution resulted from the
authors' desire to make the standard deviation
equal to about 1/6 of the range.[2][3] The PERT
distribution is widely used in risk analysis[4] to
represent the uncertainty of the value of some
quantity where one is relying on subjective Example cumulative distribution curves for the PERT
estimates, because the three parameters defining probability distribution
the distribution are intuitive to the estimator. Parameters (real)
The PERT distribution is featured in most (real)
simulation software tools.
Support
PDF
Comparison with the
where
triangular distribution
The PERT distribution offers an alternative[5] to
using the triangular distribution which takes the
same three parameters. The PERT distribution
has a smoother shape than the triangular
distribution. The triangular distribution has a CDF
mean equal to the average of the three
parameters:
(the regularized incomplete beta
function) with
 Mean

Median
which (unlike PERT) places equal emphasis on
the extreme values which are usually less-well
known than the most likely value, and is
therefore less reliable. The triangular
distribution also has an angular shape that does
not match the smoother shape that typifies
Mode
subjective knowledge.
Variance

The modified-PERT Skewness

distribution
Ex.
The PERT distribution assigns very small
probability to extreme values, particularly to the kurtosis
extreme furthest away from the most likely
value if the distribution is strongly skewed.[6][7] The Modified
PERT distribution [8] was proposed to provide more control on how
much probability is assigned to tail values of the distribution. The
modified-PERT introduces a fourth parameter that controls the
weight of the most likely value in the determination of the mean:

Typically, values of between 2 and 3.5 are used for and have the
Comparing density curves for the
effect of flattening the density curve; the unmodified PERT would
PERT and triangular probability
use . This is useful for highly skewed distributions where the
distributions
distances and are of very different sizes.

The modified-PERT distribution has been implemented in several

simulation packages and programming languages:

ModelRisk[9] – risk analysis add-in for Excel.

Primavera risk analysis – project risk analysis simulation
tool.
Tamara[10] – project risk analysis simulation tool.
Wolfram Mathematica[11] – mathematical symbolic
computation program.
R (programming language): mc2d package.[12]
Comparing density curves for the
Python (programming language): pertdist package.[13]
modified PERT distributions with
different weights
References
1. Clark CE (1962) The PERT model for the distribution of an activity. Operations Research 10,
pp. 405406
2. "PERT distribution" (http://www.vosesoftware.com/riskwiki/PERTdistribution.php). Vose
Software. 2017-05-02. Retrieved 2017-07-16.
 3. Continuous Univariate Distributions - 2nd Ed (1995). Johnson K, Kotz S and Balakkrishnan
N. (Section 25.4)
4. Project Management Body of Knowledge: 5th Ed (2013). Project Management Institute
Chapter 6
5. Simulation Modeling and Analysis (2000). Law AM and Kelton WD. Section 6.11
6. Business Risk and Simulation Modelling in Practice (2015). M Rees. Section 9.1.8
7. Risk Analysis – a Quantitative Guide: 3rd Ed. (2008) Vose D
8. Paulo Buchsbaum (June 9, 2012). "Modified Pert Simulation" (https://web.archive.org/web/2
0181223183535/http://greatsolutions.com.br/images/BetaEng.pdf) (PDF).
Greatsolutions.com.br. Archived from the original (http://www.greatsolutions.com.br/images/
BetaEng.pdf/) on December 23, 2018. Retrieved July 14, 2017.
9. "Modified PERT distribution" (http://www.vosesoftware.com/riskwiki/ModifiedPERTdistributi
on.php). Vose Software. 2017-05-02. Retrieved 2017-07-16.
10. "Probability distributions used in Tamara" (http://www.vosesoftware.com/riskwiki/Distribution
susedinTamara.php). Vose Software. 2017-05-02. Retrieved 2017-07-16.
11. "PERTDistribution—Wolfram Language Documentation" (http://reference.wolfram.com/lang
uage/ref/PERTDistribution.html.en). Reference.wolfram.com. Retrieved 2017-07-16.
12. "Package 'mc2d' " (https://cran.r-project.org/web/packages/mc2d/mc2d.pdf#Rfn.pert.1)
(PDF). 2017-03-06. Retrieved 2020-12-16.
13. "PertDist" (https://pypi.org/project/pertdist/). 2020-12-06. Retrieved 2021-01-05.

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