Estimating the Mean and Variance of Subjective Distributions in PERT and Decision Analysis
暂无分享,去创建一个
The original PERT formulae [5] employ the mode and endpoints to estimate the mean and standard deviation of subjective probability distributions. Though widely-used, they have met with criticism for their inaccuracy, and for their being limited to the beta distribution when there is no a priori reason why the distribution should be beta ([4], [6]). This note presents alternative, accurate and relatively distribution-free formulae for estimating the means and standard deviations of subjective probability distributions.
[1] D. Malcolm,et al. Application of a Technique for Research and Development Program Evaluation , 1959 .
[2] K. MacCrimmon,et al. An Analytical Study of the PERT Assumptions , 1964 .
[3] E. S. Pearson,et al. Approximate means and standard deviations based on distances between percentage points of frequency curves , 1965 .
[4] Robin M. Hogarth,et al. Cognitive Processes and the Assessment of Subjective Probability Distributions , 1975 .