PERTDistribution

PERTDistribution[{min,max},c]

represents a PERT distribution with range min to max and mode at c.

PERTDistribution[{min,max},c,λ]

represents a modified PERT distribution with shape parameter λ.

Details

Background & Context

Examples

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Basic Examples  (5)

Probability density function:

Cumulative distribution function:

Mean:

Variance:

Median:

Scope  (8)

Generate a sample of pseudorandom numbers from a PERT distribution:

Compare its histogram to the PDF:

Distribution parameters estimation:

Estimate the distribution parameters from sample data:

Compare the density histogram of the sample with the PDF of the estimated distribution:

Skewness:

For large λ, the modified PERT distribution becomes symmetric:

Limiting values:

Kurtosis:

For large λ, kurtosis nears the kurtosis of NormalDistribution:

Limiting values:

Different moments with closed forms as functions of parameters:

Moment:

Closed form for symbolic order:

CentralMoment:

Closed form for symbolic order:

FactorialMoment:

Cumulant:

Hazard function:

Quantile function:

Consistent use of Quantity in parameters yields QuantityDistribution:

Find the quartiles of the project completion time:

Applications  (2)

An expert estimates that a project that takes from 4 to 6 months to complete will take 5 months and 1 week:

The distribution of the project completion time:

Find the expected completion time and its standard deviation:

Find the probability of the project taking longer to complete:

Use PERTDistribution as a smooth alternative to TriangularDistribution:

Properties & Relations  (5)

PERT distribution is closed under translation and scaling by a positive factor:

Relationships to other distributions:

Default value of the shape parameter λ is 4:

PERT distribution is a transformation of BetaDistribution:

BetaDistribution with parameters and is a special case of PERTDistribution on the unit interval:

The equivalent PERT distribution is only valid for and :

Neat Examples  (1)

PDFs for different c values with CDF contours:

Wolfram Research (2010), PERTDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/PERTDistribution.html (updated 2016).

Text

Wolfram Research (2010), PERTDistribution, Wolfram Language function, https://reference.wolfram.com/language/ref/PERTDistribution.html (updated 2016).

CMS

Wolfram Language. 2010. "PERTDistribution." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2016. https://reference.wolfram.com/language/ref/PERTDistribution.html.

APA

Wolfram Language. (2010). PERTDistribution. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/PERTDistribution.html

BibTeX

@misc{reference.wolfram_2024_pertdistribution, author="Wolfram Research", title="{PERTDistribution}", year="2016", howpublished="\url{https://reference.wolfram.com/language/ref/PERTDistribution.html}", note=[Accessed: 22-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_pertdistribution, organization={Wolfram Research}, title={PERTDistribution}, year={2016}, url={https://reference.wolfram.com/language/ref/PERTDistribution.html}, note=[Accessed: 22-November-2024 ]}