A Simulation Solution to the PERT Problem

The completion times of a set of paths through a PERT networkare expressed in terms of the multivariate normal distribution.The inverse transformation of the multivariate normal distribution.The inverse transformation of the multivariate normal distributionto the multivariate independent normal distribution is thenused to obtain a random sample of the completion times for theset of paths. Additional paths are introduced progressivelyuntil their contribution becomes insignificant. Economy, interms of computational load, is achieved by the need to generatethe completion times of entire paths only, and by the use ofsimulation variance reduction techniques.