A Family of Joint Probability Models for Cost and Schedule Uncertainties

Abstract

This paper discusses a family of analytical models from which the joint probability of total program cost and schedule can be calculated, analyzed, and presented to decision-makers. Specifically, the classical bivariate normal and two lesser known joint distributions, the normal-lognormal and the bivariate lognormal distributions are discussed. Experiences from Monte Carlo simulations suggest that this family of bivariate distributions are candidate models for computing joint and conditional cost and schedule probabilities. In particular, the discussion on the normal-lognormal distribution as a joint cost-schedule probability model extends research on the applicability of the bivariate lognormal presented last year.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1993
Accession Number
ADA275513

Entities

People

  • Paul R. Garvey

Organizations

  • MITRE Corporation

Tags

Communities of Interest

  • C4I
  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Acquisition
  • Corporations
  • Cost Analysis
  • Costs
  • Databases
  • Department Of Defense
  • Equations
  • Monte Carlo Method
  • Normal Distribution
  • Probability
  • Probability Density Functions
  • Probability Distributions
  • Random Variables
  • Risk Management
  • Statistics
  • Uncertainty

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Joint Military Operations and Doctrine.
  • Mathematical Modeling and Probability Theory.