A simulation solution to the PERT problem

The completion times of a set of paths through a PERT network are expressed in terms of the multivariate normal distribution. The inverse transformation of the multivariate normal distribution to the multivariate independent normal distribution is then used to obtain a random sample of the completion times for the set of paths. Additional paths are introduced progressively until their contribution becomes insignificant. Economy, in terms of computational load, is achieved by the need to generate the completion times of entire paths only, and by the use of simulation variance reduction techniques.