Inverse statistical estimation via order statistics: a resolution of the ill-posed inverse problem of PERT scheduling

摘要

The classical PERT inverse statistics problem requires estimation of the mean, (m) over bar, and standard deviation, s, of a unimodal distribution given estimates of its mode, m, and of the smallest, a, and largest, b, values likely to be encountered. After placing the problem in historical perspective and showing that it is ill-posed because it is underdetermined, this paper offers an approach to resolve the ill-posedness: (a) by interpreting a and b modes of order statistic distributions; (b) by requiring also an estimate of the number of samples, N, considered in estimating the set {m, a, b); and (c) by maximizing a suitable likelihood, having made the traditional assumption that the underlying distribution is beta. Exact formulae relating the four parameters of the beta distribution to fin, a, b, N} and the assumed likelihood function are then used to compute the four underlying parameters of the beta distribution; and from them, (m) over bar and s are computed using exact formulae.