基于概率联合分布的费用与进度联合风险估计  

Estimation of risk joint probability to cost and schedule integration based on joint probability distribution theory

作　　者：徐哲[1] 吴瑾瑾[1] 贾子君[1] 

机构地区：[1]北京航空航天大学经济管理学院,北京100191

出　　处：《系统工程学报》2009年第1期46-53,共8页Journal of Systems Engineering

基　　金：国家自然科学基金资助项目(70871004);航空科技创新基金资助项目(07E51009)

摘　　要：费用与进度联合风险是指在一定费用目标和进度计划联合约束下不能完成项目计划的风险.采用网络计划技术、Monte Carlo仿真技术、概率联合分布理论和回归分析方法集成的综合方法,建立费用与进度仿真模型,通过对仿真输出结果的统计分析和回归分析,建立费用与进度的边沿概率分布函数和条件概率分布函数,进而实现了费用与进度联合概率分布和联合风险概率分布的估计.最后,结合一个具有确定性逻辑关系但活动的费用和持续时间随机分布的网络计划算例,详细给出了整个分析和应用过程,验证了运用此方法获得的估计结果误差小、可靠性高.The meaning of the risk joint probability to cost and schedule is the probability that the project plan couldn＇ t complete under the integrated budget and schedule plan. An integration method combined network planning technique, Monte Carlo simulation technique and joint probability distribution theory, is presented in this paper. First, the simulation models for the project with sto- chastic cost and duration in activities are set up. Then, the simulation outputs of cost and schedule are analyzed by using statistical analysis techniques. And the marginal probability distribution functions and the conditional probability distribution functions about cost and schedule are formed by using regression analysis method. Further, estimation of the joint cumulative probability distribution and the joint risk probability distribution about cost and schedule integration are acquired. Finally, a network project plan example with stochastic cost and duration in activities is made by the integration method in detail, and high precision estimation outcomes are gained.

关 键 词：费用与进度 联合风险概率分布 条件概率分布 MONTE Carlo仿真 回归分析 

分 类 号：TP391.9[自动化与计算机技术—计算机应用技术] N945.13[自动化与计算机技术—计算机科学与技术]