A Monte Carlo analysis is an important technique used inrisk management许多PMP和PMI-RMP考试研究书籍掩盖了。
大多数指南都说这是一种需要计算机帮助的复杂技术,这意味着PMP有抱负者不需要更多的细节。This assumptionis not true, and this simulation is a straightforward technique.
Monte Carlo Analysis
A Monte Carlo analysis is a quantitative analysis technique used to identify the risk level of achieving objectives.
这项技术是由1940年的一位名叫Stanislaw Ulam的核科学家发明的。它以摩纳哥著名的赌场城市命名为蒙特卡洛。
A Monte Carlo simulation is a mathematical technique that allows you to account for risks in decision-making. It helps you determine the impact of identified风险by running multiple simulations and finding a range of outcomes.
Every decision has a degree of uncertainty, a Monte Carlo simulation helps you get more info. It allows you to make sound choices and avoid surprises later. You can run this simulation to analyze the impact of the risks on cost, schedule estimate, and much more.
You get a range of possible outcomes and probabilities for any course of action.
蒙特卡洛分析示例
在创建项目时间表时,让我们讨论一下使用Monte Carlo分析。假设您有三个活动,并在以下持续时间估算(以几个月的时间为单位):
According to the PERT estimate, you can complete these activities in 17.5 months.
In the best case, it will only take you 16 months, and in the worst, 21 months.
现在,如果我们为500次运行这些任务的蒙特卡洛模拟,它将显示以下内容:
(请注意,以上数据仅用于说明目的,而不是来自实际的仿真测试。)
(请注意,以上数据仅仅是目的,而不是来自实际仿真。)
You can see that there is a:
- 2% chance of completing the project in 16 months
- 17个月内完成该项目的机会8%
- 55%的机会在18个月内完成该项目
- 70% chance of completing the project in 19 months
- 95%的机会在20个月内完成该项目
- 100% chance of completing the project in 21 months
This technique provides you with a more in-depth analysis of your data, allowing you to make a better-informed decision.
蒙特卡洛分析的局限性
The Monte Carlo simulation has a few limitations, for example:
- 结果取决于您的估计质量,因此,如果数据有偏见,您将获得错误的结果。
- The Monte Carlo analysis shows the probability of completing the tasks, not the actual time required.
- 该技术对于单个活动没有用。您必须有几个,并且要完成风险评估。
- 您将需要购买附加组件或软件程序来运行Monte Carlo模拟。
蒙特卡洛分析的好处
This method has many benefits in project management, such as:
- It helps you evaluate the risk of the project.
- It helps you predict the chances of failure in schedule and cost overrun.
- 它将风险转换为数字,以方便评估。
- 它可以帮助您制定现实的预算和时间表。
- It helps you gain management support.
- It helps you in decision-making with objective evidence.
- 它可以帮助您找到实现的机会项目里程碑or intermediate goals.
概括
蒙特卡洛分析是风险分析中的重要技术,可帮助您在不确定条件下做出决策。尽管通常不在项目中使用它,但它增加了应用批准的基准中项目成功的机会。
您是否在项目中使用了Monte Carlo分析?它有用吗?请在评论部分分享您的想法。
感谢Fahad兄弟和读者。我已经把文章和coment缩了起来。认为将主要思想概念化很容易。
You are welcome Jobayer.
嗨,法哈德,
You are right, most books just give a brief description and also there are no questions on this topic in most of study material I have been through. Can you please let us know what kind of questions are encountered on the PMP exam?
问候,
Manny
You can find some free sample PMP exam questions from the following link:
//www.vhgallery.com/pmp-questions/
谢谢法哈德。在长时间寻找MC后,这给了我幸福。现在,请帮助我仔细地向我解释MC的局限性,尤其是第1和3点。
答:为什么总是3个估计/假设?这些估计可以基于什么基础 - 过去的知识,模式知识或未来知识?
B.您所说的模拟是什么意思,不能在单个活动中进行,而是所有活动。然后,必须对每项活动进行风险评估?您的意思是,必须知道所有必须进行的活动才能完成一项任务,对每种活动的运行MC模拟(风险分析)?为什么不能立即在所有这些活动上运行MC,以便可以产生更全面的结果,以表明相互联系的效果?
C. Can MC be used also for operational (day to day) decisions as it seems it’s good for only strategic decisions?
非常感谢您的快速回复。我会很感激。
a)PERT技术减少了偏见,因此我们使用它。
b)这不是用于每个活动的工具。
c)我们主要将其用于完成项目的预算和时间表
我的理解是,在PMP考试中,我们将无法访问仿真软件。是否有用于考试目的的手动方法?
You can go for paper based exam.
感谢您将其置于最简单的形式,以理解该技术。
欢迎您。
hello dear
我有一个问题,我们如何知道16 = 2%的方法或方程有助于我们正确找到它
thanx
在此博客文章中,这是一个假定的数据。在蒙特卡洛模拟软件中输入正确的数据时,您将获得真实的数据。
If you are asking about how the Monte Carlo Method is working
It is working by generating random (according to predefined probabilities) samples then calculating the overall probability
例如,假设您在该板上有一个木板和一个圆圈
Let’s throw darts and see how many fell inside or outside the circle
We can calculate the circle area by multiplying the % of darts fell inside by the total area of the board
嗨,法哈德,
我有一个小问题,是运行此工具的投入是什么。例如,计算时间表我们将需要所有活动,并在那里进行估计,对所有活动进行的风险评估以及所需的其他活动。
Please help me on this
You will need to enter the estimated duration for activities, such as most likely, pessimist and optimistic.
蒙特卡罗模拟如何帮助找出风险level? Please give examples
The example is given in the blog post.
Good article and expecting Latin Hypercube sampling also
I have noted your suggestion and I will try to write a post on this topic in future.
Simple and well explained. Has anyone heard of MC being used in construction projects ?
它用于所有类型的项目。
非常感谢你的法哈德!很有帮助!我安排了9月9日的考试,我正在经历所有的焦虑以清除考试
Thanks Lcm for your comment.
很好,简单的解释。
谢谢法哈德!
I am glad you liked it Ar. Thanks for your visit.
I like it. Thank you so much Fahad
Maysara
欢迎您Maysara。
非常简化以理解。感谢您的文章…。
You are welcome Ty.
Nice article…
The way of explanation is very good…
谢谢教授。
好文章!
感谢迈克访问并发表评论。
Assalam o Aleikum, Brother,
In above example, Activity A will have pert estimate equal to 5 instead of 4.3.
{4+(4×5)+6}/6 = 5
感谢你的分享 。这是非常有用的。
表已纠正。
亲爱的法哈德SB,
Assalam o Aleikum,
首先,Jazak Allah Khair撰写了这篇重要的博客文章,解释了定量风险分析过程中使用的技术。
1) In this blog post, I’m not understanding that how does Monte Carlo Simulation actually works and calculate chances of completion (%ages) ?
2)任何数学计算,示例或公式?
Also, which software is required to run this simulation ?
Wasalaam,
您只会提出估计,然后将这些信息输入到程序中。该程序将为您完成计算。
网上有许多蒙特卡洛模拟软件。只需在Google上搜索它,您就会得到很多。
足智多谋的法哈德。感谢
谢谢苏菲安。