where
z = Standard normal random variable
S· - E{eJ
K. = J J
} Vvar{ej}
The standard normal variable z has mean 0 and standard deviation 1 (see Section 12.4.4).
Justification for the use of the normal distribution is that ej is the sum of independent
random variables. According to the central limit theorem (see Section 12.4.4), ej is
approximately normally distributed.
Example 6.5-6
Consider the project of Example 6.5-2. To avoid repeating critical path calculations, the values of
a, m, and b in the table below are selected such that Dij = Dij for all i and j in Example 6.5-2.