The analytic and simulation computation methods with the same formula of boost, mid-course and terminal phases are established for the ballistic missile penetration probability. The given examples' results from both methods are computed on condition that the attack warheads are slightly over saturation (i.e. the number of attack warheads is slightly greater than number of interceptors), and the reason for the difference between the two methods is analyzed. Results indicate that procedure dependence between the warning and interception courses is the main cause, and the simulation method which has the ability to account the dependence problem is more close to the reality.