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A discrete probabilistic model for analyzing pairwise comparison matrices
Authors:Sumito Kurata  Etsuo Hamada
Institution:Graduate School of Engineering Science, Osaka University, Osaka, Japan
Abstract:The pairwise comparison matrix is often used for the estimation of the priorities in the analytic hierarchy process. In this paper, we propose an estimation method based on the discrete probabilistic expression of each choice. Moreover, we show numerical examples to compare our method with commonly used ones. As a result, it is shown that, using a robust divergence measure for the estimation, the proposed method can extract the priorities more stably even if some outlying observations are included.
Keywords:BHHJ divergence  decision analysis  multiple-criteria analytic hierarchy process  pairwise comparison matrix  robustness
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