| 层次分析法一致性指标的临界值研究 |
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| 引用本文： | 闫威,陈长怀,陈燕. 层次分析法一致性指标的临界值研究[J]. 数理统计与管理, 2011, 30(3): 414-423 |
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| 作者姓名： | 闫威 陈长怀 陈燕 |
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| 作者单位： | 1. 重庆大学经济与工商管理学院,重庆,400030
2. 重庆市农村商业银行,重庆,400030 |
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| 基金项目： | 重庆大学中央高校基本科研业务费科研专项人文社会科学类面上项目(CDJSK100054和CDJSK11070),重庆大学中央高校基本科研业务费新进优秀青年教师基金项目(CDJRC11020003)资助 |
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| 摘 要： | 层次分析法中一致性检验的显著性水平(即判断矩阵偏离一致性的程度)问题在已有研究文献中尚未得到很好的解决。论文在现有一致性指标CI基础上,从随机过程的视角,采用蒙特卡罗模拟法构造一致性指标的随机样本,根据样本确定了显著性水平为0.05和0.01情形下对应的一致性指标的临界值,为评价和调整判断矩阵提供了理论标准。同时,本研究能够确定判断矩阵偏离一致性的程度,并给出决策制定的显著性水平。
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| 关 键 词： | 层次分析法 一致性检验 显著性水平 蒙特卡罗模拟 |
The Threshold Value of Consistency Index for Analytic Hierarchy Process |
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| YAN Wei,CHEN Chang-huai,CHEN Yan. The Threshold Value of Consistency Index for Analytic Hierarchy Process[J]. Application of Statistics and Management, 2011, 30(3): 414-423 |
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| Authors: | YAN Wei CHEN Chang-huai CHEN Yan |
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| Affiliation: | YAN Wei~1 CHEN Chang-huai~1 CHEN Yan~2 (1.School of Economics and Business Administration,Chongqing University,Chongqing 400030,China,2.Chongqing Rural Commercial Bank,China) |
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| Abstract: | The problem of the significant level of consistency verification in analytical hierarchy process(AHP), namely evaluating the extent of the matrix departing from the consistency index,has not been perfectly solved.From a stochastic perspective,this paper is intended to use Monte Carlo simulation method to formulate a random sample of consistency index,and define the responding threshold value of consistency index according to the required significant level 0.05 and 0.01.By doing so,we provide a theoretical c... |
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| Keywords: | analytical hierarchy process consistency verification significant level Monte Carlo simulation |
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