Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.     

Convergence properties and practical estimation of the probability of rank reversal in pairwise comparisons for multi-criteria decision making problems

In this paper, we address the impact of uncertainty introduced when the experts complete pairwise comparison matrices, in the context of multi-criteria decision making. We first discuss how uncertainty can be quantified and modeled and then show how the probability of rank reversal scales with the number of experts. We consider the impact of various aspects which may affect the estimation of probability of rank reversal in the context of pairwise comparisons, such as the uncertainty level, alternative preference scales and different weight estimation methods. We also consider the case where the comparisons are carried out in a fuzzy manner. It is shown that in most circumstances, augmenting the size of the expert group beyond 15 produces a small change in the probability of rank reversal. We next address the issue of how this probability can be estimated in practice, from information gathered simply from the comparison matrices of a single expert group. We propose and validate a scheme which yields an estimate for the probability of rank reversal and test the applicability of this scheme under various conditions. The framework discussed in the paper can allow decision makers to correctly choose the number of experts participating in a pairwise comparison and obtain an estimate of the credibility of the outcome.     

Interlaboratory comparisons between results from testing metallurgical products for precious metal content

Problems verifying the accuracy of analyses of non-standardized materials for precious metal (PM) content have arisen at the Norilsky Nickel plant, which is a major producer of nickel, copper, and PMs in Russia. Because of the unavailability of certified reference samples for direct accuracy verification, a program of interlaboratory comparisons (ILC) was developed. This program was based on testing three semi-products of the PM production process for PM content. On program completion, a total of 826 results in 98 runs had been obtained. For each run, the calculated mean value of PM concentration was taken to be the reference value. The results obtained by Norilsky Nickel were in agreement with the reference values within the standard deviations calculated for the values. The quality of results yielded with the ILC program, as assessed via the Z-criterion, is regarded as satisfactory.Presented at the Second International Conference on Metrology – Trends and Applications in Calibration and Testing Laboratories, November 4–6, 2003, Eilat, Israel.     

Numerical Comparison of Controls and Verification of Optimality for Stochastic Control Problems

We provide two approaches to the numerical analysis of stochastic control problems. The analyses rely on linear programming formulations of the control problem and allow numerical comparison between controls and numerical verification of optimality. The formulations characterize the processes through the moments of the induced occupation measures. We deal directly with the processes rather than with some approximation to the processes. Excellent software is readily available, since the computations involve finite-dimensional linear programs.     

Finding the maximum suffix with fewer comparisons

It is shown how to compute the lexicographically maximum suffix of a string of n?2 characters over a totally ordered alphabet using at most (4/3)n−5/3 three-way character comparisons. The best previous bound, which has stood unchallenged for more than 25 years, is (3/2)n−O(1) comparisons. We also prove an interesting property of an algorithm for computing the maximum suffix both with respect to a total order < and with respect to its inverse order >.     

On the Statistical Discrepancy and Affinity of Priority Vector Heuristics in Pairwise-Comparison-Based Methods

There are numerous priority deriving methods (PDMs) for pairwise-comparison-based (PCB) problems. They are often examined within the Analytic Hierarchy Process (AHP), which applies the Principal Right Eigenvalue Method (PREV) in the process of prioritizing alternatives. It is known that when decision makers (DMs) are consistent with their preferences when making evaluations concerning various decision options, all available PDMs result in the same priority vector (PV). However, when the evaluations of DMs are inconsistent and their preferences concerning alternative solutions to a particular problem are not transitive (cardinally), the outcomes are often different. This research study examines selected PDMs in relation to their ranking credibility, which is assessed by relevant statistical measures. These measures determine the approximation quality of the selected PDMs. The examined estimates refer to the inconsistency of various Pairwise Comparison Matrices (PCMs)—i.e., W = (w_ij), w_ij > 0, where i, j = 1,…, n—which are obtained during the pairwise comparison simulation process examined with the application of Wolfram’s Mathematica Software. Thus, theoretical considerations are accompanied by Monte Carlo simulations that apply various scenarios for the PCM perturbation process and are designed for hypothetical three-level AHP frameworks. The examination results show the similarities and discrepancies among the examined PDMs from the perspective of their quality, which enriches the state of knowledge about the examined PCB prioritization methodology and provides further prospective opportunities.     

Interlaboratory comparisons and improvements of methods for acid number determination in used motor oils

The results of two interlaboratory comparisons of acid number determinations in used motor oils are discussed. It is shown that the comparability of the measurement results is not as good as that required by known standards for petroleum products. The problem is motor oil contaminants which accumulated during use, and which are the source of a matrix effect in the acid number determination. The standard methods’ drawbacks are analyzed and some improvements are proposed. Repeatability and accuracy of the improved methods are evaluated. Received: 11 December 2001 Accepted: 15 February 2002     

服装主观热感觉的统计分析

本文用多因子方差分析模型和多重比较分析了服装穿着时的主观热感觉与服装品种、环境条件、穿着者的活动状态与籍贯之间的关系。通过主成分回归建立了用生理指标预测主观热感觉的模型，从而得出一种定量地评价服装属性的方法。     

Incorporating additional meta-objectives into the extended lexicographic goal programming framework

This paper introduces two new meta-objectives into the extended goal programming framework. The first meta-objective is the number of unmet goals and the second is a measure of closeness to the pairwise comparisons given by the decision maker. These complement the original two meta-objectives of the weighted sum of deviations and the maximal weighted deviation to provide a flexible four meta-objective framework. Lexicographic and non-lexicographic representations of the framework are developed. An example relating to transportation is solved in both the lexicographic and non-lexicographic forms. Weight sensitivity analysis is applied to the meta-weight parameters for the non-lexicographic case in order to find a range of available distinct solutions.     

Evaluating alternative system configurations using simulation: A nonparametric approach

The real utility of simulation lies in comparing different alternatives that might represent competing system designs. Conventional statistical techniques are not directly applicable to the analysis of simulation output data in the evaluation of competing alternatives since the usual assumptions of normality and common variance are difficult to justify in simulation experiments. This paper revisits a known nonparametric test whose application has recently become feasible due to considerable increases in computing power:randomization tests assess the significance of the observed value of the test statistic by evaluating different permutations of the data. The procedure only requires invariance of the data under all permutations.