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Проблемы машиностроения и автоматизации  / №1 2007

UNIFORM METHOD FOR ESTIMATION OF INTERVAL SCALING CONSTANTS (286,00 руб.)

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Первый авторNikolova
Страниц12
ID424212
АннотацияThe paper presents a simulation procedure, called uniform method, for estimation of scaling constants. Those take the form of variables, uniformly distributed in their uncertainty interval. The latter are estimated using a specially developed algorithm that employs triple bisection. The task of estimation of scaling constants is brought down to the construction of the distribution of their sum and to the use of a two-tail statistical test to define its value. Final point estimates for the constants are defined depending on the simulated estimate of pvalue and the chosen significance level. Numerical experiments demonstrate that the method accounts for the uncertainty in the subjective estimates. The minimal number of replicas that could provide satisfactory precision of the simulation results is also established.
Nikolova, NataliaD. UNIFORM METHOD FOR ESTIMATION OF INTERVAL SCALING CONSTANTS / NataliaD. Nikolova // Проблемы машиностроения и автоматизации .— 2007 .— №1 .— С. 79-90 .— URL: https://rucont.ru/efd/424212 (дата обращения: 03.05.2024)

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Natalia D. Nikolova UNIFORM METHOD FOR ESTIMATION OF INTERVAL SCALING CONSTANTS The paper presents a simulation procedure, called uniform method, for estimation of scaling constants. <...> Those take Numerical experiments demonstrate that the method accounts for the uncertainty in the subjective estimates. <...> The minimal number of replicas that could provide satisfactory precision of the simulation results is also established. <...> Keywords: scaling constants, uniform method, simulation, statistical test. the form of variables, uniformly distributed in their uncertainty interval. <...> The latter are estimated using a specially developed algorithm that employs triple bisection. <...> The task of estimation of scaling constants is brought down to the construction of the distribution of their sum and to the use of a two-tail statistical test to define its value. <...> Final point estimates for the constants are defined depending on the simulated estimate of pvalue and the chosen significance level. 1. <...> INTRODUCTION When choosing between alternatives, the decision maker (DM) usually identifies several objectives of importance. <...> As a result, consequences are modeled as multidimensional vectors, whose coordinates are the values of the parameters of importance for the DM, which measure the degree to which objectives are met. <...> The ideas of utility theory serve to rank such alternatives under risk [1]. <...> The DM must measure her/his preferences over each consequence using the utility function. <...> When consequences are of low dimension, the DM may analyze consequences as a whole. <...> Otherwise, the utility function is decomposed to several fundamental utility functions, built over groups of attributes [2]. <...> The existence of such fundamental utility functions is based on the existence of certain independence conditions between attributes. <...> For example, under the most common utility independence between attributes, the utility function may be decomposed to fundamental utility functions and their scaling constants. <...> The sum of the scaling constants defines whether the utility function should be represented in an additive or in an multiplicative form. <...> The value of the scaling constant for each attribute is elicited subjectively and coincides with the utility of the so-called corner consequence, where all attributes are set to their worst level except for the analyzed attribute, which is set to its best level. <...> When expressing preferences, real DMs show partial non-transitivity. <...> That is <...>