J 2021

A Numerical Comparison of the Sensitivity of the Geometric Mean Method, Eigenvalue Method, and Best–Worst Method

MAZUREK, Jiří, Radomír PERZINA, Jaroslav RAMÍK and David BARTL

Basic information

Original name

A Numerical Comparison of the Sensitivity of the Geometric Mean Method, Eigenvalue Method, and Best–Worst Method

Authors

MAZUREK, Jiří (203 Czech Republic, guarantor, belonging to the institution), Radomír PERZINA (203 Czech Republic, belonging to the institution), Jaroslav RAMÍK (203 Czech Republic, belonging to the institution) and David BARTL (203 Czech Republic, belonging to the institution)

Edition

Mathematics, MDPI, 2021, 2227-7390

Other information

Language

English

Type of outcome

Článek v odborném periodiku

Field of Study

10102 Applied mathematics

Country of publisher

Switzerland

Confidentiality degree

není předmětem státního či obchodního tajemství

References:

RIV identification code

RIV/47813059:19520/21:A0000189

Organization unit

School of Business Administration in Karvina

UT WoS

000628360000001

Keywords in English

Best–Worst Method; Eigenvalue Method; Geometric Mean Method; Monte Carlo simulations; pairwise comparisons; sensitivity

Tags

Tags

International impact, Reviewed

Links

GA21-03085S, research and development project.
Změněno: 12/4/2022 10:23, Miroslava Snopková

Abstract

V originále

In this paper, we compare three methods for deriving a priority vector in the theoretical framework of pairwise comparisons—the Geometric Mean Method (GMM), Eigenvalue Method (EVM) and Best–Worst Method (BWM)—with respect to two features: sensitivity and order violation. As the research method, we apply One-Factor-At-a-Time (OFAT) sensitivity analysis via Monte Carlo simulations; the number of compared objects ranges from 3 to 8, and the comparison scale coincides with Saaty’s fundamental scale from 1 to 9 with reciprocals. Our findings suggest that the BWM is, on average, significantly more sensitive statistically (and thus less robust) and more susceptible to order violation than the GMM and EVM for every examined matrix (vector) size, even after adjustment for the different numbers of pairwise comparisons required by each method. On the other hand, differences in sensitivity and order violation between the GMM and EMM were found to be mostly statistically insignificant.