Priority estimation in the AHP through maximization

of correlation coecient
q
Ying-Ming Wang
a,b,
*
, Celik Parkan
c
, Ying Luo
d
a
School of Public Administration, Fuzhou University, Fuzhou, Fujian 350002, PR China
b
Manchester Business School, The University of Manchester, Manchester M15 6PB, UK
c
Department of Management, C.W. Post Campus, Long Island University, 720 Northern Blvd., Brookville, NY 11548, USA
d
School of Management, Xiamen University, Xiamen 361005, PR China
Received 1 November 2005; received in revised form 1 October 2006; accepted 24 October 2006
Available online 12 December 2006
Abstract
This paper proposes a correlation coecient maximization approach (CCMA) for estimating priorities from a pairwise
comparison matrix. The priorities are supposed to be as highly correlated with each column of a pairwise comparison
matrix as possible. Such priorities are not unique and can be determined in dierent ways. Two optimization models
are therefore suggested for determining further the priorities, one of which leads to an analytic solution. Theorems about
the CCMA are developed and its potential applications are illustrated with two numerical examples.
2006 Elsevier Inc. All rights reserved.
Keywords: Analytic hierarchy process; Multicriteria decision analysis; Correlation coecient; Priority estimation
1. Introduction
Priority estimation is an important issue of analytic hierarchy process (AHP). Quite a lot of research has
been done on how to derive priorities from a pairwise comparison matrix. For example, Saaty [13] proposed
the well-known eigenvector method (EM), which is the most widely used priority method. Chu et al. [4] pro-
posed a weighted least-squares method (WLSM). Crawford [6] proposed a logarithmic least squares method
(LLSM). Saaty and Vargas [15] also suggested a least squares method (LSM). Cogger and Yu [5] suggested a
gradient eigenweight method (GEM) and a least distance method (LDM). Islei and Lockett [8] developed a
geometric least squares method (GLSM). Bryson [1] presented a goal programming method (GPM). Bryson
and Joseph [2] brought forward a logarithmic goal programming approach (LGPA). Mikhailov [11] developed
0307-904X/$ - see front matter 2006 Elsevier Inc. All rights reserved.
doi:10.1016/j.apm.2006.10.020
q
This research was supported by the National Natural Science Foundation of China (NSFC) under the Grant No. 70171035 and Fok
Ying Tung Education Foundation under the Grant No. 71080.
*
Corresponding author. Address: School of Public Administration, Fuzhou University, Fuzhou, Fujian 350002, PR China. Tel.: +44
161 2750788; fax: +44 161 2003505.
E-mail addresses: msymwang@hotmail.com, Yingming.Wang@Manchester.ac.uk (Y.-M. Wang).
Applied Mathematical Modelling 31 (2007) 27112718
www.elsevier.com/locate/apm
a fuzzy programming method (FPM). Lipovetsky and Conklin [10] suggested a robust estimation method
(REM). Gass and Rapcsak [7] oered a singular value decomposition (SVD) approach. Laininen and
Hamalainen [9] analyzed AHP-matrices by robust regression. Sugihara et al. [17] put forward an interval pri-
ority method called Possibilistic AHP for Crisp Data (PAHPC). Chandran et al. [3] presented linear program-
ming models for estimating priorities. Srdjevic [16] suggested combining dierent prioritization methods.
Ramanathan [12] developed a DEAHP, which combined data envelopment analysis (DEA) and AHP. A com-
prehensive survey of priority methods was provided in [19], where 21 priority methods were summarized and
compared. An overview of AHP applications was conducted in [18].
In this paper we propose a new priority method: correlation coecient maximization approach (CCMA),
which seeks the priorities that are able to maximize the correlation coecients between the priorities them-
selves and each column of a pairwise comparison matrix. Such priorities are found not unique and can be
determined in dierent manners. Two optimization models are therefore suggested for determining further
the priorities. Theorems about the CCMA will also be developed.
The rest of the paper is organized as follows. Section 2 proposes the CCMA and addresses its theoretical
issues. Section 3 illustrates the potential applications of the CCMA by examining two numerical examples.
Conclusions are oered in Section 4.
2. The CCMA for estimating priorities from a pairwise comparison matrix
Let A = (a
ij
)
nn
be a pairwise comparison matrix with a
ij
= 1/a
ji
, a
ii
= 1 and a
ij
> 0 for i, j = 1, . . . , n and
W = (w
1
, . . . , w
n
)
T
be a priority vector with

n
i1
w
i
1 and w
i
P0 for i = 1, . . . , n. According to Saatys def-
inition [13,14], if a
ij
= a
ik
a
kj
holds for any k = 1, . . . , n, then A = (a
ij
)
nn
is said to be a perfectly consistent pair-
wise comparison matrix; otherwise it is said to be inconsistent. For a perfectly consistent comparison matrix
A = (a
ij
)
nn
, it can be precisely characterized by a priority vector W = (w
1
, . . . , w
n
)
T
as follows:
a
ij
w
i
=w
j
; i; j 1; . . . ; n: 1
From Eq. (1), we get
w
j

n
i1
w
i
_

n
i1
a
ij
1

n
i1
a
ij
_
; j 1; . . . ; n; 2
which are the equations for calculating the precise priority vector of a perfectly consistent comparison matrix.
According to Eq. (1), a perfectly consistent comparison matrix A = (a
ij
)
nn
can be viewed as consisting of
the following n column vectors:
1
w
1
w
1
w
2
.
.
.
w
n
_

_
_

_
;
1
w
2
w
1
w
2
.
.
.
w
n
_

_
_

_
; . . . ;
1
w
n
w
1
w
2
.
.
.
w
n
_

_
_

_
: 3
It is obvious that these n column vectors are perfectly correlated with the priority vector W = (w
1
, . . . , w
n
)
T
. Let
R
j
be the correlation coecient between the priority vector W and jth column vector of the comparison matrix
A = (a
ij
)
nn
. Then we have
R
j

n
i1
a
ij
a
j
w
i
w

n
i1
a
ij
a
j

2
_

n
i1
w
i
w
2
_

n
i1
a
ij
a
j

n
k1
a
kj
a
j

2
_
w
i
w

n
k1
w
k
w
2
_ ;
j 1; . . . ; n; 4
where a
j

1
n

n
i1
a
ij
and w
1
n

n
i1
w
i

1
n
.
For a perfectly consistent comparison matrix A = (a
ij
)
nn
, since a
ij
= w
i
/w
j
(i, j = 1, . . . , n) and a
j
w=w
j

j 1; . . . ; n, we get
2712 Y.-M. Wang et al. / Applied Mathematical Modelling 31 (2007) 27112718
R
j

n
i1
a
ij
a
j
w
i
w

n
i1
a
ij
a
j

2
_

n
i1
w
i
w
2
_
1
w
j

n
i1
w
i
ww
i
w

1
w
2
j

n
i1
w
i
w
2
_

n
i1
w
i
w
2
_ 1;
j 1; . . . ; n: 5
For any inconsistent pairwise comparison matrix, R
j
< 1. It is believed that the priority vector should be
correlated with each column of a pairwie comparison matrix as highly as possible. Based on this idea, we con-
struct the following optimization model:
Maximize R

n
j1
R
j

n
j1

n
i1
a
ij
a
j

n
k1
a
kj
a
j

2
_
w
i
w

n
k1
w
k
w
2
_ 6
Subject to

n
i1
w
i
1; 7
w
i
P0; i 1; . . . ; n: 8
Let
^ w
i

w
i
w

n
k1
w
k
w
2
_ ; i 1; . . . ; n; 9
and
b
ij

a
ij
a
j

n
k1
a
kj
a
j

2
_ ; i; j 1; . . . ; n: 10
Then we have

n
i1
^ w
2
i
1 and

n
i1
^ w
i
0; 11

n
i1
b
2
ij
1 and

n
i1
b
ij
0; j 1; . . . ; n: 12
Accordingly, the optimization model (6)(8) can be equivalently transformed into the following:
Maximize R

n
j1

n
i1
b
ij
^ w
i

n
i1

n
j1
b
ij
_ _
^ w
i
13
Subject to

n
i1
^ w
2
i
1; 14

n
i1
^ w
i
0: 15
With regard to this optimization model, we have the following theorems.
Theorem 1. Let ^ w

i
be the optimal solution to the optimization model (13)(15) and R
*
be its optimal objective
function value. Then
^ w

n
j1
b
ij

n
i1

n
j1
b
ij
_ _
2
_ ; i 1; . . . ; n; 16
R

n
i1

n
j1
b
ij
_ _
2

_
: 17
Y.-M. Wang et al. / Applied Mathematical Modelling 31 (2007) 27112718 2713
The proof of the theorem is trivial and therefore omitted here. From (9), we have
w
i
w

n
i1
w
i
w
2

^ w

i
; i 1; . . . ; n: 18
Let b

n
i1
w
i
w
2
_
P0. Then Eq. (18) can be equivalently expressed as
w
i
w b^ w

i

1
n
b^ w

i
; i 1; . . . ; n: 19
It is clear that dierent b values will give dierent priority vectors, which all lead to the same value of
R

n
i1

n
j1
b
ij
_ _
2
_
. In order to determine the value of parameter b, we may solve either of the following
two constrained optimization models:
Minimize J

n
i1

n
j1
w
i
a
ij
w
j

n
i1

n
j1
b ^ w

i
a
ij
^ w

j
_ _

1
n
a
ij
1
_ _
2
; 20
Subject to b P0: 21
Minimize J

n
i1

n
j1
a
ij

w
i
w
j
_ _
2

n
i1

n
j1
a
ij

1=n b^ w

i
1=n b^ w

j
_ _
2
: 22
Subject to b P0: 23
Although the above models can both be solved without diculty, the former is easier to be solved than the
latter and can give an analytic solution.
Theorem 2. Let b
*
be the optimal solution to model (20)(21). Then
b

n
i1

n
j1
a
ij
1 ^ w

i
a
ij
^ w

j
_ _
n

n
i1

n
j1
^ w

i
a
ij
^ w

j
_ _
2
: 24
Theorem 3. For a perfectly consistent comparison matrix A = (a
ij
)
nn
, the CCMA can produce precise estimate of
priorities:
w

i

1

n
j1
a
ij
; i 1; . . . ; n: 25
The proof of the theorem is provided in Appendix A.
The CCMA can be very briey summarized as follows.
Step 1. Normalize the comparison matrix A = (a
ij
)
nn
by Eq. (10).
Step 2. Calculate the transformed weights ^ w

i
i 1; . . . ; n by Eq. (16) and the maximized sum of correlation
coecients R
*
by Eq. (17).
Step 3. Determine the weight assignment coecient b
*
by Eq. (24) or by the solution of the optimization
model (22)(23).
Step 4. Compute the nal priorities w

i
(i = 1, . . . , n) by Eq. (19).
3. Numerical examples
In this section we examine two numerical examples using the proposed CCMA to demonstrate its applica-
bility and eectiveness.
2714 Y.-M. Wang et al. / Applied Mathematical Modelling 31 (2007) 27112718
Example 1. Consider the following inconsistent comparison matrix, which comes from Saaty [14].
A
1 4 3 1 3 4
1=4 1 7 3 1=5 1
1=3 1=7 1 1=5 1=5 1=6
1 1=3 5 1 1 1=3
1=3 5 5 1 1 3
1=4 1 6 3 1=3 1
_

_
_

_
:
For this inconsistent comparison matrix, we have the following results by the CCMA:
B
0:5744 0:4535 0:3094 0:2025 0:8554 0:6948
0:3379 0:1983 0:5157 0:5570 0:3161 0:1677
0:2365 0:3846 0:7220 0:5064 0:3161 0:4073
0:5744 0:3432 0:1031 0:2025 0:0186 0:3594
0:2365 0:6708 0:1031 0:2025 0:0186 0:4073
0:3379 0:1983 0:3094 0:5570 0:2603 0:1677
_

_
_

_
;

W

^ w

1
; . . . ; ^ w

6
_ _
T
0:6087; 0:0155; 0:7579; 0:0616; 0:2241; 0:0288
T
;
R

3:3946:
By Eq. (24), we get the weight assignment coecient b
*
= 0.1810. By solving the optimization model (22) and
(23), we get another weight assignment coecient b
*
= 0.1654. Accordingly, we get two priority vectors:
W

w

1
; . . . ; w

6
0:2768; 0:1695; 0:0295; 0:1555; 0:2072; 0:1615
T
;
W

w

1
; . . . ; w

6
0:2673; 0:1692; 0:0413; 0:1565; 0:2037; 0:1619
T
;
which are shown respectively in the second and the third columns of Table 1, where the numbers in parenthe-
ses are ranking orders. For the sake of comparison, Table 1 also shows the priority vectors obtained by the
EM, WLSM, LSM and LLSM, respectively. It is clear that only the CCMA achieves the same ranking order
as the EM, while the WLSM, LSM and LLSM all lead to dierent rankings.
Example 2. Consider the inconsistent comparison matrix below, which is investigated by Lipovetsky and
Conklin [10].
Table 1
Priority vectors and ranking orders for Example 1 obtained by dierent priority methods
Priority CCMA EM WLSM LSM LLSM
b
*
= 0.1810 b
*
= 0.1654
w
1
0.2768 (1) 0.2673 (1) 0.3208 (1) 0.4150 (1) 0.1845 (4) 0.3160 (1)
w
2
0.1695 (3) 0.1692 (3) 0.1395 (3) 0.0936 (5) 0.2204 (1) 0.1391 (4)
w
3
0.0295 (6) 0.0413 (6) 0.0348 (6) 0.0348 (6) 0.0371 (6) 0.0360 (6)
w
4
0.1555 (5) 0.1565 (5) 0.1285 (5) 0.1123 (4) 0.1504 (5) 0.1251 (5)
w
5
0.2072 (2) 0.2037 (2) 0.2374 (2) 0.2190 (2) 0.2103 (2) 0.2360 (2)
w
6
0.1615 (4) 0.1619 (4) 0.1391 (4) 0.1253 (3) 0.1937 (3) 0.1477 (3)
Y.-M. Wang et al. / Applied Mathematical Modelling 31 (2007) 27112718 2715
A
1 5 3 7 6 6 1=3 1=4
1=5 1 1=3 5 3 3 1=5 1=7
1=3 3 1 6 3 4 6 1=5
1=7 1=5 1=6 1 1=3 1=4 1=7 1=8
1=6 1=3 1=3 3 1 1=2 1=5 1=6
1=6 1=3 1=4 4 2 1 1=5 1=6
3 5 1=6 7 5 5 1 1=2
4 7 5 8 6 6 2 1
_

_
_

_
:
For this inconsistent comparison matrix, we have the following results by the CCMA:
B
0:0315 0:3222 0:3647 0:3007 0:4684 0:4374 0:1733 0:0868
0:2310 0:2464 0:2012 0:0200 0:0504 0:0344 0:1983 0:2217
0:1977 0:0379 0:0597 0:1403 0:0504 0:1229 0:8870 0:1497
0:2452 0:3601 0:2365 0:6616 0:5117 0:4669 0:2089 0:2442
0:2393 0:3411 0:2012 0:3408 0:3964 0:4276 0:1983 0:1917
0:2393 0:3411 0:2188 0:1804 0:2234 0:3489 0:1983 0:1917
0:4673 0:3222 0:2365 0:3007 0:2955 0:2801 0:0486 0:2281
0:7166 0:6065 0:7891 0:4611 0:4684 0:4374 0:1386 0:8578
_

_
_

_
;

W

^ w

1
; . . . ; ^ w

8
_ _
T
0:2388; 0:1794; 0:1089; 0:4375; 0:3482; 0:2895; 0:2398; 0:6671
T
;
R

6:709:
By Eq. (24), we get b
*
= 0.2367 and by solving the optimization model (22) and (23) we get b
*
= 0.2270. The
two priority vectors are respectively as follows:
W

w

1
; . . . ; w

8
_ _
T
0:1815; 0:0825; 0:1528; 0:0214; 0:0426; 0:0565; 0:1818; 0:2829
T
;
W

w

1
; . . . ; w

8
_ _
T
0:1792; 0:0843; 0:1497; 0:0257; 0:0459; 0:0593; 0:1794; 0:2765
T
:
Table 2 shows the priority vectors obtained by dierent priority methods. As is clear from Table 2, dierent
priority methods result in dierent ranking orders. This is mainly because the original comparison matrix A
was badly inconsistent and needs to be adjusted. Lipovetsky and Conklin [10] showed that the adjusted rank-
ing order was w
8
> w
7
> w
1
> w
3
> w
2
> w
6
> w
5
> w
4
, which is exactly the same as the ranking order obtained
by the CCMA.
Table 2
Priority vectors and ranking orders for Example 2 obtained by dierent priority methods
Priority CCMA EM WLSM LSM LLSM
b
*
= 0.2367 b
*
= 0.2270
w
1
0.1815 (3) 0.1792 (3) 0.1730 (3) 0.1427 (2) 0.2202 (2) 0.1748 (2)
w
2
0.0825 (5) 0.0843 (5) 0.0540 (5) 0.0543 (5) 0.0468 (5) 0.0626 (5)
w
3
0.1508 (4) 0.1497 (4) 0.1881 (2) 0.1213 (3) 0.1494 (4) 0.1487 (4)
w
4
0.0214 (8) 0.0257 (8) 0.0175 (8) 0.0301 (8) 0.0290 (8) 0.0193 (8)
w
5
0.0426 (7) 0.0459 (7) 0.0310 (7) 0.0465 (6) 0.0413 (7) 0.0356 (7)
w
6
0.0565 (6) 0.0593 (6) 0.0363 (6) 0.0465 (6) 0.0416 (6) 0.0423 (6)
w
7
0.1818 (2) 0.1794 (2) 0.1668 (4) 0.0891 (4) 0.2029 (3) 0.1670 (3)
w
8
0.2829 (1) 0.2765 (1) 0.3332 (1) 0.4695 (1) 0.2687 (1) 0.3496 (1)
2716 Y.-M. Wang et al. / Applied Mathematical Modelling 31 (2007) 27112718
4. Conclusions
In this paper we have proposed a correlation coecient maximization approach (CCMA) for estimating
priorities from a pairwise comparison matrix. The main idea is to maximize the correlation coecients
between the priority vector to be estimated and each column of a pairwise comparison matrix. It has been
found that the CCMA can precisely estimate priorities for perfectly consistent comparison matrices and pro-
duce more than one priority estimate for inconsistent comparison matrices, depending on how the weight
assignment coecient is determined. Two optimization models have been suggested for determining the
weight assignment coecient, one of them leading to an analytic solution and making the CCMA easy to
use. The investigation of two numerical examples has shown the applicability and eectiveness of the CCMA.
Acknowledgements
The authors would like to thank two anonymous reviewers for their constructive comments and sugges-
tions, which have been very helpful in improving the paper.
Appendix A
The proof of Theorem 3.
For a perfectly consistent comparison matrix A = (a
ij
)
nn
, there exist a
ij
= a
ik
/a
jk
for any k = 1, . . . , n.
Accordingly, we have
a
j

1
n

n
i1
a
ij

1
n

n
i1
a
ik
a
jk

1
a
jk
1
n

n
i1
a
ik
_ _
a
k
=a
jk
; k 1; . . . ; n;

n
i1
a
ij
a
j

n
i1
a
ik
a
jk

a
k
a
jk
_ _
2

1
a
2
jk

n
i1
a
ik
a
k

2
; k 1; . . . ; n;
b
ij

a
ij
a
j

n
i1
a
ij
a
j

2
_
a
ik
=a
jk
a
k
=a
jk

n
i1
a
ik
a
k

2
_
=a
2
jk

a
ik
a
k

n
i1
a
ik
a
k

2
_ ; k 1; . . . ; n;
^ w

n
j1
b
ij

n
i1

n
j1
b
ij
_ _
2
_
1
n

n
j1
b
ij

1
n

n
j1
a
ik
a
k

n
i1
a
ik
a
k

2
_
a
ik
a
k

n
i1
a
ik
a
k

2
_ ; i; k 1; . . . ; n;
^ w

i
a
ij
^ w

j

a
ik
a
k

n
i1
a
ik
a
k

2
_
a
ik
a
jk

a
jk
a
k

n
i1
a
ik
a
k

2
_

a
ik
a
k
a
jk
a
ik
a
jk
a
k

a
jk

n
i1
a
ik
a
k

2
_
a
ik
a
jk
a
k
a
jk

n
i1
a
ik
a
k

2
_

a
ik
=a
jk
1a
k

n
i1
a
ik
a
k

2
_
a
ij
1a
k

n
i1
a
ik
a
k

2
_ ; i; j; k 1; . . . ; n;

n
i1

n
j1
^ w

i
a
ij
^ w

j
_ _
2

n
i1

n
j1
a
ij
1
_ _
2
a
2
k
_ _

n
i1
a
ik
a
k

2
_
a
2
k

n
i1

n
j1
a
ij
1
2

n
i1
a
ik
a
k

2
_
;

n
i1

n
j1
a
ij
1 ^ w

i
a
ij
^ w

j
_ _

n
i1

n
j1
a
ij
1
2
a
k

n
i1
a
ik
a
k

2
_ _ _
a
k

n
i1

n
j1
a
ij
1
2

n
i1
a
ik
a
k

2
_
;
b

n
i1

n
j1
a
ij
1 ^ w

i
a
ij
^ w

j
_ _
n

n
i1

n
j1
^ w

i
a
ij
^ w

j
_ _
2

1
na
k

n
i1
a
ik
a
k

1
n

n
i1
a
ik
a
k
a
k
_ _
2

_
; k 1; . . . ; n;
w

i

1
n
b

^ w

i

1
n

1
na
k

n
i1
a
ik
a
k

a
ik
a
k

n
i1
a
ik
a
k

2
_
a
ik
na
k
; i; k 1; . . . ; n;
Y.-M. Wang et al. / Applied Mathematical Modelling 31 (2007) 27112718 2717
Since the above equation holds for any k = 1, . . . , n, let k = i and we get
w

i

1
n
b

^ w

i

a
ii
na
i

n
j1
a
ij
; i 1; . . . ; n:
This completes the proof. h
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