On the Statistical Significance of the Weight Similarity Coefficient in Multi-criteria Decision Analysis
摘要
This paper proposes a method for statistically assessing the similarity between two weight vectors, based on the Weights Similarity Coefficient (WSC). The WSC value measures the degree of similarity between two normalized vectors in the weight space. To determine the significance of this similarity, a non-parametric test is introduced, based on sampling from the Dirichlet distribution, which represents the null hypothesis of no association between the vectors. The p-value is calculated as the proportion of random comparisons in which the WSC exceeds the empirical value. The complete testing procedure, result interpretation, and numerical implementation are presented.