A Synthesized Methodology for Eliciting Expert Judgment for Addressing Uncertainty in Decision Analysis
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Old Dominion University ODU Digital Commons Engineering Management & Systems Engineering Management & Systems Engineering Theses & Dissertations Engineering Summer 1997 A Synthesized Methodology for Eliciting Expert Judgment for Addressing Uncertainty in Decision Analysis Richard W. Monroe Old Dominion University Follow this and additional works at: https://digitalcommons.odu.edu/emse_etds Part of the Artificial Intelligence and Robotics Commons, Operational Research Commons, and the Risk Analysis Commons Recommended Citation Monroe, Richard W.. "A Synthesized Methodology for Eliciting Expert Judgment for Addressing Uncertainty in Decision Analysis" (1997). Doctor of Philosophy (PhD), Dissertation, Engineering Management & Systems Engineering, Old Dominion University, DOI: 10.25777/cy4v-g241 https://digitalcommons.odu.edu/emse_etds/99 This Dissertation is brought to you for free and open access by the Engineering Management & Systems Engineering at ODU Digital Commons. It has been accepted for inclusion in Engineering Management & Systems Engineering Theses & Dissertations by an authorized administrator of ODU Digital Commons. For more information, please contact [email protected]. A SYNTHESIZED METHODOLOGY FOR ELICITING EXPERT JUDGMENT FOR ADDRESSING UNCERTAINTY IN DECISION ANALYSIS by Richard W. Monroe B E T , 1975, Southern Technical Institute M.SJLM., 1990, Western New England College A Dissertation submitted to the Faculty of Old Dominion University in Partial Fulfillment o f the Requirement fo r the Degree o f DOCTOR OF PHILOSOPHY ENGINEERING MANAGEMENT OLD DOMINION UNIVERSITY August 1997 Approved by: HanP.Hao (Member) Abel A. Fernandez (Member) Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. iii ABSTRACT A SYNTHESIZED METHODOLOGY FOR ELICITING EXPERT JUDGMENT FOR ADDRESSING UNCERTAINTY IN DECISION ANALYSIS Richard W. Monroe Old Dominion University, 1997 Director Dr. Resit Unal This dissertation describes the development, refinement, and demonstration of an expert judgment elicitation methodology. The methodology has been developed by synthesizing the literature across several social science and scientific fields. The foremost consideration in the methodology development has been to incorporate elements that are based on reasonable expectations for the human capabilities of the user, the expert in this case. Many methodologies exist for eliciting assessments for uncertain events. These are frequently elicited in probability form. This methodology differs by incorporating a qualitative element as a beginning step for the elicitation process. The qualitative assessment is a more reasonable way to begin the task when compared to a subjective probability judgment The procedure progresses to a quantitative evaluation of the qualitative uncertainty statement. In combination, the qualitative and quantitative assessments serve as information elicited from the expert that is in a subsequent step to develop a data set. The resulting data can be specified as probability distributions for use in a Monte Carlo simulation. A conceptual design weight estimation problem for a simplified launch vehicle model is used as an initial test case. Additional refinements to the methodology are made Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. as the result of this test case and is the result of ongoing feedback from the expert. The refined methodology is demonstrated for a more complex full size launch vehicle model. The results of the full size launch vehicle model suggest that the methodology is a practical and useful approach for addressing uncertainty in decision analysis. As presented here, the methodology is well-suited for a decision domain that encompasses the conceptual design of a complex system. The generic nature o f the methodology makes it readily adaptable to other decision domains. A follow-up evaluation is conducted utilizing multiple experts which serves as a validation of the methodology. The results of the fbllow-up evaluation suggest that the methodology is useful and that there is consistency and external validity in the definitions and methodology features. Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Acknowledgements My grateful appreciation to my dissertation committee - Resit Unal, Laurence Richards, Han Bao, Abel Fernandez and Jim Schwing. My appreciation is also extended to other faculty members who have been very supportive of my doctoral studies. My sincere thanks for the endless cooperation and patience of Roger Lepsch. My gratitude to Larry Rowell for the encouragement and support of this research. And my heartfelt thanks for the aerospace/aircraft expert participants and for the helpful feedback from Jim Wilder. Thanks to John Aquirre and Jim Schwing for programming assistance and input. A special thanks to John for assisting with all the computer problems and errors (of my own-making and otherwise). For their friendship: Bela, Curt, Shardul, Sounder, Murat, Aashish, Cenk, Pradeep, Murat And especially: Shelby, Elke, Marla, Otto and my favorite antagonist, Peggy. I dedicate this dissertation to my best friend in the world, who has the patience of a saint, my loving wife, Christine. I also dedicate this dissertation to the loving memory of my mother, Margie. Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. vi Table of Content! Chapter I INTRODUCTION .......................................................................... 1 1.1 Conceptual Design ......................................................................... 1 1.2 Research Summary ......................................................................... 3 Chapter II LITERATURE REVIEW ................................................................ 7 2.1 Decision Making Under Uncertainty ................................................. 7 2.2 Risk Analysis ................................................................................. 10 2.3 Expert Judgment ........................................................................... 11 2.4 Expertise ....................................................................................... 15 2.5 Previous Studies and Their Findings ............................................... 18 2.6 Summary.................................................................................... 22 Chapter IH RESEARCH CONTEXT .............................................................. 24 3.1 Why Weight is Important ................................................................ 24 3.2 Specifics ofthe Domain ................................................................ 26 3.3 Expert judgment data .................................................................... 27 Chapter IV METHODOLOGY SYNTHESIS ................................................. 29 4.1 Methodology ............................................................................... 29 4.1.1 Initial Proposed Methodology ......................................... 29 4.1.1.1 Questionnaire ................................................. 30 4.1.1.2 Monte Carlo Results for Simplified Example Case 33 4.1.2 Methodology Drawbacks ............................................... 38 4.2 Methodology Refinement .............................................................. 38 4.3 Summary of Final Questionnaire .................................................... 47 4.4 Full Launch Vehicle M odel ........................................................... 52 4.5 Integration with computerized launch vehicle design and analysis tools 54 4.5.1 Weight Analysis Tool: CONSIZ ....................................... 55 4.5.2 Monte Carlo - CONSIZ Integration .................................. 56 4.6 Monte Carlo Simulation System Parameters. .................................... 57 4.7 Outputs and Potential Uses ............................................................. 58 Chapter V RESEARCH FINDINGS ................................................................ 60 5.1 Methodology Development ............................................................. 60 5.2 Methodology Refinement ................................................................ 60 5.3 Demonstration of Methodology ....................................................... 63 5.4 Analysis Findings ............................................................................ 64 5.5 General Findings ............................................................................. 65 Chapter VI RELIABILITY AND VALIDITY ................................................. 67 6.1 Reliability and Validity in Research ................................................ 67 6.2 Follow-up Questionnaire with Multiple Experts .............................. 69 6.3 Instrument ................................................................................... 70 6.4 Results......................................................................................... 72 6.4.1 Expected Results ............................................... 72 6.4.2 Actual Results............................................................... 76 6.5 Summary Analysis ......................................................................... 81 Reproduced with permission ofthe copyright owner. Further reproduction prohibited without permission. Table of Contents Chapter Vn DISCUSSION AMD CONCLUSIONS ............................................