Prof. Dr. H. Hebbel
Empirische Wirtschaftsforschung und Datenverarbeitung


Louvain

Next: Mathematical concepts I Up: Statistical aspects of Multi-Criteria-Optimisation Previous: Formalism

Objective of "statistical" MCO

Find

${\bf X}_{opt}=(X_{1, opt},\ldots,X_{F, opt}) \; \mbox{for which} \; E(P)$ is "best"!

This calls implicitly for a ranking in $\mbox{$I \! \! R$ }^Z, Z > 1$, needed to rank $\mbox{$I \! \! R$ }^F, F>1$.

Hmm, no such ranking exists, therefore:

Try to get "close to a ranking"!

Dipl.-Stat. Detlef Steuer
1999-10-04

E-Mail-Kontakt steuer@unibw-hamburg.de | Druckdatum: 01.06.2004 - 18:39:55