Dealing with the expert inconsistency in probability elicitation

In this paper, we present and discuss our experience in the task of probability elicitation from experts for the purpose of belief network construction. In our study, we applied four techniques. Three of these techniques are available from the literature, whereas the fourth one is a technique that we developed by adapting a method for the assessment of preferences to the task of probability elicitation. The new technique is based on the analytic hierarchy process (AHP) proposed by Saaty (1980, 1994), and it allows for the quantitative assessment of the expert inconsistency. The method is, in our opinion, very promising and lends itself to be applied more extensively to the task of probability elicitation.