7
THE REGISTRAR'S PROBLEM
II WHAT IS MEASUREMENT?
A. A PHYSICAL ANALOGY
B. RELATIONS
C. DEFINITION OF
MEASUREMENT
III SIMPLE MEASURES ON
FINITE SETS
IV PERCEPTION OF DIFFERENCES
V AN ALTERNATIVE APPROACH
VI SOME HISTORICAL NOTES
EXERCISES
SUGGESTED PROJECTS
REFERENCES
Foundations
of
Measurement
Theory
(Copyright, 2008)
It is a scientific platitude
that there can be neither
precise control nor
prediction of phenomena
without measurement.
Disciplines as diverse as
cosmology and social
psychology provide
evidence that it is nearly
useless to have an exactly
formulated quantitative
theory if empirically
feasible methods of .
measurement cannot be
developed for substantial
portions of the quantitative
concepts of the theory.
Dana Scott and
Patrick Suppes
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 2

I. THE REGISTRAR'S PROBLEM

Middlebury College divides its academic year into three major components:
two 12-week semesters sandwiching a four-week "Winter Term." During the Winter
Term each faculty member offers, and each student enrolls in, one course. Because of
the experimental nature of many of the courses offered, enrollment is often
restricted to 20 or 25 students in each class. Since a typical Winter Term will find
1800 students on campus and only 70 courses, it is clear that not every student will
be able to take the course she most desires.

When a student registers for Winter Term, then, she lists five courses in
descending order of preference. The registrar assigns each student to a course, using
these preferences as a guide. At the present time, the registrar uses a procedure
based on the desire to maximize the number of students who receive their first
choice. There has been considerable discussion lately about the fairness and
desirability of this particular priority scheme. An alternative method of assigning
students to courses has been devised which has gained some support. The
philosophy behind this scheme is not to maximize the number of first choices, but to
maximize the total amount of happiness among the students towards the courses
they are assigned. This assignment procedure can be given a rather tidy
mathematical formulation.

Denote the students by i = 1,2, ..., n and the courses by j = 1,2, ..., m. Let rij
denote how happy student i would be if she is assigned course j. Define the variable
xij to be equal to 1 if student i is placed in course j and 0 otherwise. The total
amount of happiness would then be represented by
r11x11 + r21x21 +... + rn1xn1 + r12x12 + ...+ rnmxnm
or, in more compact form,

m n


rijxij .
j=1 i=1

There are several restrictions on the registrar which must be taken into
account. First of all, every student must be assigned to some course and only to one
course. Second, no course should be assigned more students than the instructor is
willing to admit. Denoting the enrollment limit on the jth course by Cj, the
Registrar's Problem is formulated as follows:
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 3

m n
Maximize

rijxij .
j=1 i=1

subject to the restrictions:

(1) Each xij
0,

m
(2)
xij = 1 for all i, and
j=1

.
n
(3 )
xij
Cj, for all j
i=1

The Registrar's Problem is an example of what mathematicians call a "linear

programming" problem (see Chapter 5). Algorithms exist for the solution of such
linear-programming problems although when n and m are as large as 1500 and 70,
respectively, high-speed electronic computers must be used to execute them.

In this chapter and the succeeding one, we want to focus more sharply on the
aspect of the Registrar's Problem which remains somewhat vague in this
presentation: what precisely is rij and how is it determined?

II. WHAT IS MEASUREMENT?

A. A Physical Analogy

We let rij denote "how happy student i would be if she is assigned course j." In
the mathematical formulation of the Registrar's Problem, it is clear that we are
presuming that each rij is a real number which measures this happiness. Is it clear,
however, that it is always possible to measure such psychological attributes by
numbers? What is meant by "measuring" an attribute? Is there more than one way
to do it? What inferences, if any, can be made from a measurement scale? How can
you construct such a scale?

These questions form the basic problems of measurement theory. In the mid-
1960's four distinguished social scientists [David Krantz, R. Duncan Luce, Patrick
Suppes, and Amos Tversky, 1972] began a collaborative study of the foundations of
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 4

measurement theory that resulted in three large volumes. Early in their first book,
the authors discuss the roles of theories of measurement in science:
". ..The measurability of the variables of interest in physics is taken for
granted and the actual measurements are reduced, via the elaborate
superstructure of physical theory, to comparatively indirect observations.
Other sciences, especially those having to do with human beings, approach
measurement with considerably less confidence. In the behavioral and social
sciences we are not entirely certain which variables can be measured nor
which theories really apply to those we believe to be measurable; and we do
not have a superstructure of well-established theory that can be used to
devise practical schemes of measurement. ...A recurrent temptation when we
need to measure an attribute of interest is to try to avoid the difficult
theoretical and empirical issues posed by fundamental measurement by
substituting some easily measured physical quantity that is believed to be
strongly correlated with the attribute in question: hours of deprivation in
lieu of hunger; skin resistance in lieu of anxiety; milliamperes of current in
lieu of aversiveness, etc."

It should not be surprising then that our first insights into measurement will
come from considerations of measurement in the physical sciences. The question of
what is meant by "measuring an attribute" may perhaps best be answered by
examining first a physical attribute, weight. A provisional definition of measuring an
object's weight might be "assign some number to that object." This is a very poor
definition, since the same number might be assigned to every object.

A careful analysis of a physical attribute is not possible unless there is some

means of deciding which of two objects possesses more of the attribute than the
other. A refinement of the first definition might be the following: to measure an
object's weight means to assign a number to that object in such a way that one
object is at least as heavy as a second object if and only if it is assigned a number at
least as large as the second.

This added restriction rules out the possibility of assigning all objects the
same number. It relies on the fact that the concept of the "weight" of an object is
intimately connected with a relation between objects, the relation "at least as heavy
as.'' This relation can be established empirically by placing any pair of objects on the
separate pans of a balance and observing which pan descends.

Write A * B if object A is at least as heavy as object B. To measure weight is

to find a function w from the set of objects to the set of real numbers such that w(A)

w(B) if and only if A * B.

It is natural to define" A has the same weight as B" to mean that A * B and B
* A. As an easy exercise, the reader should show that w(A) = w(B) if and only if A has
the same weight as B.
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 5

It is now easy to describe a procedure for assigning weights to a finite set of

objects A1, A2,..., An. By testing A1 against each of the other objects on the pan
balance, then A2 against all of the other objects, and so on, find a lightest element
Aj. This is an object Aj. such that Ai * Aj for all i.. Assign weight 0 to object Aj- If
there is any Ai such that Aj * Ai then Aj and Aihave the same weight, so also assign
weight 0 to Ai.

Next consider the set of remaining objects which have yet to be assigned a
weight. Find a lightest element in this set. Assign weight 1 to this object and to any
object of the same weight. Repeat the process on the set of remaining objects
(assigning weight 2 to its lightest element) and continue in this manner until all
objects have been assigned a weight.

B. Relations

With this relatively simple example as background, we can discuss the

general problem of defining what it means to measure attributes. The formulation of
the problem uses the concept of a "relation" from elementary set theory. See
Appendix I for the necessary background on sets.

DEFINITION A relation on a set S is a subset R of the Cartesian product S

S. If x and y are elements of S, we say that x is R-related to y or xRy
whenever (x,y) is an element of R.

A number of examples; will be given to illustrate this idea.

EXAMPLE 1 Let S be a set with four elements, S = {a, b, c, d}. The Cartesian
product S
S consists of 16 ordered pairs,
S
S = {(a,a),...,(a,d),(b,a),...,(b,d),...,(d,a),...,(d,d)}.
A relation on S consists of some subset of these sixteen ordered pairs. One such
example is a relation with three elements, R = {(a, c), (a, d), (b, d)}. We have aRc,
aRd, and bRd and for no other pair i and j is it true that iRj.

EXAMPLE 2 Let S be the set of all positive integers and consider the relation
R defined by x R y if and only if the difference x - y is even. Thus (2,4) is an element of
R, while (3,2) is not. The relation R consists of all pairs (x, y) such that either both x
and y are even or both x and y are odd.

EXAMPLE 3 Let S be the set of all real numbers and let R be the set of all ordered
pairs (x, y) such that x
y. Note that (5, 3) is an element of R, but (3, 5) is not. Since
the Cartesian product S
S consists of all ordered pairs of real numbers, it can be
represented geometrically by the points in the plane. Any relation on S then
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 6

corresponds to some subset of the plane. The relation R defined here is shown
graphically in Fig. 7.1.

x
Fig. 7.1 The shaded region R consists of all pairs (x,y) of real numbers such that x

y.

EXAMPLE 4 Let S be the set of all people in Georgia and let R be the relation
defined by x R y if and only if x knows y.

EXAMPLE 5 Let S be the set of all men in the United States Navy and let R
be the relation defined by x R y if and only if y must obey an order given by x.

EXAMPLE 6 Let S be the set of all automobiles in Honest Harry's Used Car
Lot. Define a relation x R y if and only if x costs more than y.

EXAMPLE 7 Let S be the set of all objects in your attic and let R be the
relation defined by x R y if and only if x is at least as old as y.

EXAMPLE 8 Let S be the set of all words in the English language and let R be
the relation defined by x R y if and only if x precedes y in the dictionary.

EXAMPLE 9 Let S be the set of all ordered pairs of real numbers. Define a
relation (x, y) R (x', y') if and only if x < x' or ( x = x' and y < y'). For example, we have
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 7

(3,20) R (5,11) and (3,20) R (3, 21). This relation is called the lexicographic or
dictionary order.

EXAMPLE 10 Let S be the set of all courses offered by your college and let R be
the relation x R y if and only if you like course x at least as much as course y.

EXAMPLE 11 Let S be the set of all courses offered by your college and let R be
the relation x R y if and only if course x is a prerequisite for course y.

Scientists classify relations by the presence or absence of certain properties.

We will consider here a few of the more important properties.

DEFINITION If S is a set and R is a relation on S, then

1. R is reflexive if x R x for all x in S,

2. R is symmetric if x R y always implies y R x,

3. R is transitive if xRy and yRz always implies xRz, and

4. R is connected or total if for every pair of elements x and y in S, either x

R y or y R x or both.

Example 3 is reflexive, transitive, but not symmetric. Example 2 is

symmetric. Example 6 is transitive, but neither reflexive or symmetric. Example 4 is
probably not transitive. Examples 3 and 7 are connected, while Examples 1 and 2
are not.

C. Definition of Measurement

This section provides a careful definition of measurement and explores some

of its elementary consequences. By a relational system, we mean a pair
= < S, R >
where S is a set and R is a relation on S. A measure for a relational system
is a
function m from S to the real numbers such that for all x and y in S, xRy if and only
if m(x)
m(y).
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 8

To measure an attribute possessed by a set of objects, people, or events

means to find a measure m which preserves the relation determined by the
attribute. The "Basic Representation Problem" then is: which relational systems
have measures?

Note first that it is not always possible to find a measure for a given
relational system.

EXAMPLE 12 Let S be the set of three elements {x, y, z} and let R be the
relation {(x, y), (y, z), (z, x)}. The relational system < S,R > has no measure. Suppose,
to the contrary, that there is a measure m. Since xRy and yRz, we must have m(x)

m(y) and m(y)
m(z). But m(x), m(y), and m(z) are real numbers so it follows that
m(x)
m(z). Since m is a measure, the definition implies that xRz or (x, z) is an
element of R. The ordered pair (x,z), however, does not belong to R. The assumption
that <S,R> has a measure leads to a contradiction.

The relational system described in Example 12 failed to have a measure

essentially because the relation was not transitive. The reasoning given in the
discussion of this example extends to a more general situation, stated in Theorem 1.
The proof is left as an exercise.

THEOREM 1 If a relational system
= < S,R > has a measure, then R is a

transitive relation.
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 9

Theorem 1 says that one necessary condition for a relational system to have a
measure is that the relation be transitive. It is easy to establish a second necessary
condition; namely, the relation must be connected.

THEOREM 2 If the relational system
= < S, R > has a measure, then R is a

connected relation.

Proof If x and y are any two elements of S, then m(x) and m(y) are defined and are
real numbers. It must be true that either m(x)  m(y) or m(y)
m(x). In the former
case, x R y and in the latter, y R x. Thus either (x, y)  R or (y,x)  R.

Theorems 1 and 2 indicate that the relational systems of Examples 1 and 2

have no measures associated with them.

III. SIMPLE MEASURES ON FINITE SETS

One of the major goals of measurement theory is to establish necessary and

sufficient. conditions on relational systems under which various numerical
representations can be constructed. The relation must be connected and transitive if
there is to be any hope of constructing a measure. If the set S is finite, then these two
conditions are also sufficient.

THEOREM 3 (FIRST REPRESENTATION THEOREM) Let R be a relation

on a finite set S. There exists a measure on the relational system < S,R > if and only
if R is connected and transitive.

Proof Theorems 1 and 2 establish the "only if" part of the conclusion. It
remains to show that if R is connected and transitive, then it is always possible to
find a measure. The idea behind the proof is essentially the same as the one used in
describing how to assign numerical weights to a set of objects.

Denote the elements of the set S by xl, x2, ..., xn. Since the relation R is
connected and transitive, we can find, by checking all possible pairs of elements, an
element xj such that xi R xj for all i
j. Define m(x) to be O. If there is any element x i
so that xjRxi as well as xiRxj, then define m(xj) to be 0 also.

At this point, at least one and possibly more elements of S have been
assigned measure 0. Consider the subset S' of remaining elements. Find an element
xk of S' so that xm R xk for all xm
xk in S'. Define m(xk) = 1. If there is any other
element xm of S' with xk R xm as well as xm R xk, then also define m(xm) = 1.
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 10

Repeat the entire process on the set S" of elements which have not yet been
assigned measures, using a measure of 2 to distinguish one or more special
members of S". Continue in the indicated manner until each element of S has been
assigned a measure. This will take at most n steps.

It should be clear from the method of construction that m satisfies the

definition of a measure; that is, xRy if and only if m(x)  m(y). This completes an
outline of a proof of Theorem 3.

We used the finiteness of the set S at several crucial steps in the proof of
Theorem 3. The theorem remains true if S is a countably infinite set. but may fail if
S is uncountable; see the Exercises for the relevant definitions and examples.

Note that the proof of Theorem 3 not only establishes the existence of a
measure, but provides an effective method of constructing one.

The numerical values of a measure function m are sometimes called scale

values. In the proof of Theorem 3, the numbers 0, 1,2 and so on were suggested for
scale values. There is nothing sacred about this set. Any increasing sequence of real
numbers could have been used. The next example amplifies this point.

EXAMPLE 13 Let S be the set of three elements {x,y,z} and R the relation
{(x,y),(y,z),(x,z)}. Since this relation is connected and transitive, the elements can be
represented numerically by a measure, according to Theorem 3. If the procedure
outlined in the proof of that theorem is followed, the result is
m(z) = 0, m(y) = 1, and m(x) = 2.
These values are not determined by the measurement model. We could set
m(z) = -17, m(y) = 23 , and m(x) = 10
and still satisfy the definition of a measure. In fact, any three numbers m(x), m(y),
m(z) satisfying the inequalities m(z) < m(y) < m(x) would be an admissible set of
scale values.

Such scales are called ordinal scales. Any transformation of the scale numbers
that preserves their original order yields another admissible scale. A
transformation that changes the order in any way would give a set of scale values
which is not admissible. The resulting numbers, m(x), would define a function which
is not a measure.

If
= (S, R) is a relational system where S is finite and R is connected and

transitive, the elements of S can be labeled x1,x2,...,xn in such a way that if m is any
measure, then m(x1)
m(x2)
...
m(xn). This is called the standard ordering on S.
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 11

The mathematical model just developed gives a partial solution to the

question posed by the Registrar's Problem. It is possible to assign numbers to a
given student which measure her happiness about being enrolled in the available
courses exactly when the student can state her relative preference for each pair of
courses, provided these preference judgments are transitive.

By asking the student a series of questions requiring her always to indicate

which one of two courses she prefers to the other, we can construct her preference
ordering among all 70 courses.

The reason this model gives only a partial solution to the question originally
asked will become apparent in the next section of this chapter.

IV. PERCEPTION OF DIFFERENCES

Suppose the measure guaranteed by Theorem 3 is used to determine

numerical values rij measuring the relative happiness of students toward courses.
We soon encounter a student who complains, "I would be almost equally happy with
my first as with my second-choice course, but quite a bit less happy with the third
choice. If you assign measures of 3, 2, and 1 to these choices, you are not really
representing my feelings in a completely accurate way."

This type of objection forces us to ask if it is possible to choose a scale of

numbers that will accurately reflect the differences perceived by the student
between different pairs of courses. Let's consider a mathematical formulation of this
question.

Write (x, y) R* (z, w) to denote the student's judgment that the difference in
happiness between courses z and w does not exceed the difference in happiness
between courses x and y. Note that R* defines a relation on the set S
S. This type
of relation, which is a subset of the set (S
S)
(S
S), is called a quaternary
relation on S as opposed to a binary relation, which is a subset of S
S.

The problem is to find a measure which preserves both R and R*. More
precisely, does there exist a real-valued function u defined on the set S such that for
all x, y, z, w in S,
1. u(x)
u(y) if and only if x R y, and
2. u(x) - u(y)
u(z) -u(w) if and only if (x, y) R* (z, w)?

If u is any real-valued function defined on S, then u induces a connected,

transitive relation on S. Simply define a relation R' by x R' y if and only if u(x)

August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 12

u(y). The question can then be posed this way: Is there a real valued function u on S
which preserves R* such that the induced relation R' is identical to the relation R?

Consider first the simpler question: Is there a real-valued function on S which

preserves the relation R*? Using reasoning similar to that in the proofs of Theorems
1 and 2, one concludes that an affirmative answer can be expected only when R* is
connected and transitive. The exact result is stated in the next theorem.

THEOREM 4 Suppose S is a set and R* is a quaternary relation on S. If there

is a real-valued function u defined on S such that
u(x) - u(y)
u(z) - u(w) if and only if (x, y) R* (z, w),
then the relation R* satisfies four properties:
1. R* is connected.
2. R* is transitive.
3. If (x, y) R* (z, w), then (x, z) R* (y, w).
4. If (x,y) R* (z, w), then (w, z) R* (y, x).

Proof If x, y, z, and w are any elements of S, then the real numbers u(x) - u( y)
= A and u(z) -u(w) = B must satisfy the inequality A
B or the inequality B
A. In
the former case, (x, y) R* (z, w), and in the latter, (z, w) R* (x, y). Thus R* is
connected.

Next, suppose (x, y) R* (z, w) and (z, w) R* (a, b), where x, y, z, w, a, b are
arbitrary elements of S. We have the inequalities
u(x) - u(y)
u(z) - u(w)
and
u(z) - u(w)
u(a) - u(b),
which imply by transitivity
u(x) -u(y)
u(a) -u(b),

so that (x, y) R* (a, b). This shows that R* is transitive.

Condition (3) is satisfied, since if (x, y) R* (z, w), then

u(x) - u(y)
u(z) - u(w),
which implies (by adding like terms to each side of the inequality)
u(x) - u(y) u(z) + u(y)
u(z) - u(w) u(z) + u(y)
or
u(x) - u(z)
u(y) -u(w).
This inequality, in turn, gives (x, z) R* (y, w) by the hypothesis on u.

The proof that condition (4) holds is left to the reader.

August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 13

The four conditions of Theorem 4 are necessary for the existence of the
required measure u, but unlike the case for binary relations, they turn out not to be
sufficient. There exists a finite set and a quaternary relation R* on it that satisfies
the four conditions but for which it is not possible to construct a numerical scale
preserving R*.

In a 1958 paper in the Journal of Symbolic Logic, Dana Scott and Patrick
Suppes prove an even stronger result: If S is a finite set and R* a quaternary
relation on S, then there is no finite list of axioms that provides necessary and
sufficient conditions for the existence of a real-valued function u preserving R*.

Scott and Suppes cite an example, essentially due to Herman Rubin, that
indicates the kind of difficulty that arises in trying to construct a set of necessary
and sufficient conditions.

EXAMPLE 14 A student is presented a list of 10 possible courses. By

comparing each of the courses with every other one, her order of preference is
determined to be x1,x2,,x10. Eleven pairs of courses are given special designations:
Denote
(x1 x2) by A (x7, x8) by E (x5, x6) by I
(x2, x3) by B (x9, x10) by F (x1 x5) by J
(x3, x4) by C, (x6, x7) by G, (x6, x10) by K
(x4, x5) by D (x8, x9) by H

In each pair, the first course is preferred to the second. Suppose the student
perceives A,B,C,D as equal in difference to E,F,G,H, respectively, that the difference
between courses in K is greater than the difference in courses in J and that the
difference in I is greater than the difference in K. Then the relations between the
remaining pairs may be chosen so that any subset of nine courses can be represented
by a measure u which preserves R*, but the full set of 10 courses cannot! The
interested reader may wish to work out the details of this example.

V. AN ALTERNATIVE APPROACH

Since it is not possible to discover or prove a Representation Theorem for

arbitrary finite sets and quaternary relations, we need to try some alternative
approaches to the problem of measurement that will satisfy our complaining
student of Section IV. We will present one alternative will be presented in this
section and another, called Utility Theory, in Chapter 8.
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 14

We obtain the relation R by asking a subject to compare each pair of elements

in a set and to give her judgment on which possesses more of the relevant attribute
than the other. Wee then obtain the relation R* by asking the subject to compare
each pair of elements with every other pair. We can derive a measure u if we restrict
ourselves to asking for comparisons only between pairs when the pairs represent
elements that the subject perceives as being consecutive elements in the ordering. If
the student has ranked the courses in the order x1,x2,x3,..,xn, then we ask for
comparisons when the pairs are (x1, x2),(x2, x3), (x3, x4),..., (xn-1, xn). Theorm 5 states
more carefully the alternative approach based on this idea.

THEOREM 5 (SECOND REPRESENTATION THEOREM)

Let
= < S, R > be an ordered relational system where S = {x1,x2,x3,..,xn} is the
standard ordering on S. Let T be the set of all ordered pairs (xi, xj) where j = i + 1 and
let R be a relation on T. Then there is a measure u on
satisfying the two
conditions:
1. u(xi,)
u(xj) if and only if (xi, R xj and
2. u(xi+1) - u(xi,)
u(xj+1) -u(xj) if and only if (xi,xi+1) R (xj,xj+1) exactly when
R is connected and transitive.

Proof of Theorem 5 We outline the proof of sufficiency. Since T is finite and R

is connected and transitive, there is a positive-valued measure m for the system (T,
R). More precisely, m is a function from T to the positive real numbers such that

m(xi,xi+1)
m(xj,xj+1) if and only if (xi,xi+1) R (xj,xj+1)

We can then define a measure u as follows:

Let u(x1) = 0,
u(x2) = u(x1) + m(x1, x2) = m(x1, x2),
u(x3) = u(x2) + m(x2, x3) = m(x1, x2) + m(x2, x3),
u(x4) = u(x3) + m(x3,x4) = m(x1,x2) + m(x2,x3) + m(x3,x4),

k-1
u(xk) = u(xk-1) + m(xk-1, xk) =  m(xj, xj+ 1) ,
j=1

n-1
u(xn) = u(xn-1) + m(xn-1,xn) =  m(xj,xj+1)
j=1

Since m(xj,xj+1) is nonnegative, it follows that

August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 15

u(x1)
u(x2)
u(x3)
..
u(xn)

so that u preserves the order on S; that is, u preserves the relation R. Furthermore,
we have
u(xk) - u(xk-1) = m(xk-1,xk).
Thus
(xi,xi+j) R (xj,xj+1)
if and only if
m(xi,xi+j). m(xj,xj+1)
if and only if
u(xi+ 1) -u(xi)  u(xj+ 1) -u(xj).

Hence the measure u also preserves R. This completes the proof of sufficiency. For
necessity, see Exercise 29.

To illustrate the procedure outlined in the proof, suppose we have a set of five
elements with standard order x1,x2,x3,x4,x5. Then the set T consists of four pairs,
T = {(x1,x2), (x2,x3), (x3,x4), (x4,x5)}
(see Fig. 7.2).

Fig. .7.2 The heavy dots indicate the elements of S @ S. The members of T are
circled.

Suppose that examination of the relation R indicates that the standard ordering on
T is
(x3, x4), (x2, x3), (x4, x5), (x1, x2),
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 16

so that m(x3, x4)
m(x2, x3)
m(x4, x5)
m(x1, x2) for every measure m on the
system < T, R). If scale values of 3, 5, 6, 7 are chosen for m, then the proof of
Theorem 5 defines a measure u by

u(x1) = 0, u(x2) = 7, u(x3) = 12, u(x4) = 15, u(x5) = 21.

Now the measure u can be used to define a relation Ru on the full set S
S.
Define (x, y) Ru (z, w) if and only if u(y) -u(x)  u(w) -u(z). Note that R is a subset of
Ru, so we might say that Ru extends R. As an example, note that since
u(x4) -u(x2) = 15 -7 = 8
while
,
u(x5)-u(x4) = 21 - 5 =6
we have
(x2,x4) R (x4,x5).
The choice of scale values for m is, as we have seen earlier, unique only up to
an order-preserving transformation. We might have chosen, with equal validity,
scale values of 1,2,4,8. With these values for m, we obtain a measure v on S with
v(x1) = 0, v(x2) = 8, v(x3) = 10, v(x4) = 11, v(x5) = 15.

As in the previous paragraph, we may use v to define a relation Rv on S
S.

Again, R will be a subset of Rv so that Rv also extends R. Now, however, we will
have v(x4) -v(x2) = 11 - 8 while v(x5) -v(x4) = 15 -11 = 4 so that in this extension
(x4,x5)Rv(x2, x4).

One set of scale values for m is consistent with the student's judgment that
there is a greater difference between x2 and x4 than between x4 and x5, while a
different set of scale values is not. In this alternative approach, we have agreed not
to ask the subject to make comparisons between pairs (x2, x4) and (x4, x5). This
example shows that we cannot determine what judgment the student would make
on these pairs solely on the information we have concerning the pairs in the set T.
The Second Representation Theorem (Theorem 5) then gives a measure u which is a
better reflection of the student's attitude toward the courses in the winter term than
the ordinal measure m, but it does not completely answer the objections raised by
the student complaint of Section IV.

VI. SOME HISTORICAL NOTES

Although it has been recognized since ancient times that measurement is

essential to any scientific theory attempting to explain real-world phenomena, no
attempt to study the foundations of measurement theory was made until the 20th
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 17

century. The German mathematician Otto Ludwig Hlder (1859-1937) published an

axiomatization for the measurement of mass in 1901. The general theory of
measurement in physics was studied quite extensively by the British physicist
Norman Robert Campbell (1880-1949). Campbell noted that the basic quantities
measured by physicists all shared two common properties:

1. Given any two objects, it is always possible to decide which one "possesses"
more of the quantity than the other;

2. There is an operation of combining any two objects that corresponds to the

arithmetical operation of addition.

To cite one example, think of the process of determining lengths of a set of

straight, rigid rods. If we place two rods side by side so that they coincide at one end,
we determine which one is longer by examining the other end and observing which
one extends farther. Thus Property (1) is satisfied. For Property (2). note that two or
more rods can be combined or concatenated by placing them end-to-end in a straight
line. The concept of length dictates that the length of such a concatenated rod be the
sum of the lengths of the component rods.

In the discussion of ordinal scales in this chapter, we saw how to axiomatize

Property (1). Property (2) demands the extra condition that the measure of the
concatenation of any two objects be equal to the sum of the measures of the subjects.

Campbell distinguished between two kinds of measurement, which he called

"intensive" and "extensive." A measurement is extensive if the underlying quantity
satisfies Properties (1) and (2) and intensive if it satisfies only Property (1). Most
psychological and sociological attributes are intensive while most physical
properties are extensive in nature.

Measurement theory is now an active branch of all the mathematical social

sciences. Much of the current work in this area was stimulated by axiomatic studies
undertaken by R. Duncan Luce and Patrick Suppes, beginning in the 1950's.
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 18

R. Duncan Luce Patrick Suppes Otto Ludwig Hlder

R. Duncan Luce
http://today.uci.edu/image_library/profile/luce

Patrick Suppes
http://www.stanford.edu/~psuppes/

http://www-history.mcs.st-andrews.ac.uk/Mathematicians/Holder.html

EXERCISES

II. WHAT IS MEASUREMENT?

Exercises 1-4 refer to the example of Section II.A.

1. Prove that w(A) = w(B) if and only if A * B and B * A.

2. How would you describe, using the "*" notation, the fact that A is heavier than B?

3. Let A, B, and C be any three objects. Show that the following statements are all
true:
a) A * A
b) If A * B and B * C, then A * C.
c) Either A * B or B * A or both.

4. If w(A) = 1 and two copies of object A exactly balance one copy of B in a pan
balance, does it follow from the procedure outlined in II.A that w(B) = 2w(A)? Why?
How would you modify the procedure to insure this?
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 19

5. Determine which of the Examples 1-12 are reflexive, symmetric, transitive, and
connected.

6. Let C be the set of all ordered pairs (a, b) of real numbers, Define (a, b) R (c, d) if
and only if a > c and b > d. Is this relation transitive? Is it connected?

7. Find an example of a relation that is symmetric and transitive, but is not

reflexive. (Consider the relation "x is a sibling of y.")

8. Write x P y if (x, y) is an element of the relation P and x P / y if (x, y) is not an

element. A connected, transitive relation is sometimes referred to as a weak order. A
strong order is a relation P which is transitive and satisfies an "asymmetry"
condition: x P y implies y P/ x. Show that any weak order is the union of two disjoint
sets, one of which is a strong I order and the other is an equivalence relation. An
equivalence relation is a relation which is reflexive, symmetric, and transitive.

9. Is a strong order always connected? Can it be reflexive?

10. Consider the relations on the set of real numbers determined by the concepts of
>, , , , and
. Which are weak orders? strong orders? equivalence relations?

11. Let S be the set of integers. Define a relation R by x R y if and only if x -y is a

multiple of 5. Show that R is an equivalence relation.

12. Let S be the set of all adults in New England. Define a relation R by x R y if and
only if x lives with y. Is R an equivalence relation?

13. Let R be an equivalence relation on a set S. Split S into subsets by agreeing to

put x and y into the same set exactly when x R y. Show that this procedure partitions
S into a collection of pairwise disjoint subsets. These subsets are called equivalence
classes. Carry out this process with the relation of Exercise 17; how many
equivalence classes are there?

14. Can you carry out the process of creating equivalence classes defined in Exercise
13 if R is not an equivalence relation? Why?

15. A semi-order is a relation P on a set S satisfying the following three axioms for
all x,y,z,w in S:
i) x P/ x
ii) If x P y and z P w, then either x P w or z P y.
iii) If xP y and yP z, then either xPw or WP z.

Prove that every semi-order is transitive.

August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 20

16. Write out a proof for Theorem 1.

III. SIMPLE MEASURES ON FINITE SETS

17. At what steps in the proof of Theorem 3 is the finiteness of the set S used?

18. Show that procedure of the proof of Theorem 3 leads to m(z) = 0, m(y) = 1, m(x) =
2 for the relation of Example 12.

19. For Example 12, show that the function with scale values m(x) =
-17, m(y) = 23 m(x) = 10 also satisfies the definition of a measure.

20. Let S be the set {w,x,y,z} and R the relation {(w,x),(x,y),(w,y),(w,z),(z,y),(x,z)}.

a) Show that R is connected and transitive.
b) Find a measure for this relational system.

21. Suppose that m and u are measures on the relational system < S,R > where S is
finite. Show that there is an order-preserving function f: M
M where M = {m(xi)}
such that u(xi) = f(m(xi)) for all i.

22. How many different questions of the type "Do you prefer course i to course j?"
must you ask a student to construct a preference ordering for a set of70 courses?

23. Show that the relation of Example 9 is connected and transitive, but the system
<S, R > has no measure in the sense of Theorem 3.

24. A set S is said to be countably infinite if there is a one-to-one correspondence

between the elements of S and the set of all positive integers. Show that Theorem 3
is true if S is a countably infinite set.

25. a) Let be the set of all ordered pairs (a, b) of real numbers such that a = 0 or 1
and 0
b
1. Let R be the lexicographic order on S. Does the system < S, R> have a
measure?
b) Let T be the set of all ordered pairs (a, b) of real numbers such that a = 0
and b is either between 0 and 1 or between 2 and 3. Let R be the lexicographic order
on T. Does the system < T,R > have a measure?

IV. PERCEPTION OF DIFFERENCES

August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 21

26. Let u be a real-valued function defined on a set S. Define a relation R' on S by x

R' y if and only if u(x)  u(y). Show that R' is necessarily reflexive, transitive, and
connected. Will R' be symmetric?

27. Prove that condition (4) of Theorem 4 holds.

28. Verify the claims made about Example 13.

V. AN ALTERNATIVE APPROACH

29. Prove that the conditions in the statement of Theorem 5 are necessary.

30. Show that scale values of 3,5,6, 7 for m(x3,x4),m(x2,x3),m(x4,x5),m(xl,x2)

yield the measure u(x1) = 0, u(x2) = 7, u(x3) = 12, u(x4) = 15, u(x5) = 21.

31. Show that R is a subset of both Ru and Rv.

32. List the members of Ru and Rv explicitly.

33. Use scale values of 2,3,5, 10 instead of 3,5,6,7 for the function m to determine a
measure w. Show that in the extension Rw you have (x2,x4) Rw (x4, x5) and (x4, x5) Rw
(x2, x4).

34. Concatenation on a set S may be defined formally as a function f from S
S to S.

We denote f(x, y) by x  y.
a) Give an example of a concatenation such that x  y
y  x.
b) A concatenation is said to be associative if x  (y  w) =(x  y)  w for all x, y,
w in S. If  is an associative concatenation, show that the following definition is
unambiguous: "If n is a positive integer, then nx is defined to be x concatenated with
itself n times; e.g., 2x = x  x."

35. An extensive measurement system is axiomatically defined as a triple <S, R, )

where S is a set, R is a connected and transitive relation on S, and  is an
associative concatenation on S satisfying the following four properties:
i) If x R y, then (x
z )R (y b. z).
ii) If x R/ y, then there exists a w in S such that x R (y  w) and (y  w) R x.
iii) (x  y) R/ x
iv) If x R y, then there is a positive integer n such that y R nx for all x, y, z in S.

Prove the following Representation Theorem: If (S,R,
) is an extensive measurement

system, then there is a real-valued function m defined on S such that:
m(x}  m(y) if and only if x R y
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 22

and
m(x
y) = m(x) +m(y) for all x and y in S.

36. Show that the function m guaranteed by the theorem in Exercise 35 is unique up
to multiplication by a positive constant.

37. Show that the ordinary conceptions of length and weight satisfy the axioms of an
extensive measurement system.

SUGGESTED PROJECTS

1. A quasi-measure on a relational system (S, R) is a real-valued function m defined

on S such that m(x)
m(y) if x R y. We do not require that x R y whenever m(x)

m(y). What are necessary and sufficient conditions for the existence of quasi-
measures? What are the analogues of the Representation Theorems presented in
this chapter for quasimeasures? Identify some real-world quasi-measures.

2. Find necessary and sufficient conditions on a relation defined on an infinite set

that will guarantee the existence of a measure in the sense of Theorem 3. Keep in
mind Exercises 23-25.

3. It has been argued that in many situations, observed equality relations may not
be transitive. A person may judge rod x as long as rod y which in turn is judged as
long as rod z; yet x may be judged longer than z. Such judgments arise whenever the
differences between x and y and between y and z are too small to be noticed. The
combined difference, however, may be sufficiently large to make a difference between
x and z noticeable. The classic example is a sequence of cups of coffee each
containing one more grain of sugar than the previous cup. An observer could probably
detect no difference in sweetness between two adjacent cups. If "equally sweet" is a
transitive relation, then we would have to conclude that a cup with no sugar in it is
as sweet as one in which 10 teaspoons of sugar have been dissolved!
To handle such situations, R. Duncan Luce introduced the idea of a semi-order
as the type of relation to capture the notion of strict preference (See Exercise 15). If P
is a semi-order, then an indifference relation I can be defined by x I y if and only if
neither x P y nor y P x. Show that I is reflexive and symmetric, but not necessarily
transitive. Prove the following Representation Theorem: If P is a semi-order on a
finite set S, then there is a real-valued function f defined on S and a positive number

such that for all x and y in S,
f(x) > g(y) +
if and only if x P y.
The constant
may be interpreted as a single "just noticeable difference"
unit. Is this Representation Theorem true for infinite sets?
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 23

4. Some mathematical psychologists have investigated attributes which appear to

have a property somewhat analogous to a physical concatenation operation. This is
the property that for each pair of objects x and y, there is a third object which lies
"halfway" between x and y in terms of possession of the attribute under study. For
example, a subject may be presented with two tones of different loudness and asked
to adjust a variable tone until its subjective intensity "bisects" the loudness of the
given pair.
A bisection system is a triple < S, R, B > where R is a connected, transitive
relation on a set S, and B, the bisection operation, is a function from S
S to S. The
element B(x, y) is interpreted as the subject "midpoint" between x and y.
Find a reasonable set of axioms on the function B which guarantees the
existence of a real-valued scale f defined on S which preserves the relation R and
such that the scale value assigned to the "midpoint" is a weighted average of the
scale values of the "endpoints."

REFERENCES

The most comprehensive recent work on measurement theory is the three-

volume study of David Krantz, R. Duncan Luce, Patrick Suppes, and Amos Tversky,
Foundations of Measurement (New York: Academic Press, 1971, 1989, 1990). See
also L. Pfanzagl, Theory of Measurement (New York: Wiley, 1968) especially for a
treatment of bisection systems; Chapter 2; "Psychological measurement theory" of
Clyde H. Coombs, Robyn M. Dawes, and Amos Tversky, Mathematical Psychology:
An Elementary Introduction (Englewood Cliffs: Prentice-Hall, 1970); and Patrick
Suppes and Joseph L. Zinnes, "Basic Measurement theory" in R. Duncan Luce,
Robert R. Bush, and Eugene Galanter, Handbook of Mathematical Psychology (New
York: Wiley, 1963), Vol. I, pp. 1-76.

For measurement theory aimed toward applications in sociology, consult P.

Abell, "Measurement in sociology," Sociology 2 (1968),1-20 and 3 (1969),397-411;
Chapter 2 of James S. Coleman, Introduction to Mathematical Sociology (Glencoe:
Free Press, 1964); and Chapter 7 of Thomas J. Fararo, Mathematical Sociology: An
Introduction to Fundamentals (New York: Wiley, 1973).

Significant earlier works are:

Campbell, N. R., Physics: The Elements (London: Cambridge University Press,

1920), republished as Foundations of Science (New York: Dover, 1957) and An
Account of the Principles of Measurements and Calculations (London: Longmans,
Green, 1928).
August 28, 2008 Chapter 7: Foundations of Measurement Theory Page 24

Hlder, Otto, "Die axiome der quantititt und die lehre von mass," Berichte
ber Die Berhandlungen Der Knglich Schsischen Gesellschaft Der Wissenschaften Zu
Leipzig, Mathematisch-Physische Classe 53 (1901),1-64.

Luce, R. Duncan, "Semi-orders and a theory of utility discrimination," Econometrica

24 (1956),178-191 and Individual Choice Behavior (New York: Wiley, 1959).

Scott, Dana, and Patrick Suppes, "Foundational aspects of theories of

measurement," Journal of Symbolic Logic 23 (1958), 113-128.

Suppes, Patrick, "A set of independent axioms for extensive quantities," Portugaliae
Maihematica 10 (1951), 163-172.

For more recent assessments on the impact of measurement theory, especially in

psychology, see:

Borsboom. Denny, (2006) The Attack Of The Psychometricians, Psychometrika 71

(2006), 425 440.

Cliff, Norman, Abstract Measurement Theory and the Revolution That Never
Happened, Psychological Science 3 (1992), 186 190.

Falmagne, Jean-Claude , Measurement Theory and the Research Psychologist,

(1992) Psychological Science 3, 8893.

Marley, A. A. J. , Measurement, Models, and Autonomous Agents, Psychological

Science 3 (1992). 93 96.

Marley, A. A. J.. (ed.), Choice, decision and Measurement: Essays in the Honor of R.
Duncan Luce, (Mahwah, New Jersey: Erlbaum, 1997.).

Narens, Louis and R. Duncan Luce. (1993) Further Comments On The

"Nonrevolution" Arising From Axiomatic Measurement Theory, Psychological
Science 4 (1993) , 127130