BULLETIN OF

MATHEMATICAL BIOPHYSICS
VOLUMe.27, 1965
SPECIAL ISSUE

D E V E L O P M E N T OF S T R U C T U R E I N A S O C I E T Y W I T H A
DOMINANCE RELATION WHEN NEW MEMBERS ARE
ADDED SUCCESSIVELY

• H. G. I ~ D A U
Committee on Mathematical Biology,
The University of Chicago

A society with a dominance relation is considered to be built up by starting with a small

society and adding new members in succession. As each member is added he engages in
contests with each of the older members to determine the dominance relation between
them. The probability t h a t the older member dominates is considered to depend on the
size of the society and linearly on the older members score. A recurrence relation for the
hierarchy index is derived. The approach of the society to a hierarchical structure is
considered for various special cases of this probability. Reasonable assumptions con-
eerning this dominance probability are shown to lead to structures close to the hierarchy.
I f the new member dominates all the older ones below a certain rank, and is dominated
b y all those above this rank, then the hierarchy will persist if it is the initial structure, or
the structure will tend to hierarchy as the size increases, if it is not the initial structure.

A society has a dominance relation if for every pair of

1. I n t r o d u c t i o n .
members there is an antisymmetric, nontransitive relation. Suppose the
society consists of n members which we denote b y cl, c 2 , . . . , on; t h e n a domi-
nance relation, c i dominates c~, written c I ~ cj, is defined on the society if
either c~ ~ c~ or cj ~ ct, b u t n o t both, for i ~ j , a n d i , j ~- 1, 2 . . . . , n.
The structure of a society w i t h a dominance relation can be specified b y a
square a r r a y w i t h elements bzs, where b~s = 1 if c t ~ cj, bj~ = 0 if b~j = 1, a n d
we p u t b~i = 0. Then the score of the ith member, i.e., the n u m b e r of members
d o m i n a t e d b y ct, is given b y
n
v t -~ ~ b~l"
t=1
151
152 H.G. LANDAU

In previous papers (Landau, 1951a, b, referred to as I and II) we used the

hierarchy index h defined by
12 ~ n- 1
h = n(n~ -- I) z_~ (v~ - ~)2 with ~ = ~ . (I)

The hierarchy index is a measure of the departure of the structure from a

strict hierarchy, or transitive ordering,

cl ~ c2 > - . . - ~ c~ (2)
where in (2) each member is dominated by all the preceding members and
dominates all those t h a t follow. For the hierarchy, h = 1, and for equality,
when all the vt are equal (which is exactly possible only for n odd), h = 0.
The statistical theory of the method of paired comparisons is concerned with
preferences between pairs of objects. The preference relation corresponds
exactly to our dominance relation so that some of the mathematical theory
coincides. Various measures of departure from strict ranking of the objects
have been considered for paired comparisons, such as the number of circular
triads and the coe~cient of consistence defined by M. G. Kendall and B. Babing-
ton Smith (1940). As shown by H. A. David (1963), these are linear functions
of ~ = 1 (vt - ~)2 and thus essentially equivalent, and equivalent to h.
I n I, we considered the structure of a society as resulting essentially from a
round-robin tournament, with the probabilities for the direction of dominance
between each pair of members being determined by inherent characteristics of
the members. I t was shown that ff the members were selected at random from
a homogeneous population, then the value of h would be expected to be near
zero unless small differences in the characteristics were decisive for determining
dominance. However, in the observations on small (n = 10 to 20) flocks of
hens, which were the originM impetus to these investigations, values of h near
one were generally obtained.
I n II, the structure was considered to have been established by some
unspecified process and then to undergo possible change as the result of repeated
contests between members. The outcome of each contest, i.e., direction of
dominance, was considered to be due to social factors, essentially the relative
scores of the members involved. I t was concluded that these social factors
could account for values of h near one, especially with n not too large.
I n this paper we consider another possible mode of development of the
structure, which was mentioned in II. We consider what happens when a
new member is introduced into a society with an established structure, and
thus build up our society by successively adding new members. When a
new member is added, he is considered to engage in a contest with each of the
 ANIMAL SOCIETY STRUCTURE 153

older members to determine the direction of dominance. The probability t h a t

the new member will be dominated b y a given older member is taken to be a
linear function of the score of the older members, and also to depend on the
size of the society. I t is shown t h a t reasonable assumptions about this
probability lead to values of h near one, especially for n not too large.
2. Expected Value of h for the Developing Society. Suppose we have a society
of n members, cl, c2. . . . , %, with the score structure V~ = (vl, vs . . . . , v.).
When a new member %+ 1 is introduced, let the probability t h a t he is dominated
b y the ith older member be
Pr(c~ >- c~+l) = p~ for i = 1, 2 . . . . . n (3)
where p~ can depend on n and on vt. The score structure then changes to
r t t t
V . + l = (v'l, v2 . . . . , v . , v . + l ) , where the v~ are random variables with the
probabilities
Pr(v~ = v~ + 1) = T ~ for i = 1, 2
7b (4)
Pr(v~ v~) = 1 p~]
and
n

~+~ = ,~ - ~ (~; - ~,), (5)

i=l

which is the score of the new member, is determined by the scores of the older
members.
Writing h~+ 1 for h(V.+ 1), then
12
h.+l=M.+l ~ v~- , where Mn+l (6)
t=l n(n + l)(n + 2)"
Now putting
$
w,=v~-~., m=v~-v~-½, (7)
then

= 2 + 2 + [2 (8)
where ~. indicates summation over i = 1 to n.
We can now compute the expected value of h n + 1. TMs is the conditional
expectation, given Vn+l, i.e., E(hn+ 1 I Vn). We need
h~
w2 = ~ where h~ = h(V~), (9)

Pr(7h = ½) = p,, Pr(~lt = - ½ ) = 1 - l o t , (10)

154 H.O. LANDAU

and

where Y.c>~ is s u m m a t i o n over i, j = 1 to n with i > j.

T h e n f r o m (8) the e x p e c t e d value is

E(hn+ 1 [ V n ) = Mn+lfMh--" + ~w~(2pc - 1 ) +

~+~(2pc-1)(2pj-l) (12)

where we h a v e used E ( ~ ) = ¼ a n d

E(Th~qs) -- ¼[PcP~ + (1 - pc)(1 - Ps) - p{(1 - pj) - (1 - Pc)Pj]

= ¼(2pc- 1)(2~j- 1).

W e n o w introduce the expression for the probabilities, p~. W e t a k e 1oc t o be
a linear function of v~,
pc = ½(1 + a . + r.vc), (13)
where a s a n d r n can d e p e n d on n b u t n o t on i. T h e possible values o f these
coefficients are restricted b y the r e q u i r e m e n t t h a t since Pc is a probability, t h e n
we m u s t h a v e
0 _< ½(1 + a n + rnvc) _< 1 (14)
for all possible values of ve
W e now use (13) in (12) to evaluate E ( h n + l l Vn). Using ~ w c = 0, we
obtain
rnhn
w,(210, - 1) -- M-~n' (15)
a n d a f t e r some calculation
(2pc - 1)(2pj - 1) = n ( n - 1) (a n + rn#n)2 _ r2h,~ . (16)
>t 2 2M n
T h e n we finally get for t h e e x p e c t e d value of h n + 1

E(h.+l [ vn) = ~ - 1 (1 + r . - ¼r~)h.

n+2
3
+ (n + 1)(n + 2)[2 + (n - 1)(a. + rnfin)9]. (17)

T h e usefulness o f this expression comes f r o m the fact t h a t the e x p e c t e d

value of hn + 1 depends on h n a n d n o t on the vc, so t h a t we can replace E ( h n + 1 I V , )
 ANIMAL SOCIETY S T R U C T U R E 155

by E(h.+: I h.). This would not be true in general if the Pt were more
complicated than a linear function of the yr.
3. Difference Equation for Expected Value of h. We can write (17) as
E(h.+: I It.) = A.h. + B. (18)
with
& - 1 [1 + r. (19)
=n - 4]'
3
Bn = [2 + (n - 1)(a, + r,fi,)2]. (20)
(n + 1)(n + 2)
Suppose we consider our societies as being built up by starting with a
society of two members, and adding a single member at a time. For n = 2,
the only possible value of h2 is one. Then
E(h3 l h2) = A2h2 + B2. (21)
Let hsj be the possible values of the random variable, h3, then
E(h4 [haj) = A3h3j + Ba. (22)
I f we multiply each of these equations by Pr(haj I h2), the probability of haj
given h2, and sum over j, then the right side is AaE(h a I h2) + Ba and the left
side is E(h4 I h2). Continuing this way it is clear that from (18) we have
E(h.+: [ h2) = A.E(h. [ h2) + B., n = 2, 3, 4 , . . . . (23)
This is a recurrence relation, allowing us to determine the expected value of h n
for n > 2, starting with h 2 = 1.
For brevity, let
u. ..= E(h. [h2) (24)
so t h a t (23) is
u,~+l = A . u . + B., n = 2, 3, 4 . . . . (25)
with A . and B . given by (19) and (20), and u2 = 1.
More generally, ff we start with any ha, where h m is the value of h for a
definite Vm, then letting
u..= = E(h. Ibm) (26)
we have the equation
u,+:.m = A,u,.m + B,, for n = m, m + 1 , . . . (27)
with
um. = (28)
A general expression for u.. m satisfying (27) and (28) is readily obtained
using standard methods in the theory of difference equations.
 156 H.G. LANDAU

Putting
n
Yn = 1 - I &
]=ra

for the p r o d u c t of the A j, t h e n we have

~n.m = Yn-1 rn -t- ~ , , n > m (29)

k=ra

as can be verified b y direct substitution.

We will be m a i n l y concerned w i t h the case m = 2. Inserting the values of
A n a n d B~ from (19) and (20), we have for this case

°
Y n = n ( n + 1)(n + 2) Rn where Rn = h(
k=2
1
giving

u n = n(n2 6_ 1) R n _ 1{ 1 + ~l n~k--~'2
-1 [2 + (k - 1)(a k + rk~k)u]~,

for n = 3, 4 , . . . . (31)
4. Case 1: r n = O. Suppose first t h a t we consider t h a t p,, the probability of
the new m e m b e r being d o m i n a t e d b y older members, is independent of the v,,
the scores of the older members. T h e n rn = 0, a n d R , = 1 for all n, so (31)
becomes
6 { 1+ In-1 }
un = n(n 2 -- 1) ~ ~ k[2 + (k - 1)a~] • (32)
k=2

To t a k e the simplest possibility first, also assume t h a t a n is a constant

independent of n,
an = a, (33)
p,
so t h a t is also a constant,
p, = p = ½(1 + a). (34)

Then (32) gives for the expected value of h,

3 1
u n = a2 + ~ (1 - a 2) = n +--'---1[3 + (n - 2)(2p - 1)2]. (35)

F o r p = ½, u , = 3 / ( n + 1). This is the no dominance bias case considered

in I, a n d the expected value of h is exactly the same as t h a t found in I. Thus
if t h e new member always has an equal chance, the society tends to equality
r a t h e r t h a n hierarchy.
I f p is either zero or one, u , = 1, a n d the society is always a hierarchy. I n
the case p = 1, the new member is d o m i n a t e d b y all the others and takes his
 ANIMAL SOCIETY S T R U C T U R E 157

place a t t h e b o t t o m o f the hierarchy. I f p -- 0, t h e new m e m b e r is always a t

t h e top. These results are, of course, a p p a r e n t w i t h o u t a n y calculation.
F o r n large, un - ~ (21D - 1) 9' + 3 / ( n + 1). I n I a n d I I we were interested in
finding conditions which would m a k e u n close t o 1, say u . > 0.95 for n = 10.
I t can be seen t h a t t h e present a s s u m p t i o n of c o n s t a n t p would yield such
values o n l y f f p were v e r y close to one or zero; t h a t is, ff the odds against t h e
new m e m b e r were so g r e a t t h a t he r a r e l y dominates a n y of t h e older members,
or w h a t seems m o r e unrealistic, if he is r a r e l y d o m i n a t e d b y a n y o f t h e m .
I t is m o r e reasonable t o e x p e c t t h a t t h e odds against the n e w c o m e r increase
as n, the size of the society, increases.
F o r ease o f calculation, we consider

a~ = ( 2 p - 1)9= 1 fl with 0 % fl < 1, (36)

n- 1
t h e n from (32),
3(n - 2) B
un = 1 2 ~ ~- 1-) r" (37)

W i t h B = 1, u . = ~ for n = 3 a n d 4, b u t t h e n rises and equals 0.87 for

n = 10. I n this case, u . approaches one as n becomes large.
2: r n ~ 0. W e now consider the ID~ to d e p e n d linearly o n t h e v~,
5. C a s e
according t o (13). F r o m (14) it is necessary to restxict a n a n d r n t o values
satisfying
-1 < a n + rn(n- 1) < 1 and - 1 _< a n < 1. (38)
This restriction suggests considering r . to be

rn = - - with -1 - an< a< 1 - an (39)

n- 1 - -
and' a i n d e p e n d e n t o f n. Also let
O~
b = a n + rn~ n = a n + - ~ (40)

where b also will be considered i n d e p e n d e n t o f n. The recurrence relation (25)

is t h e n given b y

un+l = n + 2
n-l[ 1
+ - -
n - 1 4(n - 1) 2 un +
3
(41)
(n + 1)(n + 2) + (n -
W e consider only a > 0, because a < 0 would m e a n t h a t the old m e m b e r s
with low scores are more likely to d o m i n a t e the new m e m b e r t h a n are those
 158 H.G. LANDAU

with high scores, which seems unrealistic. Now we compare the values o f u~
given b y (41) to those in Case 1 (r n = 0 or a -- 0), with t h e value of b being t h e
same as a in Case 1. E q u a t i n g b to a in Case 1 means t h a t p~ for a m e m b e r
w i t h a n average score, vn, is t h e same in t h e two cases. I t can be seen t h a t (41)
always gives higher values of u n because the f a c t o r
CC O~2
1+
n -- 1 4 ( n -- 1) 2

is always greater t h a n one, so t h a t t h e s t r u c t u r e is nearer the hierarchy. F o r n

v e r y large, t h e effect of this f a c t o r in ~ decreases, b u t it has a significant effect
w h e n a is a b o u t 1 or 2 a n d n m o d e r a t e (n = 10), as we show below.
T h e fact t h a t b enters t h e e q u a t i o n for u~ only as b 9"has the following signi-
ficance. F o r b = b' > 0, all the c~ with scores above average a n d some with
scores below average will t e n d to d o m i n a t e c n + 1. T h e cn + 1 will generally h a v e
a below average score. I f b = - b ' we h a v e a s y m m e t r i c a l situation with c~ + 1
t e n d i n g to d o m i n a t e all c~ with below average scores a n d some with a b o v e
average scores, a n d cn+ 1 will generally h a v e a corresponding a b o v e average
score. H o w e v e r , this difference has no effect on the e x p e c t e d value o f h.
T h e general solution for u~ given b y (31) does n o t lead to a simple expression
in t h e present case. H o w e v e r , we can get a useful expression for our purpose
b y writing u n as
% = A; + Ai + -A~
~ +.... (42)

W h e n (42) is inserted in (41), the coefficients can be evaluated. The result

is t h e a p p r o x i m a t i o n

N 3b2 + 6 [ 1 _ b2 a262 i] -1 ' for a ~ 2, (43)

t o t e r m s o f order 1In 2. T h e case a = 2 is considered below. F o r a -- 0,

b -- a a n d (43) differs f r o m (35) only in having n in place o f n + 1. T h e
a p p r o x i m a t i o n in (43) is good for large n a n d e n o t too close to 2. F o r a - ~ 2,
t h e e r r o r in (43) becomes large.
T h e fact t h a t a > 0 gives increased values o f u~ can be seen b y comparing
(43) w i t h (35), with b in (43) equal to a in (35) (this m e a n s equal lv~v, in t h e two
cases). As a numerical example, for p = ~, from (35), ulo = 0.55, while ff
p~ -- ½11 + v d ( n - 1)], t h e n direct calculation f r o m (41) gives ulo = 0.71.
F o r a = 2, un c a n n o t be expressed in t h e f o r m (42). I n this case, we m u s t
h a v e b = 0 f r o m (39) a n d (40). I n s t e a d o f A~ in (42), a t e r m (A'o In n ) / n is
 ANIMAL SOCIETY STRUCTURE 159

necessary in the asymptotic approximation for u n. This can be seen as follows:

U n = (n + 1)un satisfies

( ~
0 °

Un+l = 1 n 2 - 1" Un + n + 1

For n large, we approximate to this equation by replacing 1/(n 2 - 1) by 1/n 2.

The solution of this approximate equation can be written in the form

U,~=
n-----~
- [6'1+ k4_ .. , ~ "k J
We then use
~1 ~1- 1
I n n = C + 2n
1
12n 2 + " "

~ 1 . .92. . 1 + 1 ÷...

By fitting the constants to numerical values calculated from (41), we find

t h a t the approximation

un = n In + , for a = 2, (44)

is good for n > 6. Direct calculation of ul0 from (41) gives the value 0.811
while (44) gives 0.805.
The value a -- 2 is the largest possible for the linear dependence o f p t on v t.
I t means t h a t the new member is certain to be dominated b y an older one with
a score of n - - 1 and is certain to dominate one with a score of zero, with
intermediate probabilities for the others.
6. Conclusion. The results here are similar to those in II. The increase of
Pt with v~ tends to increase the expected value of h toward one for moderate n.
For large n, u n decreases because of the restrictions on the parameters a and b
imposed by the assumption of linearity. These result in p~ being near its value
for v = vn for most of the c~, i.e., those intermediate between the highest and
lowest ra~king members.
The above results Indicate t h a t un would be still larger ff the dependence of 1~
on v~, instead of being linear, were S-shaped; i.e., Pt near one for most high
ranking c~, near zero for most low ranking c~, and intermediate for others. I f
this type of relation is taken to the extreme, it can be seen to result In the
hierarchy being preserved.
That is, suppose ha = 1, and the c~ are numbered in order of increasing v~, so
160 H.G. LANDAU

v~=i- 1. L e t 1o~ = 0 for i < s, p~ = 1 for i _> s + 1, Ps a n y value with

O<_ps<_ 1. T h e n it is clear t h a t
v =i- for i <s,
? ! P
v;=8--1 and va + 1 = 8 or vs = s and Vn + 1 ~--- 8 -- 1,

v~ = i for i>s+ l,
a n d V,+I is also t h e hierarchy. Thus, once established the h i e r a r c h y would
persist, so t h a t starting w i t h n = 2 as considered above, t h e n h n = 1 for all n
u n d e r this assumption. Here, s could h a v e a n y value in the range 0 to n - 1,
a n d could v a r y with n.
This a s s u m p t i o n simply states t h a t cn+l dominates all c~ below a certain
rank, s, a n d is d o m i n a t e d b y all those a b o v e r a n k s, while the relation to the
sth m e m b e r can be in either direction. I t is then, for t h e hierarchy, a n
a s s u m p t i o n o f t r a n s i t i v i t y o f t h e d o m i n a n c e relation with respect to ca+ 1.
Suppose t h e starting s t r u c t u r e is n o t t h e hierarchy, b u t a similar assumption
still holds for each new m e m b e r , where now the r a n k is m e a s u r e d b y vt a n d can
be t h e same for two or more ce T h e n it can be seen, a l t h o u g h we will n o t write
o u t a p r o o f in detail, t h a t the s t r u c t u r e m u s t change in the direction of t h e
h i e r a r c h y as n increases.
This w o r k was aided b y t h e U n i t e d States Public H e a l t h Service Training
G r a n t No. 5-T1-G/¢I-833 f r o m t h e N a t i o n a l I n s t i t u t e of General l~edical
Sciences.

LITERATURE
David, H.A. 1963. The Method of Paired Comparisons. New York: Hafner Publishing
Co.
Kendall, M. G. and B. B. Smith. 1940. "On the Method of Paired Comparisons."
Biometrika, 31, 324-345.
Landau, H.G. 1951a. "On Dominance Relations and the Structure of Anlmal Societies:
I. Effect of Inherent Characteristics." Bull. Math. Biophysics, 13, 1-19.
1951b. "On Dominance Relations and the Structure of Animal Societies:
II. Some Effects of Possible Social Factors." Ibid., 13, 245-262.