In this paper, we present and discuss our experience in the task of probabi
lity elicitation from experts for the purpose of belief network constructio
n. In our study. we applied four techniques. Three of these techniques are
available from the literature, whereas the fourth one is a technique that w
e developed by adapting a method for the assessment of preferences to the t
ask of probability elicitation. The new technique is based on the Analytic
Hierarchy Process (AHP) proposed by Saaty [12], [13], 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.