The most extreme form of change in share of choice within a population involves a complete turnaround from 100% selecting one option to another. In practice this is unlikely to occur except within face-to-face small-group situations. Near instantaneous communication and acceptance of influencing information would seem to be one basic requirement. Nevertheless, it remains a theoretical possibility in larger groups and should be explicable by any theory of choice share change.
Preconditions for such dramatic change can be readily understood using Options Analysis concepts. It requires that the distributions of appeal for the options should have a correlation of +1.0 and only differ in their means. Standard deviations, skewness and kurtosis would need to be the same or similar. Here, an option which is perceptively better across-the-board (i.e. has a different mean) will have 100% of the share of choice and the others zero. Any change reversing the order of the means between the highest option and another will reverse the shares of choice.
The influence of the mean in such circumstances indicates the potential predictive capability of simulating the data (although a cursory glance would be sufficient here). Such a review would indicate the potential consequences of change.
The consequences may also be revealed through a combination of tracking and simulating appeal and its share effects. While tracking of share of choice will predict no change, tracking and projecting appeal then simulating the projected parameter effects would predict the dramatic change.
The data in the table below and the following graph show the results for the described scenario. While change in other parameters will not exhibit such extreme effects, the effects of their change on share of choice can also be substantial. In reality, situations are commonly muddy and complex. But the purpose here is to demonstrate that, in principle, changes in share can be expected to jump, non-linearly, depending on the appeal configuration, from time to time, and, that such jumps, with simulation, preferably combined with tracking or monitoring, may be predicted.
It is worth noting that volatility in share is by no means necessarily indicative of fickle or capricious decision-making on the part of any group. The example provided here portrays the very essence of steadiness and predictability. The share volatility is critically dependent on a particular coincidence of parameter configurations associated with the options.
|Changes in appeal and share - potential sensitivity and projectabiity|
|Option A Appeal||56||56||56||56||56||56||56||56||56||56|
|Option B Appeal||43||45||47||49||51||53||55||57||59||61|
|Option A Share||100%||100%||100%||100%||100%||100%||100%||0%||0%||0%|
|Option B Share||0%||0%||0%||0%||0%||0%||0%||100%||100%||100%|