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{{Short description|Proof all ranked voting rules have spoilers}} | |||
In ], '''Arrow’s impossibility theorem''', or '''Arrow’s paradox''', demonstrates that no voting system can convert the ranked preferences of individuals into a community-wide ranking while also meeting a certain set of reasonable criteria with three or more discrete options to choose from. These criteria are called ''unrestricted domain'', ''non-imposition'', ''non-dictatorship'', '']'', and '']''. The theorem is often cited in discussions of election theory as it is further interpreted by the ]. | |||
{{off topic|date=October 2024}} | |||
{{Electoral systems|expanded=Social and collective choice}} | |||
'''Arrow's impossibility theorem''' is a key result in ], showing that no ]-based ] can satisfy the requirements of ].<ref name="plato.stanford.edu"/> Most notably, ] showed that no such rule can satisfy all of a certain set of seemingly simple and reasonable conditions that include ], the principle that a choice between two alternatives {{Math|''A''}} and {{Math|''B''}} should not depend on the quality of some third, unrelated option {{Math|''C''}}.<ref name="Arrow1950">{{cite journal |last1=Arrow |first1=Kenneth J. |author-link1=Kenneth Arrow |year=1950 |title=A Difficulty in the Concept of Social Welfare |url=http://gatton.uky.edu/Faculty/hoytw/751/articles/arrow.pdf |url-status=dead |journal=] |volume=58 |issue=4 |pages=328–346 |doi=10.1086/256963 |jstor=1828886 |s2cid=13923619 |archive-url=https://web.archive.org/web/20110720090207/http://gatton.uky.edu/Faculty/hoytw/751/articles/arrow.pdf |archive-date=2011-07-20}}</ref><ref name="Arrow 1963234">{{Cite book |last=Arrow |first=Kenneth Joseph |url=http://cowles.yale.edu/sites/default/files/files/pub/mon/m12-2-all.pdf |title=Social Choice and Individual Values |date=1963 |publisher=Yale University Press |isbn=978-0300013641 |archive-url=https://ghostarchive.org/archive/20221009/http://cowles.yale.edu/sites/default/files/files/pub/mon/m12-2-all.pdf |archive-date=2022-10-09 |url-status=live}}</ref><ref name="Wilson1972">{{Cite journal |last=Wilson |first=Robert |date=December 1972 |title=Social choice theory without the Pareto Principle |url=https://doi.org/10.1016/0022-0531(72)90051-8 |journal=Journal of Economic Theory |volume=5 |issue=3 |pages=478–486 |doi=10.1016/0022-0531(72)90051-8 |issn=0022-0531}}</ref> | |||
The theorem is named after economist ], who demonstrated the theorem in his Ph.D. thesis and popularized it in his 1951 book '']''. The original paper was entitled "A Difficulty in the Concept of Social Welfare". <ref>Arrow, K.J., "A Difficulty in the Concept of Social Welfare", '']'' '''58'''(4) (August, 1950), pp. 328–346.</ref> Arrow was a co-recipient of the ]. | |||
The result is most often cited in discussions of ].<ref name="Borgers2233">{{Cite book |last=Borgers |first=Christoph |url=https://books.google.com/books?id=u_XMHD4shnQC |title=Mathematics of Social Choice: Voting, Compensation, and Division |date=2010-01-01 |publisher=SIAM |isbn=9780898716955 |quote=Candidates C and D spoiled the election for B ... With them in the running, A won, whereas without them in the running, B would have won. ... Instant runoff voting ... does ''not'' do away with the spoiler problem entirely}}</ref> However, Arrow's theorem is substantially broader, and can be applied to methods of social decision-making other than voting. It therefore generalizes ]'s ], and shows similar problems exist for every ] based on ].<ref name="plato.stanford.edu">{{cite book |title=The Stanford Encyclopedia of Philosophy |publisher=Metaphysics Research Lab, Stanford University |chapter=Arrow's Theorem |chapter-url=https://plato.stanford.edu/entries/arrows-theorem/ |first=Michael |last=Morreau |date=2014-10-13}}</ref> | |||
== Statement of the theorem == | |||
] methods like ] and ] are highly sensitive to spoilers,<ref name="McGann2002">{{Cite journal |last1=McGann |first1=Anthony J. |last2=Koetzle |first2=William |last3=Grofman |first3=Bernard |date=2002 |title=How an Ideologically Concentrated Minority Can Trump a Dispersed Majority: Nonmedian Voter Results for Plurality, Run-off, and Sequential Elimination Elections |url=https://www.jstor.org/stable/3088418 |journal=American Journal of Political Science |volume=46 |issue=1 |pages=134–147 |doi=10.2307/3088418 |issn=0092-5853 |jstor=3088418 |quote=As with simple plurality elections, it is apparent the outcome will be highly sensitive to the distribution of candidates.}}</ref><ref name="Borgers223222">{{Cite book |last=Borgers |first=Christoph |url=https://books.google.com/books?id=u_XMHD4shnQC |title=Mathematics of Social Choice: Voting, Compensation, and Division |date=2010-01-01 |publisher=SIAM |isbn=9780898716955 |quote=Candidates C and D spoiled the election for B ... With them in the running, A won, whereas without them in the running, B would have won. ... Instant runoff voting ... does ''not'' do away with the spoiler problem entirely, although it unquestionably makes it less likely to occur in practice.}}</ref> particularly in ] where they are not ].<ref name="Holliday23222">{{cite journal|last1=Holliday |first1=Wesley H. |title=Stable Voting |journal=Constitutional Political Economy |date=2023-03-14 |volume=34 |number=3 |doi=10.1007/s10602-022-09383-9 |issn=1572-9966 |doi-access=free |pages=421–433 |arxiv=2108.00542 |quote=This is a kind of stability property of Condorcet winners: you cannot dislodge a Condorcet winner ''A'' by adding a new candidate ''B'' to the election if A beats B in a head-to-head majority vote. For example, although the 2000 U.S. Presidential Election in Florida did not use ranked ballots, it is plausible (see Magee 2003) that Al Gore (A) would have won without Ralph Nader (B) in the election, and Gore would have beaten Nader head-to-head. Thus, Gore should still have won with Nader included in the election. |last2=Pacuit |first2=Eric}}</ref><ref name="Campbell2000">{{cite journal |last1=Campbell |first1=D. E. |last2=Kelly |first2=J. S. |year=2000 |title=A simple characterization of majority rule |journal=] |volume=15 |issue=3 |pages=689–700 |doi=10.1007/s001990050318 |jstor=25055296 |s2cid=122290254}}</ref> By contrast, ] of ] uniquely ]<ref name="Campbell2000"/> by restricting them to rare<ref name=":532322">{{Cite journal |last=Gehrlein |first=William V. |date=2002-03-01 |title=Condorcet's paradox and the likelihood of its occurrence: different perspectives on balanced preferences* |url=https://doi.org/10.1023/A:1015551010381 |journal=Theory and Decision |volume=52 |issue=2 |pages=171–199 |doi=10.1023/A:1015551010381 |issn=1573-7187}}</ref><ref name="VanDeemen">{{Cite journal |last=Van Deemen |first=Adrian |date=2014-03-01 |title=On the empirical relevance of Condorcet's paradox |url=https://doi.org/10.1007/s11127-013-0133-3 |journal=Public Choice |volume=158 |issue=3 |pages=311–330 |doi=10.1007/s11127-013-0133-3 |issn=1573-7101}}</ref> situations called ]s.<ref name="Holliday23222"/> Under some idealized models of voter behavior (e.g. ]), spoiler effects can disappear entirely for these methods.<ref name=":2">{{Cite journal |last=Black |first=Duncan |date=1948 |title=On the Rationale of Group Decision-making |url=https://www.jstor.org/stable/1825026 |journal=Journal of Political Economy |volume=56 |issue=1 |pages=23–34 |doi=10.1086/256633 |jstor=1825026 |issn=0022-3808}}</ref><ref name=":422">{{Cite book |last=Black |first=Duncan |author-link=Duncan Black |title=The theory of committees and elections |publisher=University Press |year=1968 |isbn=978-0-89838-189-4 |location=Cambridge, Eng.}}</ref> | |||
The need to aggregate ]s occurs in many different disciplines: in ], where one attempts to find an economic outcome which would be acceptable and stable; in decision making, where a person has to make a rational choice based on several criteria; and most naturally in ], which are mechanisms for extracting a decision from a multitude of voters' preferences. | |||
Arrow's theorem does not cover ] rules, and thus cannot be used to inform their susceptibility to the ]. However, ] shows these methods' susceptibility to ], and ] describe cases where rated methods are susceptible to the spoiler effect. | |||
The framework for Arrow's theorem assumes that we need to extract a preference order on a given set of options (outcomes). Each individual in the society (or equivalently, each decision criterion) gives a particular order of preferences on the set of outcomes. We are searching for a ] system, called a ''social welfare function'', which transforms the set of preferences into a single global societal preference order. The theorem considers the following properties, assumed to be reasonable requirements of a fair voting method: | |||
* '''non-dictatorship''': the social welfare function should account for the wishes of multiple voters. It can't simply mimic the preferences of a single voter. | |||
* '''unrestricted domain''' or '''universality''': the social welfare function should account for all preferences among all voters to yield a unique and complete ranking of societal choices. Thus, the voting mechanism must account for all individual preferences, it must do so in a manner that results in a complete ranking of preferences for society, and it must ] provide the same ranking each time voters' preferences are presented the same way. | |||
* ''']''' (IIA): the social welfare function should provide the same ranking of preferences among a subset of options as it would for a complete set of options. Changes in individuals' rankings of ''irrelevant'' alternatives (ones outside the subset) should have no impact on the societal ranking of the ''relevant'' subset. | |||
* '''positive association of social and individual values''' or ''']''': if any individual modifies his or her preference order by promoting a certain option, then the societal preference order should respond only by promoting that same option or not changing, never by placing it lower than before. An individual should not be able to hurt an option by ranking it ''higher''. | |||
* '''non-imposition''' or '''citizen sovereignty''': every possible societal preference order should be achievable by some set of individual preference orders. This means that the social welfare function is ]: It has an unrestricted target space. | |||
== Background == | |||
Arrow's theorem says that if the decision-making body has at least two members and at least three options to decide among, then it is impossible to design a social welfare function that satisfies all these conditions at once. | |||
{{Main|Social welfare function|Voting systems|Social choice theory}} | |||
When ] proved his theorem in 1950, it inaugurated the modern field of ], a branch of ] studying mechanisms to aggregate ] and ] across a society.<ref name=":1332">{{Cite journal |last=Harsanyi |first=John C. |date=1979-09-01 |title=Bayesian decision theory, rule utilitarianism, and Arrow's impossibility theorem |url=http://link.springer.com/10.1007/BF00126382 |journal=Theory and Decision |volume=11 |issue=3 |pages=289–317 |doi=10.1007/BF00126382 |issn=1573-7187 |quote=It is shown that the utilitarian welfare function satisfies all of Arrow's social choice postulates — avoiding the celebrated impossibility theorem by making use of information which is ''unavailable'' in Arrow's original framework. |accessdate=2020-03-20}}</ref> Such a mechanism of study can be a ], ], ], or even a ] or ] framework.<ref name="plato.stanford.edu" /> | |||
=== Axioms of voting systems === | |||
A later (1963) version of Arrow's theorem can be obtained by replacing the monotonicity and non-imposition criteria with: | |||
==== Preferences ==== | |||
* ''']''': if every individual prefers a certain option to another, then so must the resulting societal preference order. This, again, is a demand that the social welfare function will be minimally sensitive to the preference profile. | |||
{{Further|Preference (economics)}}In the context of Arrow's theorem, citizens are assumed to have ], i.e. ]. If {{math|''A''}} and {{math|''B''}} are different candidates or alternatives, then <math>A \succ B</math> means {{math|''A''}} is preferred to {{math|''B''}}. Individual preferences (or ballots) are required to satisfy intuitive properties of orderings, e.g. they must be ]—if <math>A \succeq B</math> and <math>B \succeq C</math>, then <math>A \succeq C</math>. The social choice function is then a ] that maps the individual orderings to a new ordering that represents the preferences of all of society. | |||
==== Basic assumptions ==== | |||
The later version of this theorem is stronger—has weaker conditions—since monotonicity, non-imposition, and independence of irrelevant alternatives together imply Pareto efficiency, whereas Pareto efficiency, non-imposition, and independence of irrelevant alternatives together do not imply monotonicity. | |||
Arrow's theorem assumes as background that any ] social choice rule will satisfy:<ref name="Gibbard1973">{{Cite journal |last=Gibbard |first=Allan |date=1973 |title=Manipulation of Voting Schemes: A General Result |url=https://www.jstor.org/stable/1914083 |journal=Econometrica |volume=41 |issue=4 |pages=587–601 |doi=10.2307/1914083 |jstor=1914083 |issn=0012-9682}}</ref> | |||
* ''''']''''' — the social choice function is a ] over the domain of all possible ], not just a ]. | |||
==Formal statement of the theorem== | |||
** In other words, the system must always make ''some'' choice, and cannot simply "give up" when the voters have unusual opinions. | |||
** Without this assumption, ] satisfies Arrow's axioms by "giving up" whenever there is a Condorcet cycle.<ref name="Campbell2000"/> | |||
* '']'' — the system does not depend on only one voter's ballot.<ref name="Arrow 1963234"/> | |||
** This weakens ] (]) to allow rules that treat voters unequally. | |||
** It essentially defines ''social'' choices as those depending on more than one person's input.<ref name="Arrow 1963234"/> | |||
* ] — the system does not ignore the voters entirely when choosing between some pairs of candidates.<ref name="Wilson1972"/><ref name=":13">{{Citation |last=Lagerspetz |first=Eerik |title=Arrow's Theorem |date=2016 |work=Social Choice and Democratic Values |series=Studies in Choice and Welfare |pages=171–245 |url=https://doi.org/10.1007/978-3-319-23261-4_4 |access-date=2024-07-20 |place=Cham |publisher=Springer International Publishing |language=en |doi=10.1007/978-3-319-23261-4_4 |isbn=978-3-319-23261-4}}</ref> | |||
** In other words, it is possible for any candidate to defeat any other candidate, given some combination of votes.<ref name="Wilson1972" /><ref name=":13" /><ref name="Quesada2002">{{Cite journal |last=Quesada |first=Antonio |date=2002 |title=From social choice functions to dictatorial social welfare functions |url=https://ideas.repec.org//a/ebl/ecbull/eb-02d70006.html |journal=Economics Bulletin |volume=4 |issue=16 |pages=1–7}}</ref> | |||
** This is often replaced with the stronger ''']''' axiom: if every voter prefers {{math|''A''}} over {{math|''B''}}, then {{math|''A''}} should defeat {{math|''B''}}. However, the weaker non-imposition condition is sufficient.<ref name="Wilson1972" /> | |||
Arrow's original statement of the theorem included ] as a condition, i.e., that ''increasing'' the rank of an outcome should not make them ''lose''—in other words, that a voting rule shouldn't penalize a candidate for being more popular.<ref name="Arrow1950" /> However, this assumption is not needed or used in his proof (except to derive the weaker condition of Pareto efficiency), and Arrow later corrected his statement of the theorem to remove the inclusion of this condition.<ref name="Arrow 1963234"/><ref name=":11">{{Cite journal |last1=Doron |first1=Gideon |last2=Kronick |first2=Richard |date=1977 |title=Single Transferrable Vote: An Example of a Perverse Social Choice Function |url=https://www.jstor.org/stable/2110496 |journal=American Journal of Political Science |volume=21 |issue=2 |pages=303–311 |doi=10.2307/2110496 |jstor=2110496 |issn=0092-5853}}</ref> | |||
==== Independence ==== | |||
Let <math> \mathrm{A} </math> be a set of '''outcomes''', <math> \mathrm{N} </math> a number of '''voters''' or '''decision criteria'''. We shall denote the set of all full linear orderings of <math> \mathrm{A} </math> by <math> \mathrm{L(A)} </math> (this set is equivalent to the set <math> \mathrm{S_{|A|}} </math> of permutations on the elements of <math> \mathrm{A} </math>). | |||
A commonly-considered axiom of ] is '']'' (IIA), which says that when deciding between {{math|''A''}} and {{math|''B''}}, one's opinion about a third option {{math|''C''}} should not affect their decision.<ref name="Arrow1950"/> | |||
* '''''] (IIA)''''' — the social preference between candidate {{math|''A''}} and candidate {{math|''B''}} should only depend on the individual preferences between {{math|''A''}} and {{math|''B''}}. | |||
** In other words, the social preference should not change from <math>A \succ B</math> to <math>B \succ A</math> if voters change their preference about whether <math>A \succ C</math>.<ref name="Arrow 1963234"/> | |||
** This is equivalent to the claim about independence of ] when using the ].<ref name="Quesada2002"/> | |||
IIA is sometimes illustrated with a short joke by philosopher ]:<ref name=":14">{{Cite journal |last=Pearce |first=David |title=Individual and social welfare: a Bayesian perspective |url=https://economia.uc.cl/wp-content/uploads/2022/12/Individual-and-Social-Welfare-A-Bayesian-Perspective-1-2.pdf |journal=Frisch Lecture Delivered to the World Congress of the Econometric Society}}</ref> | |||
: Morgenbesser, ordering dessert, is told by a waitress that he can choose between blueberry or apple pie. He orders apple. Soon the waitress comes back and explains cherry pie is also an option. Morgenbesser replies "In that case, I'll have blueberry." | |||
Arrow's theorem shows that if a society wishes to make decisions while always avoiding such self-contradictions, it cannot use ranked information alone.<ref name=":14" /> | |||
== Theorem == | |||
A (strict) '''social welfare function''' is a function | |||
<math> F : \mathrm{L(A)}^N \to \mathrm{L(A)} </math> | |||
which aggregates voters' preferences into a single preference order on <math> \mathrm{A} </math>. The <math> \mathrm{N} </math>-tuple <math> (R_1, \ldots, R_N) </math> of voter's preferences is called a ''preference profile''. In its strongest and most simple form, Arrow's impossibility theorem states that whenever the set <math> \mathrm{A} </math> of possible alternatives has more than 2 elements, then the following three conditions become incompatible: | |||
=== Intuitive argument === | |||
; '''unanimity''', or '''Pareto efficiency''': If alternative '''a''' is ranked above '''b''' for all orderings <math> R_1 , \ldots, R_N </math> , then '''a''' is ranked higher than '''b''' by <math> F(R_1, R_2, \ldots, R_N) </math>. (Note that unanimity implies non-imposition). | |||
] is already enough to see the impossibility of a fair ], given stronger conditions for fairness than Arrow's theorem assumes.<ref name=":10">{{Cite journal |last=McLean |first=Iain |date=1995-10-01 |title=Independence of irrelevant alternatives before Arrow |url=https://dx.doi.org/10.1016/0165-4896%2895%2900784-J |journal=Mathematical Social Sciences |volume=30 |issue=2 |pages=107–126 |doi=10.1016/0165-4896(95)00784-J |issn=0165-4896}}</ref> Suppose we have three candidates (<math>A</math>, <math>B</math>, and <math>C</math>) and three voters whose preferences are as follows: | |||
{| class="wikitable" style="text-align: center;" | |||
; non-dictatorship: There is no individual ''i'' whose preferences always prevail. That is, there is no <math> i \in \{1, \ldots,N\} </math> such that <math> \forall (R_1, \ldots, R_N) \in \mathrm{L(A)}^N, \quad F(R_1,R_2, \ldots, R_N) = R_i </math>. | |||
! Voter !! First preference !! Second preference !! Third preference | |||
|- | |||
! Voter 1 | |||
| A || B || C | |||
|- | |||
! Voter 2 | |||
| B || C || A | |||
|- | |||
! Voter 3 | |||
| C || A || B | |||
|} | |||
If <math>C</math> is chosen as the winner, it can be argued any fair voting system would say <math>B</math> should win instead, since two voters (1 and 2) prefer <math>B</math> to <math>C</math> and only one voter (3) prefers <math>C</math> to <math>B</math>. However, by the same argument <math>A</math> is preferred to <math>B</math>, and <math>C</math> is preferred to <math>A</math>, by a margin of two to one on each occasion. Thus, even though each individual voter has consistent preferences, the preferences of society are contradictory: <math>A</math> is preferred over <math>B</math> which is preferred over <math>C</math> which is preferred over <math>A</math>. | |||
; ''']''': For two preference profiles <math> (R_1, \ldots, R_N) </math> and <math> (S_1, \ldots, S_N) </math> such that for all individuals ''i'', alternatives '''a''' and '''b''' have the same order in <math>R_i</math> as in <math>S_i</math>, alternatives '''a''' and '''b''' have the same order in <math> F(R_1,R_2, \ldots, R_N)</math> as in <math> F(S_1,S_2, \ldots, S_N) </math>. | |||
Because of this example, some authors credit ] with having given an intuitive argument that presents the core of Arrow's theorem.<ref name=":10" /> However, Arrow's theorem is substantially more general; it applies to methods of making decisions other than one-man-one-vote elections, such as ] or ], based on ]. | |||
== Proof == | |||
Based on the proof by ] of ], ].<ref></ref> | |||
=== Formal statement === | |||
We wish to prove that any social choice system respecting unrestricted domain (U), the Weak Pareto Principle (WP), and independence of irrelevant alternatives (IIA) is a dictatorship. | |||
Let <math>A</math> be a set of ''alternatives''. A voter's ] over <math>A</math> are a ] and ] ] on <math>A</math> (sometimes called a ]), that is, a subset <math>R</math> of <math>A \times A</math> satisfying: | |||
# (Transitivity) If <math>(\mathbf{a}, \mathbf{b})</math> is in <math>R</math> and <math>(\mathbf{b}, \mathbf{c})</math> is in <math>R</math>, then <math>(\mathbf{a}, \mathbf{c})</math> is in <math>R</math>, | |||
# (Completeness) At least one of <math>(\mathbf{a}, \mathbf{b})</math> or <math>(\mathbf{b}, \mathbf{a})</math> must be in <math>R</math>. | |||
The element <math>(\mathbf{a}, \mathbf{b})</math> being in <math>R</math> is interpreted to mean that alternative <math>\mathbf{a}</math> is preferred to alternative <math>\mathbf{b}</math>. This situation is often denoted <math>\mathbf{a} \succ \mathbf{b}</math> or <math>\mathbf{a}R\mathbf{b}</math>. Denote the set of all preferences on <math>A</math> by <math>\Pi(A)</math>. Let <math>N</math> be a positive integer. An ] ''social welfare function'' is a function<ref name="Arrow1950"/> | |||
: <math> \mathrm{F} : \Pi(A)^N \to \Pi(A) </math> | |||
which aggregates voters' preferences into a single preference on <math>A</math>. An <math>N</math>-] <math>(R_1, \ldots, R_N) \in \Pi(A)^N</math> of voters' preferences is called a ''preference profile''. | |||
'''Arrow's impossibility theorem''': If there are at least three alternatives, then there is no social welfare function satisfying all three of the conditions listed below:<ref name="Gean">{{cite journal |last=Geanakoplos |first=John |year=2005 |title=Three Brief Proofs of Arrow's Impossibility Theorem |url=https://cowles.yale.edu/sites/default/files/files/pub/d11/d1123-r4.pdf |url-status=live |journal=] |volume=26 |issue=1 |pages=211–215 |citeseerx=10.1.1.193.6817 |doi=10.1007/s00199-004-0556-7 |jstor=25055941 |s2cid=17101545 |archive-url=https://ghostarchive.org/archive/20221009/https://cowles.yale.edu/sites/default/files/files/pub/d11/d1123-r4.pdf |archive-date=2022-10-09}}</ref> | |||
Say there are three choices for society, call them A, B, and C. Suppose first that everyone prefers option B the least. That is, everyone prefers every other option to B. By the Weak Pareto Principle, society must prefer every option to B, since if everyone prefers something to B, it must have a higher social ranking by WP. Specifically, society prefers A and C to B. Call this situation Profile 1. | |||
; ] | |||
: If alternative <math>\mathbf{a}</math> is preferred to <math>\mathbf{b}</math> for all orderings <math>R_1, \ldots, R_N</math>, then <math>\mathbf{a}</math> is preferred to <math>\mathbf{b}</math> by <math>F(R_1, R_2, \ldots, R_N)</math>.<ref name="Arrow1950" /> | |||
; ] | |||
: There is no individual <math>i</math> whose preferences always prevail. That is, there is no <math>i \in \{1, \ldots, N\}</math> such that for all <math>(R_1, \ldots, R_N) \in \Pi(A)^N</math> and all <math>\mathbf{a}</math> and <math>\mathbf{b}</math>, when <math>\mathbf{a}</math> is preferred to <math>\mathbf{b}</math> by <math>R_i</math> then <math>\mathbf{a}</math> is preferred to <math>\mathbf{b}</math> by <math>F(R_1, R_2, \ldots, R_N)</math>.<ref name="Arrow1950" /> | |||
; ] | |||
: For two preference profiles <math>(R_1, \ldots, R_N)</math> and <math>(S_1, \ldots, S_N)</math> such that for all individuals <math>i</math>, alternatives <math>\mathbf{a}</math> and <math>\mathbf{b}</math> have the same order in <math>R_i</math> as in <math>S_i</math>, alternatives <math>\mathbf{a}</math> and <math>\mathbf{b}</math> have the same order in <math>F(R_1, \ldots, R_N)</math> as in <math>F(S_1, \ldots, S_N)</math>.<ref name="Arrow1950" /> | |||
=== Formal proof === | |||
On the other hand, if everyone preferred B to everything else, then society would have to prefer B to everything else by WP. So it is clear that, if we take Profile 1 and, running through the members in the society in some arbitrary but specific order, move B from the bottom of each person's preference list to the top, there must be some point at which B moves off the bottom of society's preferences as well, since we know it eventually ends up at the top. | |||
{{Collapse top|title=Proof by decisive coalition}} | |||
Arrow's proof used the concept of ''decisive coalitions''.<ref name="Arrow 1963234"/> | |||
We now want to show that, during this process, at the point when the pivotal voter <math>n</math> moves B off the bottom of his preferences to the top, and society's B also moves off the bottom of its preferences, that society's B moves to the top of its preferences, not some intermediate point. | |||
Definition: | |||
To prove this, consider what would happen if it were not true. Then society would have some option it prefers to B, say A, and one less preferable than B, say C. (If otherwise, just change C's name to A and vice versa). | |||
* A subset of voters is a '''coalition'''. | |||
Now if each person moves his preference for C above A, then society would prefer C to A by WP. By the fact that A is already preferred to B, C would now be preferred to B as well in the social preference ranking. But moving C above A shouldn't change anything about how B and C compare, by independence of irrelevant alternatives. That is,since B is either at the very top or bottom of each person's preferences, so moving C or A around doesn't change how either compares with B. We have reached an absurd conclusion. | |||
* A coalition is '''decisive over an ordered pair <math>(x, y)</math>''' if, when everyone in the coalition ranks <math>x \succ_i y</math>, society overall will always rank <math>x \succ y</math>. | |||
* A coalition is '''decisive''' if and only if it is decisive over all ordered pairs. | |||
Our goal is to prove that the '''decisive coalition''' contains only one voter, who controls the outcome—in other words, a ]. | |||
Therefore, when all the voters through voter <math>n</math> have moved B from the bottom of their preferences to the top, society moves B from the bottom all the way to the top, not some intermediate point. | |||
The following proof is a simplification taken from ]<ref>{{Cite book |last=Sen |first=Amartya |url=https://www.degruyter.com/document/doi/10.7312/mask15328-003/html |title=The Arrow Impossibility Theorem |date=2014-07-22 |publisher=Columbia University Press |isbn=978-0-231-52686-9 |pages=29–42 |chapter=Arrow and the Impossibility Theorem |doi=10.7312/mask15328-003}}</ref> and ].<ref>{{Cite book |last=Rubinstein |first=Ariel |url=https://openlibrary.org/books/OL29649010M/Lecture_Notes_in_Microeconomic_Theory |title=Lecture Notes in Microeconomic Theory: The Economic Agent |publisher=Princeton University Press |year=2012 |isbn=978-1-4008-4246-9 |edition=2nd |at=Problem 9.5 |ol=29649010M}}</ref> The simplified proof uses an additional concept: | |||
In the second part of the proof, we show how voter <math>n</math> can be a dictator over society's decision between A and C. Call the case with all voters ''up to'' <math>n</math> having B on the bottom of their preferences and the rest with B at the top Profile II. Call the case with all voters ''up through'' <math>n</math> having B on the bottom and the rest having B on the top Profile III. | |||
* A coalition is '''weakly decisive''' over <math>(x, y)</math> if and only if when every voter <math>i</math> in the coalition ranks <math>x \succ_i y</math>, ''and'' every voter <math>j</math> outside the coalition ranks <math>y \succ_j x</math>, then <math>x \succ y</math>. | |||
Now suppose everyone up to <math>n</math> ranks B at the bottom, <math>n</math> ranks B below A but above C, and everyone else ranks B at the top. As far as A is concerned, this organization is just as in Profile II, which we proved puts B below A (in Profile II, B is actually at the bottom of the social ordering). C's new position is irrelevant to the B-A ordering for society because of IIA. Likewise, <math>n</math>'s new ordering has a relationship between B and C that is just as in profile III, which we proved has B above C (B is actually at the top). Hence we know society puts A above B above C. And if person <math>n</math> flipped A and C, society would have to flip its preferences by the same argument. Hence B gets to be a dictator over society's decision between A and C. | |||
Thenceforth assume that the social choice system satisfies unrestricted domain, Pareto efficiency, and IIA. Also assume that there are at least 3 distinct outcomes. | |||
Since B is irrelevant (IIA) to the decision between A and C, the fact that we assumed particular profiles that put B in particular places doesn't matter. This was just a way of finding out, by example, who the dictator over A and C was. But all we need to know is that he exists. | |||
{{Math theorem | |||
| math_statement = if a coalition <math>G</math> is weakly decisive over <math>(x, y)</math> for some <math>x \neq y</math>, then it is decisive. | |||
| name = Field expansion lemma | |||
| note = | |||
}} {{Math proof|proof=Let <math>z</math> be an outcome distinct from <math>x, y</math>. | |||
Claim: <math>G</math> is decisive over <math>(x, z)</math>. | |||
Finally, we want to show that the dictator can also dictate over the A-B pair and over the C-B pair. Consider that we have proven that there are dictators over the A-B, B-C, and A-C pairs, but they are not necessarily the same dictator. However, if you take the two dictators who can dictate over A-B and B-C, for example, they together can determine the A-C outcome, contradicting the idea that there is some third dictator who can dictate over the A-C pair. Hence the existence of these dictators is enough to prove that they are the same person, otherwise they would be able to overrule one another, a contradiction. | |||
Let everyone in <math>G</math> vote <math>x</math> over <math>z</math>. By IIA, changing the votes on <math>y</math> does not matter for <math>x, z</math>. So change the votes such that <math>x \succ_i y \succ_i z</math> in <math>G</math> and <math>y \succ_i x</math> and <math>z</math> outside of <math>G</math>. | |||
==Interpretations of the theorem== | |||
By Pareto, <math>y \succ z</math>. By coalition weak-decisiveness over <math>(x, y)</math>, <math>x \succ y</math>. Thus <math>x \succ z</math>. <math>\square</math> | |||
Arrow's theorem is a mathematical result, but it is often expressed in a non-mathematical way with a statement such as ''"No voting method is fair"'', ''"Every ranked voting method is flawed"'', or ''"The only voting method that isn't flawed is a dictatorship"''. These statements are simplifications of Arrow's result which are not universally considered to be true. What Arrow's theorem does state is that, given a preference ordering of all candidates assumed for all voters, a voting mechanism cannot comply with all of the conditions given above simultaneously. | |||
Similarly, <math>G</math> is decisive over <math>(z, y)</math>. | |||
Arrow did use the term "fair" to refer to his criteria. Indeed, ], as well as the demand for non-imposition, seems trivial. As for the ] (IIA)—suppose Chris, Bill and Agnes are running for office, and suppose Agnes has a clear advantage. Now suppose a new candidate, Dave, enters the race, and Dave's candidacy is ranked last by the balloting system. In this case Dave is termed an irrelevant alternative according to Arrow's criteria. Arrow suggests that Dave's candidacy should not change the result so that now Bill, and not Agnes, would win the race. This would seem ''"unfair"'' by many. And yet it can happen in some balloting systems (often when, as in this example, Dave is similar in his political message to Agnes), and Arrow's theorem states that these "unfair" situations cannot be avoided in general, without relaxing some other criterion. Something has to give. So the important question to be asked, in light of Arrow's theorem is: which condition should be relaxed? | |||
By iterating the above two claims (note that decisiveness implies weak-decisiveness), we find that <math>G</math> is decisive over all ordered pairs in <math>\{x, y, z\}</math>. Then iterating that, we find that <math>G</math> is decisive over all ordered pairs in <math>X</math>.}} {{Math theorem | |||
Various theorists have suggested weakening the IIA criterion as a way out of the paradox. Proponents of ranked voting methods contend that the IIA is an unreasonably strong criterion, which actually does not hold in most real-life situations. Indeed, the IIA criterion is the one breached in most useful ]s. | |||
| math_statement = If a coalition is decisive, and has size <math>\geq 2</math>, then it has a proper subset that is also decisive. | |||
| name = Group contraction lemma | |||
| note = | |||
}} {{Math proof|proof=Let <math>G</math> be a coalition with size <math>\geq 2</math>. Partition the coalition into nonempty subsets <math>G_1, G_2</math>. | |||
Fix distinct <math>x, y, z</math>. Design the following voting pattern (notice that it is the cyclic voting pattern which causes the Condorcet paradox): | |||
Advocates of this position point out that failure of the standard IIA criterion is trivially implied by the possibility of cyclic preferences. If voters cast ballots as follows... | |||
<math>\begin{align} | |||
7 votes for A > B > C<br /> | |||
\text{voters in } G_1&: x \succ_i y \succ_i z \\ | |||
6 votes for B > C > A<br /> | |||
\text{voters in } G_2&: z \succ_i x \succ_i y \\ | |||
5 votes for C > A > B | |||
\text{voters outside } G&: y \succ_i z \succ_i x | |||
\end{align}</math> | |||
(Items other than <math>x, y, z</math> are not relevant.) | |||
...then the net preference of the group is that A wins over B, B wins over C, and C wins over A. In this circumstance, ''any'' system that picks a unique winner, and satisfies the very basic majoritarian rule that a candidate who receives a majority of all first-choice votes must win the election, will fail the IIA criterion. ], consider that if a system currently picks A, and B drops out of the race (as e.g. in a ]), the remaining votes will be: | |||
Since <math>G</math> is decisive, we have <math>x \succ y</math>. So at least one is true: <math>x \succ z</math> or <math>z \succ y</math>. | |||
7 votes for A > C<br /> | |||
11 votes for C > A | |||
If <math>x \succ z</math>, then <math>G_1</math> is weakly decisive over <math>(x, z)</math>. If <math>z \succ y</math>, then <math>G_2</math> is weakly decisive over <math>(z, y)</math>. Now apply the field expansion lemma.}} | |||
Thus, C will win, even though the change (B dropping out) concerned an "irrelevant" alternative candidate who did not win in the original circumstance. | |||
By Pareto, the entire set of voters is decisive. Thus by the group contraction lemma, there is a size-one decisive coalition—a dictator. | |||
So, what Arrow's theorem really shows is that voting is a non-trivial game, and that ] should be used to predict the outcome of most voting mechanisms. This could be seen as a discouraging result, because a game need not have efficient equilibria, ''e.g.'', a ballot could result in an alternative nobody really wanted in the first place, yet everybody voted for. | |||
{{Collapse bottom}} | |||
{{Collapse top|title=Proof by showing there is only one pivotal voter}} | |||
Note, however, that not all voting systems require (or even allow), as input, a strict ordering of all candidates, and thus Arrow's theorem does not necessarily apply to all voting systems. At least one theorist, Warren Smith, claims that ] satisfies all the listed criteria, under some interpretations; but Range voting does not necessarily collect a strict preference order, as it allows equal rating of candidates; thus it is not a counter-example to Arrow's theorem. | |||
Proofs using the concept of the '''pivotal voter''' originated from Salvador Barberá in 1980.<ref>{{Cite journal |last=Barberá |first=Salvador |date=January 1980 |title=Pivotal voters: A new proof of arrow's theorem |journal=Economics Letters |volume=6 |issue=1 |pages=13–16 |doi=10.1016/0165-1765(80)90050-6 |issn=0165-1765}}</ref> The proof given here is a simplified version based on two proofs published in '']''.<ref name="Gean">{{cite journal |last=Geanakoplos |first=John |year=2005 |title=Three Brief Proofs of Arrow's Impossibility Theorem |url=https://cowles.yale.edu/sites/default/files/files/pub/d11/d1123-r4.pdf |url-status=live |journal=] |volume=26 |issue=1 |pages=211–215 |citeseerx=10.1.1.193.6817 |doi=10.1007/s00199-004-0556-7 |jstor=25055941 |s2cid=17101545 |archive-url=https://ghostarchive.org/archive/20221009/https://cowles.yale.edu/sites/default/files/files/pub/d11/d1123-r4.pdf |archive-date=2022-10-09}}</ref><ref>{{cite journal |last1=Yu |first1=Ning Neil |year=2012 |title=A one-shot proof of Arrow's theorem |journal=] |volume=50 |issue=2 |pages=523–525 |doi=10.1007/s00199-012-0693-3 |jstor=41486021 |s2cid=121998270}}</ref> | |||
== |
==== Setup ==== | ||
Assume there are ''n'' voters. We assign all of these voters an arbitrary ID number, ranging from ''1'' through ''n'', which we can use to keep track of each voter's identity as we consider what happens when they change their votes. ], we can say there are three candidates who we call '''A''', '''B''', and '''C'''. (Because of IIA, including more than 3 candidates does not affect the proof.) | |||
The preceding discussion assumes that the "correct" way to deal with Arrow's paradox is to eliminate (or weaken) one of the criteria. The IIA criterion is the most natural candidate. Yet there are other "ways out". | |||
We will prove that any social choice rule respecting unanimity and independence of irrelevant alternatives (IIA) is a dictatorship. The proof is in three parts: | |||
] has shown that if there is only one agenda by which the preferences are judged, then all of Arrow's axioms are met by the ]. Formally, this means that if we properly restrict the ] of the social welfare function, then all is well. Black's restriction, the ''"single-peaked preference"'' principle, states that there is some predetermined linear ordering '''P''' of the alternative set. Every voter has some special place he likes best along that line, and his dislike for an alternative grows larger as the alternative goes further away from that spot. | |||
# We identify a ''pivotal voter'' for each individual contest ('''A''' vs. '''B''', '''B''' vs. '''C''', and '''A''' vs. '''C'''). Their ballot swings the societal outcome. | |||
# We prove this voter is a ''partial'' dictator. In other words, they get to decide whether A or B is ranked higher in the outcome. | |||
# We prove this voter is the same person, hence this voter is a ]. | |||
==== Part one: There is a pivotal voter for A vs. B ==== | |||
Indeed, many different social welfare functions can meet Arrow's conditions under such restrictions of the domain. It has been proved, however, that under any such restriction, if there exists any social welfare function that adheres to Arrow's criteria, then the majority rule will adhere to Arrow's criteria.<ref>Campbell, D.E., Kelly, J.S., "A simple characterization of majority rule", ''Economic Theory'' '''15''' (2000), pp. 689–700.</ref> Under single-peaked preferences, then, the ''majority rule'' is in some respects the most natural voting mechanism. | |||
] | |||
Consider the situation where everyone prefers '''A''' to '''B''', and everyone also prefers '''C''' to '''B'''. By unanimity, society must also prefer both '''A''' and '''C''' to '''B'''. Call this situation ''profile''. | |||
On the other hand, if everyone preferred '''B''' to everything else, then society would have to prefer '''B''' to everything else by unanimity. Now arrange all the voters in some arbitrary but fixed order, and for each ''i'' let ''profile i'' be the same as ''profile 0'', but move '''B''' to the top of the ballots for voters 1 through ''i''. So ''profile 1'' has '''B''' at the top of the ballot for voter 1, but not for any of the others. ''Profile 2'' has '''B''' at the top for voters 1 and 2, but no others, and so on. | |||
Another common way "around" the paradox is limiting the alternative set to two alternatives. Thus, whenever more than two alternatives should be put to the test, it seems very tempting to use a mechanism that pairs them and votes by pairs. As tempting as this mechanism seems at first glance, it is generally far from meeting even the Pareto principle, not to mention IIA. The specific order by which the pairs are decided strongly influences the outcome. This is not necessarily a bad feature of the mechanism. Many sports use the tournament mechanism—essentially a pairing mechanism—to choose a winner. This gives considerable opportunity for weaker teams to win, thus adding interest and tension throughout the tournament. In effect, the mechanism by which the choices are limited to two candidates is best considered as a part of the balloting system, and hence Arrow's theorem applies. | |||
Since '''B''' eventually moves to the top of the societal preference as the profile number increases, there must be some profile, number ''k'', for which '''B''' ''first'' moves ''above'' '''A''' in the societal rank. We call the voter ''k'' whose ballot change causes this to happen the ''pivotal voter for '''B''' over '''A'''''. Note that the pivotal voter for '''B''' over '''A''' is not, ], the same as the pivotal voter for '''A''' over '''B'''. In part three of the proof we will show that these do turn out to be the same. | |||
There has developed an entire literature following from Arrow's original work which finds other impossibilities as well as some possibility results. For example, if we weaken the requirement that the social choice rule must create a social preference ordering which satisfies transitivity and instead only require acyclicity (if a is preferred to b, and b is preferred to c, then it is not the case that c is preferred to a) there do exist social choice rules which satisfy Arrow's requirements. | |||
Also note that by IIA the same argument applies if ''profile 0'' is any profile in which '''A''' is ranked above '''B''' by every voter, and the pivotal voter for '''B''' over '''A''' will still be voter ''k''. We will use this observation below. | |||
Economist and Nobel prize winner ] has suggested at least two other alternatives. He has offered both relaxation of transitivity and removal of the Pareto principle. He has shown the existence of voting mechanisms which comply with all of Arrow's criteria, but supply only semi-transitive results. | |||
==== Part two: The pivotal voter for B over A is a dictator for B over C ==== | |||
Also, he has demonstrated another interesting impossibility result, known as the "impossibility of the Paretian Liberal". (See ] for details). Sen went on to argue that this demonstrates the futility of demanding Pareto optimality in relation to voting mechanisms. | |||
In this part of the argument we refer to voter ''k'', the pivotal voter for '''B''' over '''A''', as the ''pivotal voter'' for simplicity. We will show that the pivotal voter dictates society's decision for '''B''' over '''C'''. That is, we show that no matter how the rest of society votes, if ''pivotal voter'' ranks '''B''' over '''C''', then that is the societal outcome. Note again that the dictator for '''B''' over '''C''' is not a priori the same as that for '''C''' over '''B'''. In part three of the proof we will see that these turn out to be the same too. | |||
] | |||
In the following, we call voters 1 through ''k − 1'', ''segment one'', and voters ''k + 1'' through ''N'', ''segment two''. To begin, suppose that the ballots are as follows: | |||
* Every voter in segment one ranks '''B''' above '''C''' and '''C''' above '''A'''. | |||
Advocates of ] consider unrestricted domain to be the best criteria to weaken. In approval voting, voters can only vote 'for' or 'against' each candidate, preventing them from making distinctions between their favored candidates and merely acceptable ones. | |||
* Pivotal voter ranks '''A''' above '''B''' and '''B''' above '''C'''. | |||
* Every voter in segment two ranks '''A''' above '''B''' and '''B''' above '''C'''. | |||
Then by the argument in part one (and the last observation in that part), the societal outcome must rank '''A''' above '''B'''. This is because, except for a repositioning of '''C''', this profile is the same as ''profile k − 1'' from part one. Furthermore, by unanimity the societal outcome must rank '''B''' above '''C'''. Therefore, we know the outcome in this case completely. | |||
Advocates of ] also consider unrestricted domain to be the best criteria to violate- but instead of limiting voter options like approval voting, range voting increases the number of voter options beyond what Arrow's Theorem allows. | |||
Now suppose that pivotal voter moves '''B''' above '''A''', but keeps '''C''' in the same position and imagine that any number (even all!) of the other voters change their ballots to move '''B''' below '''C''', without changing the position of '''A'''. Then aside from a repositioning of '''C''' this is the same as ''profile k'' from part one and hence the societal outcome ranks '''B''' above '''A'''. Furthermore, by IIA the societal outcome must rank '''A''' above '''C''', as in the previous case. In particular, the societal outcome ranks '''B''' above '''C''', even though Pivotal Voter may have been the ''only'' voter to rank '''B''' above '''C'''. ] IIA, this conclusion holds independently of how '''A''' is positioned on the ballots, so pivotal voter is a dictator for '''B''' over '''C'''. | |||
== Scalar rankings from a vector of attributes and the IIA property == | |||
The IIA property might not be satisfied in human decision-making of realistic complexity because the ''scalar'' preference ranking is effectively derived from the weighting—not usually explicit—of a ''vector'' of attributes (one book dealing with the Arrow theorem invites the reader to consider the related problem of creating a scalar measure for the track and field ] event—e.g. how does one make scoring 600 points in the discus event "commensurable" with scoring 600 points in the 1500 m race) and this scalar ranking can depend sensitively on the weighting of different attributes, with the tacit weighting itself affected by the context and contrast created by apparently "irrelevant" choices. Edward MacNeal discusses this sensitivity problem with respect to the ranking of "most livable city" in the chapter "Surveys" of his book ''MathSemantics: making numbers talk sense'' (1994). | |||
==== Part three: There exists a dictator ==== | |||
] | |||
In this part of the argument we refer back to the original ordering of voters, and compare the positions of the different pivotal voters (identified by applying parts one and two to the other pairs of candidates). First, the pivotal voter for '''B''' over '''C''' must appear earlier (or at the same position) in the line than the dictator for '''B''' over '''C''': As we consider the argument of part one applied to '''B''' and '''C''', successively moving '''B''' to the top of voters' ballots, the pivot point where society ranks '''B''' above '''C''' must come at or before we reach the dictator for '''B''' over '''C'''. Likewise, reversing the roles of '''B''' and '''C''', the pivotal voter for '''C''' over '''B''' must be at or later in line than the dictator for '''B''' over '''C'''. In short, if ''k''<sub>X/Y</sub> denotes the position of the pivotal voter for '''X''' over '''Y''' (for any two candidates '''X''' and '''Y'''), then we have shown | |||
: ''k''<sub>B/C</sub> ≤ k<sub>B/A</sub> ≤ ''k''<sub>C/B</sub>. | |||
Now repeating the entire argument above with '''B''' and '''C''' switched, we also have | |||
: ''k''<sub>C/B</sub> ≤ ''k''<sub>B/C</sub>. | |||
Therefore, we have | |||
: ''k''<sub>B/C</sub> = k<sub>B/A</sub> = ''k''<sub>C/B</sub> | |||
and the same argument for other pairs shows that all the pivotal voters (and hence all the dictators) occur at the same position in the list of voters. This voter is the dictator for the whole election. | |||
{{Collapse bottom}} | |||
=== Stronger versions === | |||
Arrow's impossibility theorem still holds if Pareto efficiency is weakened to the following condition:<ref name="Wilson1972"/> | |||
; Non-imposition | |||
: For any two alternatives '''a''' and '''b''', there exists some preference profile {{math|''R''{{sub|1}} , …, ''R''{{sub|''N''}}}} such that {{math|'''a'''}} is preferred to {{math|'''b'''}} by {{math|F(''R''{{sub|1}}, ''R''{{sub|2}}, …, ''R''{{sub|''N''}})}}. | |||
== Interpretation and practical solutions == | |||
Arrow's theorem establishes that no ranked voting rule can ''always'' satisfy independence of irrelevant alternatives, but it says nothing about the frequency of spoilers. This led Arrow to remark that "Most systems are not going to work badly all of the time. All I proved is that all can work badly at times."<ref name=":0233">{{cite web |last1=Hamlin |first1=Aaron |date=25 May 2015 |title=CES Podcast with Dr Arrow |url=https://electionscience.org/commentary-analysis/voting-theory-podcast-2012-10-06-interview-with-nobel-laureate-dr-kenneth-arrow/ |url-status=dead |archive-url=https://web.archive.org/web/20181027170517/https://electology.org/podcasts/2012-10-06_kenneth_arrow |archive-date=27 October 2018 |access-date=9 March 2023 |website=Center for Election Science |publisher=CES}}</ref><ref name="ns1222">{{cite journal |last=McKenna |first=Phil |date=12 April 2008 |title=Vote of no confidence |url=http://rangevoting.org/McKennaText.txt |journal=New Scientist |volume=198 |issue=2651 |pages=30–33 |doi=10.1016/S0262-4079(08)60914-8}}</ref> | |||
Attempts at dealing with the effects of Arrow's theorem take one of two approaches: either accepting his rule and searching for the least spoiler-prone methods, or dropping one or more of his assumptions, such as by focusing on ] rules.<ref name=":14"/> | |||
=== {{Anchor|Minimizing}}Minimizing IIA failures: Majority-rule methods === | |||
{{Main|Condorcet cycle}} | |||
] | |||
The first set of methods studied by economists are the ]. These rules limit spoilers to situations where majority rule is self-contradictory, called ]s, and as a result uniquely minimize the possibility of a spoiler effect among ranked rules. (Indeed, many different social welfare functions can meet Arrow's conditions under such restrictions of the domain. It has been proven, however, that under any such restriction, if there exists any social welfare function that adheres to Arrow's criteria, then ] will adhere to Arrow's criteria.<ref name="Campbell2000"/>) Condorcet believed voting rules should satisfy both independence of irrelevant alternatives and the ], i.e. if most voters rank ''Alice'' ahead of ''Bob'', ''Alice'' should defeat ''Bob'' in the election.<ref name=":10"/> | |||
Unfortunately, as Condorcet proved, this rule can be intransitive on some preference profiles.<ref>{{Cite journal |last=Gehrlein |first=William V. |date=1983-06-01 |title=Condorcet's paradox |url=https://doi.org/10.1007/BF00143070 |journal=Theory and Decision |language=en |volume=15 |issue=2 |pages=161–197 |doi=10.1007/BF00143070 |issn=1573-7187}}</ref> Thus, Condorcet proved a weaker form of Arrow's impossibility theorem long before Arrow, under the stronger assumption that a voting system in the two-candidate case will agree with a simple majority vote.<ref name=":10" /> | |||
Unlike pluralitarian rules such as ] or ],<ref name="McGann2002"/> ]s avoid the spoiler effect in non-cyclic elections, where candidates can be chosen by majority rule. Political scientists have found such cycles to be fairly rare, suggesting they may be of limited practical concern.<ref name="VanDeemen" /> ] also suggest such paradoxes are likely to be infrequent<ref name=":72">{{Cite journal |last1=Wolk |first1=Sara |last2=Quinn |first2=Jameson |last3=Ogren |first3=Marcus |date=2023-09-01 |title=STAR Voting, equality of voice, and voter satisfaction: considerations for voting method reform |url=https://doi.org/10.1007/s10602-022-09389-3 |journal=Constitutional Political Economy |volume=34 |issue=3 |pages=310–334 |doi=10.1007/s10602-022-09389-3 |issn=1572-9966}}</ref><ref name=":532322"/> or even non-existent.<ref name=":2" /> | |||
==== {{Anchor|Single peak}}Left-right spectrum ==== | |||
{{Main|Median voter theorem}} | |||
Soon after Arrow published his theorem, ] showed his own remarkable result, the ]. The theorem proves that if voters and candidates are arranged on a ], Arrow's conditions are all fully compatible, and all will be met by any rule satisfying ].<ref name=":2" /><ref name=":422">{{Cite book |last=Black |first=Duncan |author-link=Duncan Black |title=The theory of committees and elections |publisher=University Press |year=1968 |isbn=978-0-89838-189-4 |location=Cambridge, Eng.}}</ref> | |||
More formally, Black's theorem assumes preferences are ''single-peaked'': a voter's happiness with a candidate goes up and then down as the candidate moves along some spectrum. For example, in a group of friends choosing a volume setting for music, each friend would likely have their own ideal volume; as the volume gets progressively too loud or too quiet, they would be increasingly dissatisfied. If the domain is restricted to profiles where every individual has a single-peaked preference with respect to the linear ordering, then social preferences are acyclic. In this situation, Condorcet methods satisfy a wide variety of highly-desirable properties, including being fully spoilerproof.<ref name=":2" /><ref name=":422"/><ref name="Campbell2000"/> | |||
The rule does not fully generalize from the political spectrum to the political compass, a result related to the ].<ref name=":2" /><ref>{{Cite journal |last1=McKelvey |first1=Richard D. |author-link=Richard McKelvey |year=1976 |title=Intransitivities in multidimensional voting models and some implications for agenda control |journal=Journal of Economic Theory |volume=12 |issue=3 |pages=472–482 |doi=10.1016/0022-0531(76)90040-5}}</ref> However, a well-defined Condorcet winner does exist if the ] of voters is ] or otherwise has a ].<ref>{{Cite journal |last1=Davis |first1=Otto A. |last2=DeGroot |first2=Morris H. |last3=Hinich |first3=Melvin J. |date=1972 |title=Social Preference Orderings and Majority Rule |url=http://www.jstor.org/stable/1909727 |journal=Econometrica |volume=40 |issue=1 |pages=147–157 |doi=10.2307/1909727 |jstor=1909727 |issn=0012-9682}}</ref><ref name="dotti2">{{Cite thesis |title=Multidimensional voting models: theory and applications |url=https://discovery.ucl.ac.uk/id/eprint/1516004/ |publisher=UCL (University College London) |date=2016-09-28 |degree=Doctoral |first=V. |last=Dotti}}</ref> In most realistic situations, where voters' opinions follow a roughly-] or can be accurately summarized by one or two dimensions, Condorcet cycles are rare (though not unheard of).<ref name=":72" /><ref name="Holliday23222"/> | |||
==== Generalized stability theorems ==== | |||
The Campbell-Kelly theorem shows that Condorcet methods are the most spoiler-resistant class of ranked voting systems: whenever it is possible for some ranked voting system to avoid a spoiler effect, a Condorcet method will do so.<ref name="Campbell2000" /> In other words, replacing a ranked method with its Condorcet variant (i.e. elect a Condorcet winner if they exist, and otherwise run the method) will sometimes prevent a spoiler effect, but can never create a new one.<ref name="Campbell2000" /> | |||
In 1977, ] and ] gave a full characterization of domain restrictions admitting a nondictatorial and ] social welfare function. These correspond to preferences for which there is a Condorcet winner.<ref>{{Cite journal |last1=Kalai |first1=Ehud |last2=Muller |first2=Eitan |year=1977 |title=Characterization of domains admitting nondictatorial social welfare functions and nonmanipulable voting procedures |url=http://www.kellogg.northwestern.edu/research/math/papers/234.pdf |journal=Journal of Economic Theory |volume=16 |issue=2 |pages=457–469 |doi=10.1016/0022-0531(77)90019-9}}</ref> | |||
Holliday and Pacuit devised a voting system that provably minimizes the number of candidates who are capable of spoiling an election, albeit at the cost of occasionally failing ] (though at a much lower rate than seen in ]).<ref name="Holliday23222"/>{{clarify|reason=Needs a quote saying what is claimed, for instance how it has fewer spoilers than other Smith methods.|date=November 2024}} | |||
=== Going beyond Arrow's theorem: Rated voting === | |||
{{main article|Spoiler effect}} | |||
As shown above, the proof of Arrow's theorem relies crucially on the assumption of ], and is not applicable to ]. This opens up the possibility of passing all of the criteria given by Arrow. These systems ask voters to rate candidates on a numerical scale (e.g. from 0–10), and then elect the candidate with the highest average (for score voting) or median (]).<ref name=":mj2">{{cite book |last1=Balinski |first1=M. L. |title=Majority judgment: measuring, ranking, and electing |last2=Laraki |first2=Rida |date=2010 |publisher=MIT Press |isbn=9780262545716 |location=Cambridge, Mass}}</ref>{{rp|4–5}} | |||
Because Arrow's theorem no longer applies, other results are required to determine whether rated methods are immune to the ], and under what circumstances. Intuitively, cardinal information can only lead to such immunity if it's meaningful; simply providing cardinal data is not enough.<ref name="x031">{{cite web | last=Morreau | first=Michael | title=Arrow's Theorem | website=Stanford Encyclopedia of Philosophy | date=2014-10-13 | url=https://plato.stanford.edu/entries/arrows-theorem/#ConAga | access-date=2024-10-09 | quote=One important finding was that having cardinal utilities is not by itself enough to avoid an impossibility result. ... Intuitively speaking, to put information about preference strengths to good use it has to be possible to compare the strengths of different individuals’ preferences. }}</ref> | |||
Some rated systems, such as ] and ], pass independence of irrelevant alternatives when the voters rate the candidates on an absolute scale. However, when they use relative scales, more general impossibility theorems show that the methods (within that context) still fail IIA.<ref name="w444">{{cite journal | last=Roberts | first=Kevin W. S. | title=Interpersonal Comparability and Social Choice Theory | journal=The Review of Economic Studies | publisher= | volume=47 | issue=2 | year=1980 | issn=0034-6527 | jstor=2297002 | pages=421–439 | doi=10.2307/2297002 | url=http://www.jstor.org/stable/2297002 | access-date=2024-09-25 |quote=If f satisfies U, I, P, and CNC then there exists a dictator.}}</ref> As Arrow later suggested, relative ratings may provide more information than pure rankings,<ref name=":032">{{Cite journal |last1=Maio |first1=Gregory R. |last2=Roese |first2=Neal J. |last3=Seligman |first3=Clive |last4=Katz |first4=Albert |date=1 June 1996 |title=Rankings, Ratings, and the Measurement of Values: Evidence for the Superior Validity of Ratings |journal=Basic and Applied Social Psychology |volume=18 |issue=2 |pages=171–181 |doi=10.1207/s15324834basp1802_4 |issn=0197-3533 |quote=Many value researchers have assumed that rankings of values are more valid than ratings of values because rankings force participants to differentiate more incisively between similarly regarded values ... Results indicated that ratings tended to evidence greater validity than rankings within moderate and low-differentiating participants. In addition, the validity of ratings was greater than rankings overall.}}</ref><ref name=":feelings22">{{cite journal |last1=Kaiser |first1=Caspar |last2=Oswald |first2=Andrew J. |date=18 October 2022 |title=The scientific value of numerical measures of human feelings |journal=Proceedings of the National Academy of Sciences |volume=119 |issue=42 |pages=e2210412119 |bibcode=2022PNAS..11910412K |doi=10.1073/pnas.2210412119 |issn=0027-8424 |pmc=9586273 |pmid=36191179 |doi-access=free}}</ref><ref name="The Possibility of Social Choice2" /><ref name="Hamlin-interview1">{{Cite web |last=Hamlin |first=Aaron |date=2012-10-06 |title=Podcast 2012-10-06: Interview with Nobel Laureate Dr. Kenneth Arrow |url=https://www.electionscience.org/commentary-analysis/voting-theory-podcast-2012-10-06-interview-with-nobel-laureate-dr-kenneth-arrow/ |url-status=dead |archive-url=https://web.archive.org/web/20230605225834/https://electionscience.org/commentary-analysis/voting-theory-podcast-2012-10-06-interview-with-nobel-laureate-dr-kenneth-arrow/ |archive-date=2023-06-05 |accessdate= |work=The Center for Election Science}} {{Pbl|'''Dr. Arrow:''' Now there’s another possible way of thinking about it, which is not included in my theorem. But we have some idea how strongly people feel. In other words, you might do something like saying each voter does not just give a ranking. But says, this is good. And this is not good So this gives more information than simply what I have asked for.}}</ref><ref name=":4">Arrow, Kenneth et al. 1993. ''Report of the NOAA panel on Contingent Valuation.''</ref> but this information does not suffice to render the methods immune to spoilers. | |||
While Arrow's theorem does not apply to graded systems, ] still does: no voting game can be ] (i.e. have a single, clear, always-best strategy).<ref>{{Cite book |last=Poundstone |first=William |url=https://books.google.com/books?id=hbxL3A-pWagC&q=%22gibbard%22%20%22utilitarian%20voting%22&pg=PA185 |title=Gaming the Vote: Why Elections Are not Fair (and What We Can Do About It) |date=2009-02-17 |publisher=Macmillan |isbn=9780809048922}}</ref> | |||
==== {{Anchor|Meaning|Cardinal|Validity|Meaningfulness}}Meaningfulness of cardinal information ==== | |||
{{Main|Cardinal utility}} | |||
Arrow's framework assumed individual and social preferences are ] or ], i.e. statements about which outcomes are better or worse than others.<ref name=":16">{{Cite journal |last=Lützen |first=Jesper |date=2019-02-01 |title=How mathematical impossibility changed welfare economics: A history of Arrow's impossibility theorem |url=https://www.sciencedirect.com/science/article/pii/S0315086018300508 |journal=Historia Mathematica |volume=46 |pages=56–87 |doi=10.1016/j.hm.2018.11.001 |issn=0315-0860}}</ref> Taking inspiration from the ] popular in psychology, some philosophers and economists rejected the idea of comparing internal human experiences of ].<ref name=":52">"Modern economic theory has insisted on the ordinal concept of utility; that is, only orderings can be observed, and therefore no measurement of utility independent of these orderings has any significance. In the field of consumer's demand theory the ordinalist position turned out to create no problems; cardinal utility had no explanatory power above and beyond ordinal. Leibniz' Principle of the ] demanded then the excision of cardinal utility from our thought patterns." Arrow (1967), as quoted on by {{citation |last=Racnchetti |first=Fabio |title=The Active Consumer: Novelty and Surprise in Consumer Choice |volume=20 |pages=21–45 |year=2002 |editor-last=Bianchi |editor-first=Marina |series=Routledge Frontiers of Political Economy |contribution=Choice without utility? Some reflections on the loose foundations of standard consumer theory |publisher=Routledge}}</ref><ref name=":14" /> Such philosophers claimed it was impossible to compare the strength of preferences across people who disagreed; ] gives as an example that it would be impossible to know whether the ] was good or bad, because despite killing thousands of Romans, it had the positive effect of letting ] expand his palace.<ref name="The Possibility of Social Choice2">{{cite journal |last1=Sen |first1=Amartya |date=1999 |title=The Possibility of Social Choice |url=https://www.aeaweb.org/articles?id=10.1257/aer.89.3.349 |journal=American Economic Review |volume=89 |issue=3 |pages=349–378 |doi=10.1257/aer.89.3.349}}</ref> | |||
Arrow originally agreed with these positions and rejected ], leading him to focus his theorem on preference rankings.<ref name=":52" /><ref name="Arrow 19632 ChIII2">{{Cite book |last=Arrow |first=Kenneth Joseph |url=http://cowles.yale.edu/sites/default/files/files/pub/mon/m12-2-all.pdf |title=Social Choice and Individual Values |date=1963 |publisher=Yale University Press |isbn=978-0300013641 |pages=31–33 |chapter=III. The Social Welfare Function |archive-url=https://ghostarchive.org/archive/20221009/http://cowles.yale.edu/sites/default/files/files/pub/mon/m12-2-all.pdf |archive-date=2022-10-09 |url-status=live}}</ref> However, he later stated that cardinal methods can provide additional useful information, and that his theorem is not applicable to them. | |||
] noted Arrow's theorem could be considered a weaker version of his own theorem<ref name=":62">{{Cite journal |last=Harsanyi |first=John C. |date=1955 |title=Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility |journal=Journal of Political Economy |volume=63 |issue=4 |pages=309–321 |doi=10.1086/257678 |jstor=1827128 |s2cid=222434288}}</ref>{{Failed verification|reason=Paper seems to argue that if we can estimate others' utilities, then the decision function must be total utilitarianism - it doesn't say that Arrow's theorem is a corollary.|date=December 2024}} and other ]s like the ], which generally show that ] requires consistent ].<ref name="VNM2">] and ], '']''. Princeton, NJ. Princeton University Press, 1953.</ref> | |||
==== Nonstandard spoilers ==== | |||
] have shown individual ] involves violations of IIA (e.g. with ]s),<ref>{{cite journal |last1=Huber |first1=Joel |last2=Payne |first2=John W. |last3=Puto |first3=Christopher |year=1982 |title=Adding Asymmetrically Dominated Alternatives: Violations of Regularity and the Similarity Hypothesis |journal=Journal of Consumer Research |volume=9 |issue=1 |pages=90–98 |doi=10.1086/208899 |s2cid=120998684}}</ref> suggesting human behavior can cause IIA failures even if the voting method itself does not.<ref name=":152">{{Cite journal |last1=Ohtsubo |first1=Yohsuke |last2=Watanabe |first2=Yoriko |date=September 2003 |title=Contrast Effects and Approval Voting: An Illustration of a Systematic Violation of the Independence of Irrelevant Alternatives Condition |url=https://onlinelibrary.wiley.com/doi/10.1111/0162-895X.00340 |journal=Political Psychology |language=en |volume=24 |issue=3 |pages=549–559 |doi=10.1111/0162-895X.00340 |issn=0162-895X}}</ref> However, past research has typically found such effects to be fairly small,<ref name="HuberPayne20142">{{cite journal |last1=Huber |first1=Joel |last2=Payne |first2=John W. |last3=Puto |first3=Christopher P. |year=2014 |title=Let's Be Honest About the Attraction Effect |journal=Journal of Marketing Research |volume=51 |issue=4 |pages=520–525 |doi=10.1509/jmr.14.0208 |issn=0022-2437 |s2cid=143974563}}</ref> and such psychological spoilers can appear regardless of electoral system. ] and ] discuss techniques of ] derived from ] that minimize these psychological effects, such as asking voters to give each candidate a verbal grade (e.g. "bad", "neutral", "good", "excellent") and issuing instructions to voters that refer to their ballots as judgments of individual candidates.<ref name=":mj2" />{{Page needed|date=October 2024}} Similar techniques are often discussed in the context of ].<ref name=":4" /> | |||
=== Esoteric solutions === | |||
In addition to the above practical resolutions, there exist unusual (less-than-practical) situations where Arrow's requirement of IIA can be satisfied. | |||
==== Supermajority rules ==== | |||
] rules can avoid Arrow's theorem at the cost of being poorly-decisive (i.e. frequently failing to return a result). In this case, a threshold that requires a <math>2/3</math> majority for ordering 3 outcomes, <math>3/4</math> for 4, etc. does not produce ]es.<ref>{{Cite journal |last=Moulin |first=Hervé |date=1985-02-01 |title=From social welfare ordering to acyclic aggregation of preferences |url=https://dx.doi.org/10.1016/0165-4896%2885%2990002-2 |journal=Mathematical Social Sciences |volume=9 |issue=1 |pages=1–17 |doi=10.1016/0165-4896(85)90002-2 |issn=0165-4896}}</ref> | |||
In ], this can be relaxed to require only <math>1-e^{-1}</math> (roughly 64%) of the vote to prevent cycles, so long as the distribution of voters is well-behaved (]).<ref name=":0" /> These results provide some justification for the common requirement of a two-thirds majority for constitutional amendments, which is sufficient to prevent cyclic preferences in most situations.<ref name=":0">{{Cite journal |last1=Caplin |first1=Andrew |last2=Nalebuff |first2=Barry |date=1988 |title=On 64%-Majority Rule |url=https://www.jstor.org/stable/1912699 |journal=Econometrica |volume=56 |issue=4 |pages=787–814 |doi=10.2307/1912699 |issn=0012-9682 |jstor=1912699}}</ref> | |||
==== Infinite populations ==== | |||
] shows all of Arrow's conditions can be satisfied for ] of voters given the ];<ref name="Fishburn197022">{{Cite journal |last=Fishburn |first=Peter Clingerman |year=1970 |title=Arrow's impossibility theorem: concise proof and infinite voters |journal=Journal of Economic Theory |volume=2 |issue=1 |pages=103–106 |doi=10.1016/0022-0531(70)90015-3}}</ref> however, Kirman and Sondermann demonstrated this requires disenfranchising ] members of a society (eligible voters form a set of ] 0), leading them to refer to such societies as "invisible dictatorships".<ref>See Chapter 6 of {{cite book |last=Taylor |first=Alan D. |title=Social choice and the mathematics of manipulation |publisher=Cambridge University Press |year=2005 |isbn=978-0-521-00883-9 |location=New York |postscript=none}} for a concise discussion of social choice for infinite societies.</ref> | |||
== Common misconceptions == | |||
Arrow's theorem is not related to ], which does not appear in his framework,<ref name="Arrow 1963234"/><ref name="plato.stanford.edu"/> though the theorem does have important implications for strategic voting (being used as a lemma to prove ]<ref name="Gibbard1973"/>). The Arrovian framework of ] assumes all voter preferences are known and the only issue is in aggregating them.<ref name="plato.stanford.edu" /> | |||
] (called ] by Arrow) is not a condition of Arrow's theorem.<ref name="Arrow 1963234" /> This misconception is caused by a mistake by Arrow himself, who included the axiom in his original statement of the theorem but did not use it.<ref name="Arrow1950" /> Dropping the assumption does not allow for constructing a social welfare function that meets his other conditions.<ref name="Arrow 1963234" /> | |||
Contrary to a common misconception, Arrow's theorem deals with the limited class of ], rather than voting systems as a whole.<ref name="plato.stanford.edu" /><ref>{{cite web |last1=Hamlin |first1=Aaron |date=March 2017 |title=Remembering Kenneth Arrow and His Impossibility Theorem |url=https://electionscience.org/commentary-analysis/voting-theory-remembering-kenneth-arrow-and-his-impossibility-theorem/ |access-date=5 May 2024 |publisher=Center for Election Science}}</ref> | |||
== See also == | |||
{{Portal|Economics | |||
}} | |||
* ] | |||
* ] | |||
* ] | |||
* ] | |||
* ] | |||
* ] | |||
* ] | |||
* ] | |||
== References == | == References == | ||
{{Duplicated citations|reason=] detected:<br/> | |||
<references/> | |||
* http://cowles.yale.edu/sites/default/files/files/pub/mon/m12-2-all.pdf (refs: 3, 48) | |||
* ''The Mathematics of Behavior'' by Earl Hunt, Cambridge University Press, 2007. The chapter "Defining Rationality: Personal and Group Decision Making" has a detailed discussion of the Arrow Theorem, with proof. | |||
* https://web.archive.org/web/20230605225834/https://electionscience.org/commentary-analysis/voting-theory-podcast-2012-10-06-interview-with-nobel-laureate-dr-kenneth-arrow/ (refs: 19, 21, 22) | |||
* ''Why flip a coin? : the art and science of good decisions'' by Harold W. Lewis, John Wiley, 1997. Gives explicit examples of preference rankings and apparently anomalous results under different voting systems. States but does not prove Arrow's theorem. ISBN 0-471-29645-7 | |||
|date=October 2024}} | |||
{{Reflist|2}} | |||
== |
== Further reading == | ||
*] | |||
* {{cite book |last1=Campbell |first1=D. E. |url=https://books.google.com/books?id=rh10cOpltLsC |title=Handbook of social choice and welfare |publisher=Elsevier |year=2002 |isbn=978-0-444-82914-6 |editor-last1=Arrow |editor-first1=Kenneth J. |editor-link1=Kenneth Arrow |volume=1 |location=Amsterdam, Netherlands |pages=35–94 |chapter=Impossibility theorems in the Arrovian framework |ref=ArrowSenSuzumura2002 |editor-last2=Sen |editor-first2=Amartya K. |editor-link2=Amartya Sen |editor-last3=Suzumura |editor-first3=Kōtarō |editor-link3=Kotaro Suzumura}} Surveys many of approaches discussed in ]{{Broken anchor|date=2024-07-19|bot=User:Cewbot/log/20201008/configuration|target_link=#Alternatives based on functions of preference profiles|reason= The anchor (Alternatives based on functions of preference profiles) ].}}. | |||
*] | |||
* {{cite journal |last=Dardanoni |first=Valentino |year=2001 |title=A pedagogical proof of Arrow's Impossibility Theorem |url=https://escholarship.org/content/qt96n108ts/qt96n108ts.pdf?t=li5b40 |journal=Social Choice and Welfare |volume=18 |issue=1 |pages=107–112 |doi=10.1007/s003550000062 |jstor=41106398 |s2cid=7589377}} . | |||
*] | |||
* {{cite journal |last=Hansen |first=Paul |year=2002 |title=Another Graphical Proof of Arrow's Impossibility Theorem |journal=The Journal of Economic Education |volume=33 |issue=3 |pages=217–235 |doi=10.1080/00220480209595188 |s2cid=145127710}} | |||
* {{cite book |last=Hunt |first=Earl |author-link=Earl B. Hunt |url=http://www.cambridge.org/9780521850124 |title=The Mathematics of Behavior |publisher=Cambridge University Press |year=2007 |isbn=9780521850124}}. The chapter "Defining Rationality: Personal and Group Decision Making" has a detailed discussion of the Arrow Theorem, with proof. | |||
* {{cite book |last=Lewis |first=Harold W. |title=Why flip a coin? : The art and science of good decisions |publisher=John Wiley |year=1997 |isbn=0-471-29645-7}} Gives explicit examples of preference rankings and apparently anomalous results under different electoral system. States but does not prove Arrow's theorem. | |||
* {{Cite book |last1=Sen |first1=Amartya Kumar |author-link1=Amartya Sen |title=Collective choice and social welfare |publisher=North-Holland |year=1979 |isbn=978-0-444-85127-7 |location=Amsterdam}} | |||
* {{cite book |last=Skala |first=Heinz J. |title=Theory and Decision : Essays in Honor of Werner Leinfellner |publisher=Springer |year=2012 |isbn=978-94-009-3895-3 |editor-last=Eberlein |editor-first=G. |pages=273–286 |chapter=What Does Arrow's Impossibility Theorem Tell Us? |editor2-last=Berghel |editor2-first=H. A. |chapter-url=https://books.google.com/books?id=Xrp9CAAAQBAJ&pg=PA273}} | |||
* {{cite journal |last1=Tang |first1=Pingzhong |last2=Lin |first2=Fangzhen |year=2009 |title=Computer-aided Proofs of Arrow's and Other Impossibility Theorems |journal=Artificial Intelligence |volume=173 |issue=11 |pages=1041–1053 |doi=10.1016/j.artint.2009.02.005 |doi-access=free}} | |||
== External links == | == External links == | ||
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Latest revision as of 20:05, 1 December 2024
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Arrow's impossibility theorem is a key result in social choice theory, showing that no ranking-based decision rule can satisfy the requirements of rational choice theory. Most notably, Arrow showed that no such rule can satisfy all of a certain set of seemingly simple and reasonable conditions that include independence of irrelevant alternatives, the principle that a choice between two alternatives A and B should not depend on the quality of some third, unrelated option C.
The result is most often cited in discussions of voting rules. However, Arrow's theorem is substantially broader, and can be applied to methods of social decision-making other than voting. It therefore generalizes Condorcet's voting paradox, and shows similar problems exist for every collective decision-making procedure based on relative comparisons.
Plurality-rule methods like first-past-the-post and ranked-choice (instant-runoff) voting are highly sensitive to spoilers, particularly in situations where they are not forced. By contrast, majority-rule (Condorcet) methods of ranked voting uniquely minimize the number of spoiled elections by restricting them to rare situations called cyclic ties. Under some idealized models of voter behavior (e.g. Black's left-right spectrum), spoiler effects can disappear entirely for these methods.
Arrow's theorem does not cover rated voting rules, and thus cannot be used to inform their susceptibility to the spoiler effect. However, Gibbard's theorem shows these methods' susceptibility to strategic voting, and generalizations of Arrow's theorem describe cases where rated methods are susceptible to the spoiler effect.
Background
Main articles: Social welfare function, Voting systems, and Social choice theoryWhen Kenneth Arrow proved his theorem in 1950, it inaugurated the modern field of social choice theory, a branch of welfare economics studying mechanisms to aggregate preferences and beliefs across a society. Such a mechanism of study can be a market, voting system, constitution, or even a moral or ethical framework.
Axioms of voting systems
Preferences
Further information: Preference (economics)In the context of Arrow's theorem, citizens are assumed to have ordinal preferences, i.e. orderings of candidates. If A and B are different candidates or alternatives, then means A is preferred to B. Individual preferences (or ballots) are required to satisfy intuitive properties of orderings, e.g. they must be transitive—if and , then . The social choice function is then a mathematical function that maps the individual orderings to a new ordering that represents the preferences of all of society.
Basic assumptions
Arrow's theorem assumes as background that any non-degenerate social choice rule will satisfy:
- Unrestricted domain — the social choice function is a total function over the domain of all possible orderings of outcomes, not just a partial function.
- In other words, the system must always make some choice, and cannot simply "give up" when the voters have unusual opinions.
- Without this assumption, majority rule satisfies Arrow's axioms by "giving up" whenever there is a Condorcet cycle.
- Non-dictatorship — the system does not depend on only one voter's ballot.
- This weakens anonymity (one vote, one value) to allow rules that treat voters unequally.
- It essentially defines social choices as those depending on more than one person's input.
- Non-imposition — the system does not ignore the voters entirely when choosing between some pairs of candidates.
- In other words, it is possible for any candidate to defeat any other candidate, given some combination of votes.
- This is often replaced with the stronger Pareto efficiency axiom: if every voter prefers A over B, then A should defeat B. However, the weaker non-imposition condition is sufficient.
Arrow's original statement of the theorem included non-negative responsiveness as a condition, i.e., that increasing the rank of an outcome should not make them lose—in other words, that a voting rule shouldn't penalize a candidate for being more popular. However, this assumption is not needed or used in his proof (except to derive the weaker condition of Pareto efficiency), and Arrow later corrected his statement of the theorem to remove the inclusion of this condition.
Independence
A commonly-considered axiom of rational choice is independence of irrelevant alternatives (IIA), which says that when deciding between A and B, one's opinion about a third option C should not affect their decision.
- Independence of irrelevant alternatives (IIA) — the social preference between candidate A and candidate B should only depend on the individual preferences between A and B.
- In other words, the social preference should not change from to if voters change their preference about whether .
- This is equivalent to the claim about independence of spoiler candidates when using the standard construction of a placement function.
IIA is sometimes illustrated with a short joke by philosopher Sidney Morgenbesser:
- Morgenbesser, ordering dessert, is told by a waitress that he can choose between blueberry or apple pie. He orders apple. Soon the waitress comes back and explains cherry pie is also an option. Morgenbesser replies "In that case, I'll have blueberry."
Arrow's theorem shows that if a society wishes to make decisions while always avoiding such self-contradictions, it cannot use ranked information alone.
Theorem
Intuitive argument
Condorcet's example is already enough to see the impossibility of a fair ranked voting system, given stronger conditions for fairness than Arrow's theorem assumes. Suppose we have three candidates (, , and ) and three voters whose preferences are as follows:
Voter | First preference | Second preference | Third preference |
---|---|---|---|
Voter 1 | A | B | C |
Voter 2 | B | C | A |
Voter 3 | C | A | B |
If is chosen as the winner, it can be argued any fair voting system would say should win instead, since two voters (1 and 2) prefer to and only one voter (3) prefers to . However, by the same argument is preferred to , and is preferred to , by a margin of two to one on each occasion. Thus, even though each individual voter has consistent preferences, the preferences of society are contradictory: is preferred over which is preferred over which is preferred over .
Because of this example, some authors credit Condorcet with having given an intuitive argument that presents the core of Arrow's theorem. However, Arrow's theorem is substantially more general; it applies to methods of making decisions other than one-man-one-vote elections, such as markets or weighted voting, based on ranked ballots.
Formal statement
Let be a set of alternatives. A voter's preferences over are a complete and transitive binary relation on (sometimes called a total preorder), that is, a subset of satisfying:
- (Transitivity) If is in and is in , then is in ,
- (Completeness) At least one of or must be in .
The element being in is interpreted to mean that alternative is preferred to alternative . This situation is often denoted or . Denote the set of all preferences on by . Let be a positive integer. An ordinal (ranked) social welfare function is a function
which aggregates voters' preferences into a single preference on . An -tuple of voters' preferences is called a preference profile.
Arrow's impossibility theorem: If there are at least three alternatives, then there is no social welfare function satisfying all three of the conditions listed below:
- Pareto efficiency
- If alternative is preferred to for all orderings , then is preferred to by .
- Non-dictatorship
- There is no individual whose preferences always prevail. That is, there is no such that for all and all and , when is preferred to by then is preferred to by .
- Independence of irrelevant alternatives
- For two preference profiles and such that for all individuals , alternatives and have the same order in as in , alternatives and have the same order in as in .
Formal proof
Proof by decisive coalition |
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Arrow's proof used the concept of decisive coalitions. Definition:
Our goal is to prove that the decisive coalition contains only one voter, who controls the outcome—in other words, a dictator. The following proof is a simplification taken from Amartya Sen and Ariel Rubinstein. The simplified proof uses an additional concept:
Thenceforth assume that the social choice system satisfies unrestricted domain, Pareto efficiency, and IIA. Also assume that there are at least 3 distinct outcomes. Field expansion lemma — if a coalition is weakly decisive over for some , then it is decisive. ProofLet be an outcome distinct from . Claim: is decisive over . Let everyone in vote over . By IIA, changing the votes on does not matter for . So change the votes such that in and and outside of . By Pareto, . By coalition weak-decisiveness over , . Thus . Similarly, is decisive over . By iterating the above two claims (note that decisiveness implies weak-decisiveness), we find that is decisive over all ordered pairs in . Then iterating that, we find that is decisive over all ordered pairs in . Group contraction lemma — If a coalition is decisive, and has size , then it has a proper subset that is also decisive. ProofLet be a coalition with size . Partition the coalition into nonempty subsets . Fix distinct . Design the following voting pattern (notice that it is the cyclic voting pattern which causes the Condorcet paradox):
(Items other than are not relevant.) Since is decisive, we have . So at least one is true: or . If , then is weakly decisive over . If , then is weakly decisive over . Now apply the field expansion lemma. By Pareto, the entire set of voters is decisive. Thus by the group contraction lemma, there is a size-one decisive coalition—a dictator. |
Proof by showing there is only one pivotal voter |
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Proofs using the concept of the pivotal voter originated from Salvador Barberá in 1980. The proof given here is a simplified version based on two proofs published in Economic Theory. SetupAssume there are n voters. We assign all of these voters an arbitrary ID number, ranging from 1 through n, which we can use to keep track of each voter's identity as we consider what happens when they change their votes. Without loss of generality, we can say there are three candidates who we call A, B, and C. (Because of IIA, including more than 3 candidates does not affect the proof.) We will prove that any social choice rule respecting unanimity and independence of irrelevant alternatives (IIA) is a dictatorship. The proof is in three parts:
Part one: There is a pivotal voter for A vs. BConsider the situation where everyone prefers A to B, and everyone also prefers C to B. By unanimity, society must also prefer both A and C to B. Call this situation profile. On the other hand, if everyone preferred B to everything else, then society would have to prefer B to everything else by unanimity. Now arrange all the voters in some arbitrary but fixed order, and for each i let profile i be the same as profile 0, but move B to the top of the ballots for voters 1 through i. So profile 1 has B at the top of the ballot for voter 1, but not for any of the others. Profile 2 has B at the top for voters 1 and 2, but no others, and so on. Since B eventually moves to the top of the societal preference as the profile number increases, there must be some profile, number k, for which B first moves above A in the societal rank. We call the voter k whose ballot change causes this to happen the pivotal voter for B over A. Note that the pivotal voter for B over A is not, a priori, the same as the pivotal voter for A over B. In part three of the proof we will show that these do turn out to be the same. Also note that by IIA the same argument applies if profile 0 is any profile in which A is ranked above B by every voter, and the pivotal voter for B over A will still be voter k. We will use this observation below. Part two: The pivotal voter for B over A is a dictator for B over CIn this part of the argument we refer to voter k, the pivotal voter for B over A, as the pivotal voter for simplicity. We will show that the pivotal voter dictates society's decision for B over C. That is, we show that no matter how the rest of society votes, if pivotal voter ranks B over C, then that is the societal outcome. Note again that the dictator for B over C is not a priori the same as that for C over B. In part three of the proof we will see that these turn out to be the same too. In the following, we call voters 1 through k − 1, segment one, and voters k + 1 through N, segment two. To begin, suppose that the ballots are as follows:
Then by the argument in part one (and the last observation in that part), the societal outcome must rank A above B. This is because, except for a repositioning of C, this profile is the same as profile k − 1 from part one. Furthermore, by unanimity the societal outcome must rank B above C. Therefore, we know the outcome in this case completely. Now suppose that pivotal voter moves B above A, but keeps C in the same position and imagine that any number (even all!) of the other voters change their ballots to move B below C, without changing the position of A. Then aside from a repositioning of C this is the same as profile k from part one and hence the societal outcome ranks B above A. Furthermore, by IIA the societal outcome must rank A above C, as in the previous case. In particular, the societal outcome ranks B above C, even though Pivotal Voter may have been the only voter to rank B above C. By IIA, this conclusion holds independently of how A is positioned on the ballots, so pivotal voter is a dictator for B over C. Part three: There exists a dictatorIn this part of the argument we refer back to the original ordering of voters, and compare the positions of the different pivotal voters (identified by applying parts one and two to the other pairs of candidates). First, the pivotal voter for B over C must appear earlier (or at the same position) in the line than the dictator for B over C: As we consider the argument of part one applied to B and C, successively moving B to the top of voters' ballots, the pivot point where society ranks B above C must come at or before we reach the dictator for B over C. Likewise, reversing the roles of B and C, the pivotal voter for C over B must be at or later in line than the dictator for B over C. In short, if kX/Y denotes the position of the pivotal voter for X over Y (for any two candidates X and Y), then we have shown
Now repeating the entire argument above with B and C switched, we also have
Therefore, we have
and the same argument for other pairs shows that all the pivotal voters (and hence all the dictators) occur at the same position in the list of voters. This voter is the dictator for the whole election. |
Stronger versions
Arrow's impossibility theorem still holds if Pareto efficiency is weakened to the following condition:
- Non-imposition
- For any two alternatives a and b, there exists some preference profile R1 , …, RN such that a is preferred to b by F(R1, R2, …, RN).
Interpretation and practical solutions
Arrow's theorem establishes that no ranked voting rule can always satisfy independence of irrelevant alternatives, but it says nothing about the frequency of spoilers. This led Arrow to remark that "Most systems are not going to work badly all of the time. All I proved is that all can work badly at times."
Attempts at dealing with the effects of Arrow's theorem take one of two approaches: either accepting his rule and searching for the least spoiler-prone methods, or dropping one or more of his assumptions, such as by focusing on rated voting rules.
Minimizing IIA failures: Majority-rule methods
Main article: Condorcet cycleThe first set of methods studied by economists are the majority-rule, or Condorcet, methods. These rules limit spoilers to situations where majority rule is self-contradictory, called Condorcet cycles, and as a result uniquely minimize the possibility of a spoiler effect among ranked rules. (Indeed, many different social welfare functions can meet Arrow's conditions under such restrictions of the domain. It has been proven, however, that under any such restriction, if there exists any social welfare function that adheres to Arrow's criteria, then Condorcet method will adhere to Arrow's criteria.) Condorcet believed voting rules should satisfy both independence of irrelevant alternatives and the majority rule principle, i.e. if most voters rank Alice ahead of Bob, Alice should defeat Bob in the election.
Unfortunately, as Condorcet proved, this rule can be intransitive on some preference profiles. Thus, Condorcet proved a weaker form of Arrow's impossibility theorem long before Arrow, under the stronger assumption that a voting system in the two-candidate case will agree with a simple majority vote.
Unlike pluralitarian rules such as ranked-choice runoff (RCV) or first-preference plurality, Condorcet methods avoid the spoiler effect in non-cyclic elections, where candidates can be chosen by majority rule. Political scientists have found such cycles to be fairly rare, suggesting they may be of limited practical concern. Spatial voting models also suggest such paradoxes are likely to be infrequent or even non-existent.
Left-right spectrum
Main article: Median voter theoremSoon after Arrow published his theorem, Duncan Black showed his own remarkable result, the median voter theorem. The theorem proves that if voters and candidates are arranged on a left-right spectrum, Arrow's conditions are all fully compatible, and all will be met by any rule satisfying Condorcet's majority-rule principle.
More formally, Black's theorem assumes preferences are single-peaked: a voter's happiness with a candidate goes up and then down as the candidate moves along some spectrum. For example, in a group of friends choosing a volume setting for music, each friend would likely have their own ideal volume; as the volume gets progressively too loud or too quiet, they would be increasingly dissatisfied. If the domain is restricted to profiles where every individual has a single-peaked preference with respect to the linear ordering, then social preferences are acyclic. In this situation, Condorcet methods satisfy a wide variety of highly-desirable properties, including being fully spoilerproof.
The rule does not fully generalize from the political spectrum to the political compass, a result related to the McKelvey-Schofield chaos theorem. However, a well-defined Condorcet winner does exist if the distribution of voters is rotationally symmetric or otherwise has a uniquely-defined median. In most realistic situations, where voters' opinions follow a roughly-normal distribution or can be accurately summarized by one or two dimensions, Condorcet cycles are rare (though not unheard of).
Generalized stability theorems
The Campbell-Kelly theorem shows that Condorcet methods are the most spoiler-resistant class of ranked voting systems: whenever it is possible for some ranked voting system to avoid a spoiler effect, a Condorcet method will do so. In other words, replacing a ranked method with its Condorcet variant (i.e. elect a Condorcet winner if they exist, and otherwise run the method) will sometimes prevent a spoiler effect, but can never create a new one.
In 1977, Ehud Kalai and Eitan Muller gave a full characterization of domain restrictions admitting a nondictatorial and strategyproof social welfare function. These correspond to preferences for which there is a Condorcet winner.
Holliday and Pacuit devised a voting system that provably minimizes the number of candidates who are capable of spoiling an election, albeit at the cost of occasionally failing vote positivity (though at a much lower rate than seen in instant-runoff voting).
Going beyond Arrow's theorem: Rated voting
Main article: Spoiler effectAs shown above, the proof of Arrow's theorem relies crucially on the assumption of ranked voting, and is not applicable to rated voting systems. This opens up the possibility of passing all of the criteria given by Arrow. These systems ask voters to rate candidates on a numerical scale (e.g. from 0–10), and then elect the candidate with the highest average (for score voting) or median (graduated majority judgment).
Because Arrow's theorem no longer applies, other results are required to determine whether rated methods are immune to the spoiler effect, and under what circumstances. Intuitively, cardinal information can only lead to such immunity if it's meaningful; simply providing cardinal data is not enough.
Some rated systems, such as range voting and majority judgment, pass independence of irrelevant alternatives when the voters rate the candidates on an absolute scale. However, when they use relative scales, more general impossibility theorems show that the methods (within that context) still fail IIA. As Arrow later suggested, relative ratings may provide more information than pure rankings, but this information does not suffice to render the methods immune to spoilers.
While Arrow's theorem does not apply to graded systems, Gibbard's theorem still does: no voting game can be straightforward (i.e. have a single, clear, always-best strategy).
Meaningfulness of cardinal information
Main article: Cardinal utilityArrow's framework assumed individual and social preferences are orderings or rankings, i.e. statements about which outcomes are better or worse than others. Taking inspiration from the strict behaviorism popular in psychology, some philosophers and economists rejected the idea of comparing internal human experiences of well-being. Such philosophers claimed it was impossible to compare the strength of preferences across people who disagreed; Sen gives as an example that it would be impossible to know whether the Great Fire of Rome was good or bad, because despite killing thousands of Romans, it had the positive effect of letting Nero expand his palace.
Arrow originally agreed with these positions and rejected cardinal utility, leading him to focus his theorem on preference rankings. However, he later stated that cardinal methods can provide additional useful information, and that his theorem is not applicable to them.
John Harsanyi noted Arrow's theorem could be considered a weaker version of his own theorem and other utility representation theorems like the VNM theorem, which generally show that rational behavior requires consistent cardinal utilities.
Nonstandard spoilers
Behavioral economists have shown individual irrationality involves violations of IIA (e.g. with decoy effects), suggesting human behavior can cause IIA failures even if the voting method itself does not. However, past research has typically found such effects to be fairly small, and such psychological spoilers can appear regardless of electoral system. Balinski and Laraki discuss techniques of ballot design derived from psychometrics that minimize these psychological effects, such as asking voters to give each candidate a verbal grade (e.g. "bad", "neutral", "good", "excellent") and issuing instructions to voters that refer to their ballots as judgments of individual candidates. Similar techniques are often discussed in the context of contingent valuation.
Esoteric solutions
In addition to the above practical resolutions, there exist unusual (less-than-practical) situations where Arrow's requirement of IIA can be satisfied.
Supermajority rules
Supermajority rules can avoid Arrow's theorem at the cost of being poorly-decisive (i.e. frequently failing to return a result). In this case, a threshold that requires a majority for ordering 3 outcomes, for 4, etc. does not produce voting paradoxes.
In spatial (n-dimensional ideology) models of voting, this can be relaxed to require only (roughly 64%) of the vote to prevent cycles, so long as the distribution of voters is well-behaved (quasiconcave). These results provide some justification for the common requirement of a two-thirds majority for constitutional amendments, which is sufficient to prevent cyclic preferences in most situations.
Infinite populations
Fishburn shows all of Arrow's conditions can be satisfied for uncountably infinite sets of voters given the axiom of choice; however, Kirman and Sondermann demonstrated this requires disenfranchising almost all members of a society (eligible voters form a set of measure 0), leading them to refer to such societies as "invisible dictatorships".
Common misconceptions
Arrow's theorem is not related to strategic voting, which does not appear in his framework, though the theorem does have important implications for strategic voting (being used as a lemma to prove Gibbard's theorem). The Arrovian framework of social welfare assumes all voter preferences are known and the only issue is in aggregating them.
Monotonicity (called positive association by Arrow) is not a condition of Arrow's theorem. This misconception is caused by a mistake by Arrow himself, who included the axiom in his original statement of the theorem but did not use it. Dropping the assumption does not allow for constructing a social welfare function that meets his other conditions.
Contrary to a common misconception, Arrow's theorem deals with the limited class of ranked-choice voting systems, rather than voting systems as a whole.
See also
- Comparison of electoral systems
- Condorcet paradox
- Doctrinal paradox
- Gibbard–Satterthwaite theorem
- Gibbard's theorem
- Holmström's theorem
- May's theorem
- Market failure
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- Fishburn, Peter Clingerman (1970). "Arrow's impossibility theorem: concise proof and infinite voters". Journal of Economic Theory. 2 (1): 103–106. doi:10.1016/0022-0531(70)90015-3.
- See Chapter 6 of Taylor, Alan D. (2005). Social choice and the mathematics of manipulation. New York: Cambridge University Press. ISBN 978-0-521-00883-9 for a concise discussion of social choice for infinite societies.
- Hamlin, Aaron (March 2017). "Remembering Kenneth Arrow and His Impossibility Theorem". Center for Election Science. Retrieved 5 May 2024.
Further reading
- Campbell, D. E. (2002). "Impossibility theorems in the Arrovian framework". In Arrow, Kenneth J.; Sen, Amartya K.; Suzumura, Kōtarō (eds.). Handbook of social choice and welfare. Vol. 1. Amsterdam, Netherlands: Elsevier. pp. 35–94. ISBN 978-0-444-82914-6. Surveys many of approaches discussed in #Alternatives based on functions of preference profiles.
- Dardanoni, Valentino (2001). "A pedagogical proof of Arrow's Impossibility Theorem" (PDF). Social Choice and Welfare. 18 (1): 107–112. doi:10.1007/s003550000062. JSTOR 41106398. S2CID 7589377. preprint.
- Hansen, Paul (2002). "Another Graphical Proof of Arrow's Impossibility Theorem". The Journal of Economic Education. 33 (3): 217–235. doi:10.1080/00220480209595188. S2CID 145127710.
- Hunt, Earl (2007). The Mathematics of Behavior. Cambridge University Press. ISBN 9780521850124.. The chapter "Defining Rationality: Personal and Group Decision Making" has a detailed discussion of the Arrow Theorem, with proof.
- Lewis, Harold W. (1997). Why flip a coin? : The art and science of good decisions. John Wiley. ISBN 0-471-29645-7. Gives explicit examples of preference rankings and apparently anomalous results under different electoral system. States but does not prove Arrow's theorem.
- Sen, Amartya Kumar (1979). Collective choice and social welfare. Amsterdam: North-Holland. ISBN 978-0-444-85127-7.
- Skala, Heinz J. (2012). "What Does Arrow's Impossibility Theorem Tell Us?". In Eberlein, G.; Berghel, H. A. (eds.). Theory and Decision : Essays in Honor of Werner Leinfellner. Springer. pp. 273–286. ISBN 978-94-009-3895-3.
- Tang, Pingzhong; Lin, Fangzhen (2009). "Computer-aided Proofs of Arrow's and Other Impossibility Theorems". Artificial Intelligence. 173 (11): 1041–1053. doi:10.1016/j.artint.2009.02.005.
External links
- "Arrow's impossibility theorem" entry in the Stanford Encyclopedia of Philosophy
- A proof by Terence Tao, assuming a much stronger version of non-dictatorship