Processing math: 100%
Main page For students

Arrow's Impossibility Theorem

Basic notions and theorem

Let X be a finite set. Let L be the set of all linear orderings of the set X. Let n be a natural number (we interpret the set {1,,n} as a set of voters). A voting procedure is a function F:LnL with the following properties
  1. [R1: Pareto property] For each a,bX and R1,,RnL if (i)(aRib), then also aF(R1,,Rn)b.
  2. [R2: Independence of irrelevant alternatives] Suppose that R1,,RnL, Q1,,QnL, a,bX and (i)((aRib)(aQib)) . Let R=F(R1,,Rn) and Q=F(Q1,,Qn). Then (aRb)(aQb) .

Theorem (Arrow, 1950) Suppose that X3 and that F:LnL is a voting procedure which satisfies rules R1 and R2. Then there exists i{1,,n} such that (R1,,RnL)(F(R1,,Rn)=Ri) .

Proof

We begin with some auxiliary definitions and we split proof into few simple lemmas. We fix a voting procedure F.

Definition Let a,bX and M{1,,n}. The set M is weakly decisive for (a,b) if for each R1,,RnL, if (iM)(aRib)(iM)(bRia) then aF(R1,,Rn)b.

Observe that the set {1,,n} is weakly decisive for any pair (a,b).

Lemma 1. Suppose that M is weakly decisive for (a,b). Let xX{a,b}. Then M is weakly decisive for (a,x) and is weakly decisive for (x,b)

Proof. Suppose that all voters from M have the following ordering abx (restricted to {a,b,x}) and all voters from Mc have ordering bxa. Let be the ordering obtained from function F applied to these orderings. Fromm rule R1 we get bx. From asuumptio on M we get ab. Therefore ax. Hence M is weakly decisive for (a,x).
The remaining argument is symmetric. We consider the orderings xab for members of M and the orderings bxa for members of Mc. From R1 we get xa and from assumptions we get ab. Therefore xb. Hence M is weakly decisive for (x,b).

Remark. The first part of this proof can be summarized as follows: {M:abxMc:bxa([R1](bx)[M](ab))ax [R1] means that Pareto rule was used to deduce this inequality and [M] means that the assumption about M was used.
Exercise. Draw a similar sketch of the proof of the second part of this proof and do the same for next lemmas.

Lemma 2. Suppose that M is weakly decisive for (a,b). Let xX{a,c}. Then M is weakly decisive for (a,x), (x,a), (x,b), (b,x) and (b,a).

Proof. Let w(u,v) be an abbreviation of sentence "M is weakly decisive for (u,v)". We will apply Lemma 1 several times.

  1. w(a,b)w(a,x)
  2. w(a,b)w(x,b)w(x,a)w(b,a)w(b,x)

Lemma 3. Suppose that M is weakly decisive for (a,b). Then M is weakly decisive for any other pair (x,y).

Proof. Let x,y be any different pair of elements from the set X. If {x,y}={a,b} or (x{a,b}y{a,b}) then we may apply Lemma 2 directly. Suppose hence that {x,y}{a,b}=. Using the abbreviation from the previous Lemma we have w(a,b)w(a,y)w(x,y) .

Definition Let a,bX and M{1,,n}. The set M is decisive for (a,b) if for each R1,,RnL, if (iM)(aRib) then aF(R1,,Rn)b.

Lemma 4. Suppose that M is weakly decisive for (a,b). Then M is decisive for (a,b).

Proof. Let xX{a,b}. We know that M is weakly decisive for (x,b).
Suppose that all voters from M have the following ordering axb and all voters from Mc have ordering u1u2x, where (u1,u2)=(a,b) or (u1,u2)=(b,a).
Let be the ordering obtained from function F applied to these orderings. Then xb. From R1 we get bx. Therefore ba.

Corollary. The following sentences are equivalent:

  1. (a,bX)(M is weakly decisive for (a,b))
  2. (a,bX)(M is weakly decisive for (a,b))
  3. (a,bX)(M is decisive for (a,b))

We say that M is decisive if there exists a pair (a,b) such that M is decisive for (a,b). Note that this is equivalent to say that M is decisive for every pair (a,b).

Lemma 5. Suppose that M is decisive and that M=M1M2, where M1M2=, M1 and M2. Then M1 or M2 is decisive.

Proof. Let us fix three pairwise different elements x,y,zX. We put the following orderings:

  1. zyx on M1
  2. xzy on M2
  3. yxz on (M1M2)c
Let be the ordering obtained from function F applied to these orderings. From (1) and (2) we get zy. Let us consider two cases:
  1. zx: then M1 is decisive for (z,x)
  2. xz: then we have xy, so M2 is decisive for (x,y)

From Lemma 5 (applied several times) we deduce that there exists i such that {i} is decisive. And this means that {i} is decisive for all pairs (a,b). This means that preferences of i decides about the voting procedure. Voter i may be treated as dictator.