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:Ln→L with the following properties- [R1: Pareto property] For each a,b∈X and R1,…,Rn∈L if (∀i)(aRib), then also aF(R1,…,Rn)b.
- [R2: Independence of irrelevant alternatives] Suppose that R1,…,Rn∈L, Q1,…,Qn∈L, a,b∈X and (∀i)((aRib)↔(aQib)) . Let R=F(R1,…,Rn) and Q=F(Q1,…,Qn). Then (aRb)↔(aQb) .
Theorem (Arrow, 1950) Suppose that X≥3 and that F:Ln→L is a voting procedure which satisfies rules R1 and R2. Then there exists i∈{1,…,n} such that (∀R1,…,Rn∈L)(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,b∈X and M⊆{1,…,n}. The set M is weakly decisive for (a,b) if for each R1,…,Rn∈L, if (∀i∈M)(aRib)∧(∀i∈M)(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 x∈X∖{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 a≺b≺x (restricted to {a,b,x}) and all voters from Mc have ordering b≺x≺a.
Let ≺∗ be the ordering obtained from function F applied to these orderings. Fromm rule R1 we get b≺∗x. From asuumptio on M we get a≺∗b. Therefore a≺∗x. Hence M is weakly decisive for (a,x).
The remaining argument is symmetric. We consider the orderings x≺a≺b for members of M and the orderings b≺x≺a for members of Mc. From R1 we get x≺∗a and from assumptions we get a≺∗b. Therefore x≺∗b. Hence M is weakly decisive for (x,b).
Remark. The first part of this proof can be summarized as follows:
{M:a≺b≺xMc:b≺x≺a⇒([R1](b≺∗x)∧[M](a≺∗b))⇒a≺∗x
[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 x∈X∖{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.
- w(a,b)→w(a,x)
- 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,b∈X and M⊆{1,…,n}. The set M is decisive for (a,b) if for each R1,…,Rn∈L, if (∀i∈M)(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 x∈X∖{a,b}. We know that M is weakly decisive for (x,b).
Suppose that all voters from M have the following ordering a≺x≺b and all voters from Mc have ordering u1≺u2≺x, where (u1,u2)=(a,b) or (u1,u2)=(b,a).
Let ≺∗ be the ordering obtained from function F applied to these orderings.
Then x≺∗b. From R1 we get b≺∗x. Therefore b≺∗a.
Corollary. The following sentences are equivalent:
- (∃a,b∈X)(M is weakly decisive for (a,b))
- (∀a,b∈X)(M is weakly decisive for (a,b))
- (∀a,b∈X)(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=M1∪M2, where M1∩M2=∅, M1≠∅ and M2≠∅. Then M1 or M2 is decisive.
Proof. Let us fix three pairwise different elements x,y,z∈X. We put the following orderings:
- z≺y≺x on M1
- x≺z≺y on M2
- y≺x≺z on (M1∪M2)c
- z≺x: then M1 is decisive for (z,x)
- x≺z: then we have x≺∗y, 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.