Bertrand paradox (probability)
The Bertrand paradox is a problem within the classical interpretation of probability theory. Joseph Bertrand introduced it in his work Calcul des probabilités (1889) as an example to show that probabilities may not be well defined if the mechanism or method that produces the random variable is not clearly defined.
Bertrand's formulation of the problem
The Bertrand paradox goes as follows: Consider an equilateral triangle inscribed in a circle. Suppose a chord of the circle is chosen at random. What is the probability that the chord is longer than a side of the triangle?
Bertrand gave three arguments, all apparently valid, yet yielding different results.
The selection methods can also be visualized as follows. A chord is uniquely identified by its midpoint. Each of the three selection methods presented above yields a different distribution of midpoints. Methods 1 and 2 yield two different nonuniform distributions, while method 3 yields a uniform distribution. On the other hand, if one looks at the images of the chords below, the chords of method 2 give the circle a homogeneously shaded look, while method 1 and 3 do not.
Other distributions can easily be imagined, many of which will yield a different proportion of chords which are longer than a side of the inscribed triangle.
The problem's classical solution thus hinges on the method by which a chord is chosen "at random". It turns out that if, and only if, the method of random selection is specified, does the problem have a well-defined solution. There is no unique selection method, so there cannot be a unique solution. The three solutions presented by Bertrand correspond to different selection methods, and in the absence of further information there is no reason to prefer one over another.
Jaynes' solution using the "maximum ignorance" principle
In his 1973 paper The Well-Posed Problem, Edwin Jaynes proposed a solution to Bertrand's paradox, based on the principle of "maximum ignorance"—that we should not use any information that is not given in the statement of the problem. Jaynes pointed out that Bertrand's problem does not specify the position or size of the circle, and argued that therefore any definite and objective solution must be "indifferent" to size and position. In other words: the solution must be both scale and translation invariant.
To illustrate: assume that chords are laid at random onto a circle with a diameter of 2, for example by throwing straws onto it from far away. Now another circle with a smaller diameter (e.g., 1.1) is laid into the larger circle. Then the distribution of the chords on that smaller circle needs to be the same as on the larger circle. If the smaller circle is moved around within the larger circle, the probability must not change either. It can be seen very easily that there would be a change for method 3: the chord distribution on the small red circle looks qualitatively different from the distribution on the large circle:
The same occurs for method 1, though it is harder to see in a graphical representation. Method 2 is the only one that is both scale invariant and translation invariant; method 3 is just scale invariant, method 1 is neither.
However, Jaynes did not just use invariances to accept or reject given methods: this would leave the possibility that there is another not yet described method that would meet his common-sense criteria. Jaynes used the integral equations describing the invariances to directly determine the probability distribution. In this problem, the integral equations indeed have a unique solution, and it is precisely what was called "method 2" above, the random radius method.
"Method 2" is the only solution that fulfills the transformation invariants that are present in certain physical systems—such as in statistical mechanics and gas physics—as well as in Jaynes's proposed experiment of throwing straws from a distance onto a small circle. Nevertheless, one can design other practical experiments that give answers according to the other methods. For example, in order to arrive at the solution of "method 1", the random endpoints method, one can affix a spinner to the center of the circle, and let the results of two independent spins mark the endpoints of the chord. In order to arrive at the solution of "method 3", one could cover the circle with molasses and mark the first point that a fly lands on as the midpoint of the chord. Several observers have designed experiments in order to obtain the different solutions and verified the results empirically.
- Jaynes, E. T. (1973), "The Well-Posed Problem" (PDF), Foundations of Physics 3: 477–493, doi:10.1007/BF00709116
- Gardner, Martin (1987), The Second Scientific American Book of Mathematical Puzzles and Diversions, The University of Chicago Press, pp. 223–226, ISBN 978-0-226-28253-4
- Tissler, P.E. (March 1984), "Bertrand's Paradox", The Mathematical Gazette (The Mathematical Association) 68 (443): 15–19, doi:10.2307/3615385
- Kac, Mark (May–June 1984), "Marginalia: more on randomness", American Scientist 72 (3): 282–283