failures and uses of Jaynes’ principle of transformation groups

April 13, 2015

(This article was first published on Xi'an's Og » R, and kindly contributed to R-bloggers)

This paper by Alon Drory was arXived last week when I was at Columbia. It reassesses Jaynes’ resolution of Bertrand’s paradox, which finds three different probabilities for a given geometric event depending on the underlying σ-algebra (or definition of randomness!). Both Poincaré and Jaynes argued against Bertrand that there was only one acceptable solution under symmetry properties. The author of this paper, Alon Drory, argues this is not the case!

“…contrary to Jaynes’ assertion, each of the classical three solutions of Bertrand’s problem (and additional ones as well!) can be derived by the principle of transformation groups, using the exact same symmetries, namely rotational, scaling and translational invariance.”

Drory rephrases as follows:  “In a circle, select at random a chord that is not a diameter. What is the probability that its length is greater than the side of the equilateral triangle inscribed in the circle?”.  Jaynes’ solution is indifferent to the orientation of one observer wrt the circle, to the radius of the circle, and to the location of the centre. The later is the one most discussed by Drory, as he argued that it does not involve an observer but the random experiment itself and relies on a specific version of straw throws in Jaynes’ argument. Meaning other versions are also available. This reminded me of an earlier post on Buffon’s needle and on the different versions of the needle being thrown over the floor. Therein reflecting on the connection with Bertrand’s paradox. And running some further R experiments. Drory’s alternative to Jaynes’ manner of throwing straws is to impale them on darts and throw the darts first! (Which is the same as one of my needle solutions.)

“…the principle of transformation groups does not make the problem well-posed, and well-posing strategies that rely on such symmetry considerations ought therefore to be rejected.”

In short, the conclusion of the paper is that there is an indeterminacy in Bertrand’s problem that allows several resolutions under the principle of indifference that end up with a large range of probabilities, thus siding with Bertrand rather than Jaynes.

Filed under: Books, Kids, R, Statistics, University life Tagged: Bertrand’s paradox, E.T. Jaynes, Henri Poincaré, Joseph Bertrand, randomness

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