translation invariance and finite additivity in a probability measure on the natural numbers平移不变性和有限可加性概率测度的自然数.pdf

IJMMS 29:10 (2002) 585–589 PII. S0161171202007494 © Hindawi Publishing Corp. TRANSLATION INVARIANCE AND FINITE ADDITIVITY IN A PROBABILITY MEASURE ON THE NATURAL NUMBERS ROBERT GARDNER and ROBERT PRICE Received 30 April 2001 Inspired by the “two envelopes exchange paradox,” a finitely additive probability mea- sure m on the natural numbers is introduced. The measure is uniform in the sense that m( {i}) = m( {j }) for all i,j ∈ N. The measure is shown to be translation invariant and has such desirable properties as m( {i ∈ N | i ≡ 0(mod2)}) = 1/2. For any r ∈ [0, 1], a set A is constructed such that m(A) = r ; however, m is not defined on the power set of N. Finally, a resolution to the two envelopes exchange paradox is presented in terms of m. 2000 Mathematics Subject Classification: 60A10. 1. Introduction. In recent work on the so-called “two envelopes exchange paradox” (cf. Broome [1] and Nalebuff [4]), it has been proposed that the commonly used as- sumption of countable additivity for probability distributions be dropped [5]. The two envelopes problem is as follows: a random (positive) amount of money is put in an envelope O. A coin is flipped and if the coin comes up heads, twice the amount of money in envelope O is put in a second envelope (call it T ) and if the coin comes up tails, half the amount of money in envelope O is put in envelope T . The paradox arises by reasoning that if we choose one envelope (no matter which one) then there is a 50% chance that the other envelope contains one-half the amount we hold, and there is a 50% chance that the other envelope contains twice the amount we hold. That is, the other envelope has an expected value of 1 .25 times the amount in the envelope we hold. This expect