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arXiv:1408.4916

The two envelopes paradox in non-Bayesian and Bayesian statistics

Shiro Ishikawa

Published Aug 21, 2014• 1 citation
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Abstract

The purpose of this paper is to clarify the (non-Bayesian and Bayesian) two-envelope problems in terms of quantum language (or, measurement theory), which was recently proposed as a linguistic turn of quantum mechanics (with the Copenhagen interpretation). The two envelopes paradox is only a kind of high school student's probability puzzle, and it may be exaggerated to say that this is an unsolved problem. However, since we are convinced that quantum language is just statistics of the future, we believe that there is no clear answer without the description by quantum language. In this sense, the readers are to find that quantum language provides the final answer (i.e., the easiest and deepest understanding) to the two envelope-problems in both non-Bayesian and Bayesian statistics. Also, we add the discussion about St. Petersburg two-envelope paradox.

DOI
10.48550/arxiv.1408.4916

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The purpose of this paper is to clarify the (non-Bayesian and Bayesian) two-envelope problems in terms of quantum language (or, measurement theory), which was recently proposed as a linguistic turn of quantum mechanics (with the Copenhagen interpretation). The two envelopes paradox is only a kind of high school student's probability puzzle, and it may be exaggerated to say that this is an unsolved problem. However, since we are convinced that quantum language is just statistics of the future, we believe that there is no clear answer without the description by quantum language. In this sense, the readers are to find that quantum language provides the final answer (i.e., the easiest and deepest understanding) to the two envelope-problems in both non-Bayesian and Bayesian statistics. Also, we add the discussion about St. Petersburg two-envelope paradox.
Recently, we proposed measurement theory ( or. quantum language) as a linguistic turn of quantum mechanics (with the Copenhagen interpretation). This theory has a great power of scientific descriptions. In fact, we have continued asserting that even statistics can be described in terms of measurement theory. Thus, we believe that quantum language is future statistics (i.e., statistics will develop into quantum language). However, now we think that our arguments were too abstract and philosophical, that is, we should have presented concrete examples much more. Thus, in this paper, we show that the calculation of Kalman filter is more understandable in terms of quantum language than in terms of usual statistics. For this, we devote ourselves to statistical measurement theory, in which the Bertrand paradox is discussed.
Since the problem: "What is statistics?" is most fundamental in sceince, in order to solve this problem, there is every reason to believe that we have to start from the proposal of a worldview. Recently we proposed measurement theory (i.e., quantum language, or the linguistic interpretation of quantum mechanics), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics. This turn from physics to language does not only extend quantum theory to classical theory but also yield the quantum mechanical world view (i.e., the (quantum) linguistic world view, and thus, a form of quantum thinking, in other words, quantum philosophy). Thus, we believe that the quantum lingistic formulation of statistics gives an answer to the question: "What is statistics?". In this paper, this will be done through the studies of inference interval, statistical hypothesis testing, Fisher maximum likelihood method, Bayes method and regression analysis in meaurement theory.
It is a matter of course that Kolmogorov’s probability theory is a very useful mathematical tool for the analysis of statistics. However, this fact never means that statistics is based on Kolmogorov’s probability theory, since it is not guaranteed that mathematics and our world are connected. In order that mathematics asserts some statements concerning our world, a certain theory (so called “world view”) mediates between mathematics and our world. Recently we propose measurement theory (i.e., the theory of the quantum mechanical world view), which is characterized as the linguistic turn of quantum mechanics. In this paper, we assert that statistics is based on measurement theory. And, for example, we show, from the pure theoretical point of view (i.e., from the measurement theoretical point of view), that regression analysis can not be justified without Bayes’ theorem. This may imply that even the conventional classification of (Fisher’s) statistics and Bayesian statistics should be reconsidered.
Quantum mechanics is basically a mathematical recipe on how to construct physical models. Historically its origin and main domain of application has been in the microscopic regime, although it strictly seen constitutes a general mathematical framework not limited to this regime. Since it is a statistical theory, the meaning and role of probabilities in it need to be defined and understood in order to gain an understanding of the predictions and validity of quantum mechanics. The interpretational problems of quantum mechanics are also connected with the interpretation of the concept of probability. In this thesis the use of probability theory as extended logic, in particular in the way it was presented by E. T. Jaynes, will be central. With this interpretation of probabilities they become a subjective notion, always dependent on one's state of knowledge or the context in which they are assigned, which has consequences on how things are to be viewed, understood and tackled in quantum mechanics. For instance, the statistical operator or density operator, is usually defined in terms of probabilities and therefore also needs to be updated when the probabilities are updated by acquisition of additional data. Furthermore, it is a context dependent notion, meaning, e.g., that two observers will in general assign different statistical operators to the same phenomenon, which is demonstrated in the papers of the thesis. It is also presented an alternative and conceptually clear approach to the problematic notion of "probabilities of probabilities", which is related to such things as probability distributions on statistical operators. In connection to this, we consider concrete numerical applications of Bayesian quantum state assignment methods to a three-level quantum system, where prior knowledge and various kinds of measurement data are encoded into a statistical operator, which can then be used for deriving probabilities of other measurements. The thesis also offers examples of an alternative quantum state assignment technique, using maximum entropy methods, which in some cases are compared with the Bayesian quantum state assignment methods. Finally, the interesting and important problem whether the statistical operator, or more generally quantum mechanics, gives a complete description of "objective physical reality" is considered. A related concern is here the possibility of finding a "local hidden-variable theory" underlying the quantum mechanical description. There have been attempts to prove that such a theory cannot be constructed, where the most well-known impossibility proof claiming to show this was given by J. S. Bell. In connection to this, the thesis presents an idea for an interpretation or alternative approach to quantum mechanics based on the concept of space-time.
The purpose of this paper is to clarify the (non-Bayesian and Bayesian) two-envelope problems in terms of quantum language (or, measurement theory), which was recently proposed as a linguistic turn of quantum mechanics (with the Copenhagen interpretation). The two envelopes paradox is only a kind of high school student's probability puzzle, and it may be exaggerated to say that this is an unsolved problem. However, since we are convinced that quantum language is just statistics of the future, we believe that there is no clear answer without the description by quantum language. In this sense, the readers are to find that quantum language provides the final answer (i.e., the easiest and deepest understanding) to the two envelope-problems in both non-Bayesian and Bayesian statistics. Also, we add the discussion about St. Petersburg two-envelope paradox.
Recently we proposed the linguistic interpretation of quantum mechanics (called quantum and classical measurement theory, or quantum language), which was characterized as a kind of metaphysical and linguistic turn of the Copenhagen interpretation. This turn from physics to language does not only extend quantum theory to classical systems but also yield the quantum mechanical world view (i.e., the philosophy of quantum mechanics, in other words, quantum philosophy).And we believe that this quantum language is the most powerful language to describe science. The purpose of this paper is to describe the Monty-Hall problem and the three prisoners problem in quantum language. We of course believe that our proposal is the final solutions of the two problems. Thus in this paper, we can answer the question: "Why have philosophers continued to stick to these problems?" And the readers will find that these problems are never elementary, and they can not be solved without the deep understanding of "probability" and "dualism". KEY WORDS: Philosophy of probability, Fisher Maximum Likelihood Method, Bayes' Method,The Principle of Equal (a priori) Probabilities