Mathematical Psychology
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Allais Paradox

The Allais paradox demonstrates that human choice under risk systematically violates the independence axiom of expected utility theory, providing foundational evidence for alternative decision theories.

Maurice Allais presented his famous paradox in 1953, demonstrating a pattern of choices that violates the independence axiom — the most controversial axiom of expected utility theory. The paradox involves two pairs of choices where people's preferences are inconsistent with any utility function that satisfies the von Neumann-Morgenstern axioms.

The Paradox

Allais' Choice Problems Problem 1: A = $1M for certain vs. B = ($5M, .10; $1M, .89; $0, .01)
Problem 2: C = ($1M, .11; $0, .89) vs. D = ($5M, .10; $0, .90)

Common pattern: A ≻ B and D ≻ C
This violates independence (EU requires A ≻ B ⟹ C ≻ D)

Most people choose the sure $1M (A) in Problem 1 — preferring certainty over a slightly higher expected value gamble that includes a chance of getting nothing. But in Problem 2, most choose D — preferring the chance at $5M, since both options have similar probabilities of winning nothing. This pattern is inconsistent with any expected utility function.

Theoretical Implications

The Allais paradox is explained by several non-expected utility theories. Prospect theory accounts for it through probability weighting: the certainty effect (overweighting certain outcomes relative to merely probable ones). Rank-dependent utility theory accommodates it by weighting probabilities based on their rank position. Regret theory explains it through the anticipated regret of receiving nothing when $1M was available for certain. The paradox remains the single most important empirical challenge to normative expected utility theory.

Related Topics

References

  1. Allais, M. (1953). Le comportement de l'homme rationnel devant le risque: Critique des postulats et axiomes de l'école Américaine. Econometrica, 21(4), 503–546. https://doi.org/10.2307/1907921
  2. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263–291. https://doi.org/10.2307/1914185
  3. Conlisk, J. (1989). Three variants on the Allais example. American Economic Review, 79(3), 392–407. https://doi.org/10.1257/aer.79.3.392
  4. Starmer, C. (2000). Developments in non-expected utility theory: The hunt for a descriptive theory of choice under risk. Journal of Economic Literature, 38(2), 332–382. https://doi.org/10.1257/jel.38.2.332

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