Problem 65
Medium Properties of Probability

Show that property b_(ijm) always follows from properties…

Show that property $b_{ijm}$ always follows from properties $b_{ijk}$ and $b_{jkm}$ (see Problem 64).

Explanation of Method

Everything can be checked outcome by outcome. For each outcome $\omega$ write $x_t=1$ if $\omega\in A_t$ and $x_t=0$ otherwise. Property $b_{ijk}$ says: there is no outcome with $x_i=x_k\ne x_j$ ("the middle one is the odd one out"). We test the claim on all possible patterns $(x_i,x_j,x_k,x_m)$ and find a pattern that satisfies $b_{ijk}$ and $b_{jkm}$ but violates $b_{ijm}$, so the statement as written is false. We then prove the correct rule (Menger's transitivity of betweenness): $b_{ijk}$ and $b_{ikm}$ imply $b_{ijm}$ and $b_{jkm}$.

Step 1: Property $b$ outcome by outcome

With the definition of Problem 64, $b_{ijk}$ means that the atoms $A_i\overline{A_j}A_k$ and $\overline{A_i}A_j\overline{A_k}$ are empty, i.e.

\[ b_{ijk}: \quad \text{no outcome has } x_i = x_k \ne x_j. \]

Think of $A_j$ as lying "between" $A_i$ and $A_k$: where $A_i$ and $A_k$ agree, $A_j$ agrees with them.

Step 2: A counterexample to the statement as written

Let $\Omega=\{\omega_1,\omega_2\}$ with $P(\omega_1)=P(\omega_2)=\tfrac12$ and

\[ A_i=\{\omega_1\},\qquad A_j=\varnothing,\qquad A_k=\{\omega_2\},\qquad A_m=\Omega. \]

Outcome$x_i$$x_j$$x_k$$x_m$$b_{ijk}$ ok?$b_{jkm}$ ok?$b_{ijm}$ ok?
$\omega_1$1001yes ($x_i\ne x_k$)yes ($x_j\ne x_m$)no ($x_i=x_m=1\ne x_j$)
$\omega_2$0011yesyesyes

So $b_{ijk}$ and $b_{jkm}$ hold, but $b_{ijm}$ fails. In distances: $\varrho(A_i,A_j)+\varrho(A_j,A_k)=\tfrac12+\tfrac12=1=\varrho(A_i,A_k)$ and $\varrho(A_j,A_k)+\varrho(A_k,A_m)=\tfrac12+\tfrac12=1=\varrho(A_j,A_m)$, yet $\varrho(A_i,A_j)+\varrho(A_j,A_m)=\tfrac32\ne\tfrac12=\varrho(A_i,A_m)$.

The same happens for points on a line only when $j$ and $k$ coincide; for events, $A_j$ and $A_k$ can "coincide" at some outcomes (here $\omega_1$) while differing elsewhere. Hence the claim cannot be proved.

Step 3: The correct rule

\[ \boxed{b_{ijk}\ \text{and}\ b_{ikm}\ \Longrightarrow\ b_{ijm}\ \text{and}\ b_{jkm}.} \]

(For points on a line: if $j$ is between $i$ and $k$, and $k$ is between $i$ and $m$, then $j$ is between $i$ and $m$, and $k$ is between $j$ and $m$.)

Step 4: Proof of $b_{ijm}$

Suppose some outcome had $x_i=x_m=a$ and $x_j=1-a$.

So no such outcome exists: $b_{ijm}$ holds.

Step 5: Proof of $b_{jkm}$

Suppose some outcome had $x_j=x_m=c$ and $x_k=1-c$.

So $b_{jkm}$ holds. $\blacksquare$

Step 6: When does the original claim hold?

The claim "$b_{ijk}$ and $b_{jkm}\Rightarrow b_{ijm}$" is true inside a linearly ordered sequence (Problems 66–68), where each outcome's pattern $x_1,x_2,\dots,x_n$ changes value at most once. It fails only because of patterns like $1,0,0,1$, which a linearly ordered sequence cannot contain.


Result

ClaimStatus
$b_{ijk}\wedge b_{jkm}\Rightarrow b_{ijm}$false in general: $A_i=\{\omega_1\}, A_j=\varnothing, A_k=\{\omega_2\}, A_m=\Omega$
$b_{ijk}\wedge b_{ikm}\Rightarrow b_{ijm}\wedge b_{jkm}$true (transitivity of betweenness)