There are many counter-intuitive results in mathematics, some of which are listed here. However, most of these theorems involve infinite objects and one can argue that the reason these results seem counter-intuitive is our intuition not working properly for infinite objects.
I am looking for examples of counter-intuitive theorems which involve only finite objects. Let me be clear about what I mean by "involving finite objects". The objects involved in the proposed examples should not contain an infinite amount of information. For example, a singleton consisting of a real number is a finite object, however, a real number simply encodes a sequence of natural numbers and hence contains an infinite amount of information. Thus the proposed examples should not mention any real numbers.
I would prefer to have statements which do not mention infinite sets at all. An example of such a counter-intuitive theorem would be the existence of non-transitive dice. On the other hand, allowing examples of the form $\forall n\ P(n)$ or $\exists n\ P(n)$ where $n$ ranges over some countable set and $P$ does not mention infinite sets would provide more flexibility to get nice answers.
What are some examples of such counter-intuitive theorems?








Suppose $X$ is any finite set, which will represent a set of voters, and let $Y$ be another finite set, representing decisions or options that the voters can rank. For example, voting on presidential candidates, favorite ice cream, etc. For simplicity, assume that $X=\{1,\ldots, N\}$.
Call a ranking to be a linear ordering on $Y$, and a social welfare function is a map $$F: L(Y)^N \to L(Y)$$ where $L(Y)$ is the set of all linear orderings on $Y$. $F$ essentially shows how to take the rankings of each voter and turn that into a single ranking. The elements of $L(Y)^N$ are an $N$-tuple of rankings, a ranking of $Y$ from each voter. We shall represent such a tuple by $(\leq_n)_{n=1}^N$ and its image by $F((\leq_n)_{n=1}^N)=\leq$.
Since this is to be a voting system, we probably want this to adhere to some rules which enforce the idea that $F$ accurately reflects the rankings of each voter:
Unanimity: If every voter ranks $a\in Y$ better than $b\in Y$, then in the output of $F$, society ranks $a$ higher than $b$. Formally, if $a\leq_n b$ for every $n$, then $a\leq b$.
Independence of Irrelevant Alternatives: How voters rank $a$ and $b$ should not effect how society ranks $a$ and $c\neq b$. Formally, if $(\leq_n)_{n=1}^N$ and $(\leq_n')_{n=1}^N$ are two tuples of rankings such that the ordering of $a$ and $c$ are the same for each $n$ (i.e. $a\leq_n c$ if and only if $a\leq_n' c$) then the ordering of $a$ and $c$ are the same in society's rankings (i.e. $a \leq c$ if and only if $a\leq' c$).
Since this is a bit more involved, consider the example of a group ranking the three ice cream flavors of vanilla, chocolate, and strawberry. The group makes their choices, and $F$ says that the highest ranked flavor is chocolate. Then the group learns that strawberry is out, so they rank strawberry as last. It would be counter-intuitive, then, to suspect that all of a sudden vanilla becomes ranked highest (but there are such functions making this true).
The intuition is the hope that the group's consensus on how it feels about two options should only depend on how each individual feels about those two options.
Cases where this still fails are usually indicative of cases where the voting scheme can be gamed in some way, i.e. by voting against your favorite option to avoid your least favorite option or by varying how you rank the remaining options to guarantee their loss.
A good ranked voting system should be such that you benefit most by actually saying what you really think, than attempting to game the system. The failure of Independence of Irrelevant Alternatives allows for this gaming.
This bring's us to our result:
One method of proof is by considering filters and using the fact that the only ultrafilters on a finite set are the principal ultrafilters.
It is important to note that Arrow's Impossibility Theorem only applies to ranking systems. There are alternatives ways of voting which are not ranking systems and show more promise.
Moreover, whether the hypothesis of the Independence of Irrelevant Alternatives actually captures what we want in all cases is suspect.