Marginal transfer of common affine-slice tests
Lax342547.CommonTestTransfer · concepts/Lax342547/CommonTestTransfer.lean · lax-342547
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Theorem
A bounded marginal density transfers raw empirical variance to a quantitative comparison with the common reference mean. Near-certain empirical success therefore forces near-certain reference success, with the original density cost retained. This is the probability transfer used in Lemma 9.5.
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Evidence
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| 1 | import Lax342547.EmpiricalVariance |
| 2 | |
| 3 | /-! |
| 4 | --- |
| 5 | title: Marginal transfer of common affine-slice tests |
| 6 | type: theorem |
| 7 | --- |
| 8 | A bounded marginal density transfers raw empirical variance to a quantitative |
| 9 | comparison with the common reference mean. Near-certain empirical success |
| 10 | therefore forces near-certain reference success, with the original density |
| 11 | cost retained. This is the probability transfer used in Lemma 9.5. |
| 12 | -/ |
| 13 | |
| 14 | namespace Lax342547.CommonTestTransfer |
| 15 | open Lax342547.RelativeEntropy |
| 16 | open scoped BigOperators |
| 17 | |
| 18 | axiom mean_comparison {Ω : Type} [Fintype Ω] (ρ σ F : Ω → ℝ) |
| 19 | (hσ : Probability σ) (L ε m : ℝ) (hL : 0 ≤ L) |
| 20 | (hcap : ∀ o,σ o ≤ L*ρ o) |
| 21 | (hvar : (∑ o,ρ o*(F o-m)^2) ≤ ε) : |
| 22 | |(∑ o,σ o*F o)-m| ≤ Real.sqrt (L*ε) |
| 23 | |
| 24 | axiom success_transfer {Ω : Type} [Fintype Ω] (ρ σ F : Ω → ℝ) |
| 25 | (hσ : Probability σ) (L ε m η : ℝ) (hL : 0 ≤ L) |
| 26 | (hcap : ∀ o,σ o ≤ L*ρ o) |
| 27 | (hvar : (∑ o,ρ o*(F o-m)^2) ≤ ε) |
| 28 | (hsuccess : 1-η ≤ ∑ o,σ o*F o) : |
| 29 | 1-η-Real.sqrt (L*ε) ≤ m |
| 30 | |
| 31 | end Lax342547.CommonTestTransfer |
| 32 |
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