OAI/Combinatorics/ContingencyTables/Transport/FiniteIndependentAverages.lean
11 declarations, 0 contain sorry, 0 declared as axioms
Concentration of averages of actual independent finite experiments
- def
OAI.ContingencyTables.FiniteIndependentAverages.sampleSumline 16 - def
OAI.ContingencyTables.FiniteIndependentAverages.sampleAverageline 18 - lemma
OAI.ContingencyTables.FiniteIndependentAverages.sampleSum_consline 21 - lemma
OAI.ContingencyTables.FiniteIndependentAverages.centered_meanline 25 - lemma
OAI.ContingencyTables.FiniteIndependentAverages.sampleSum_mean_zeroline 29 - theorem
OAI.ContingencyTables.FiniteIndependentAverages.sampleSum_secondMomentline 45Source documentation
Mixed terms vanish because each coordinate is an independent uniform finite experiment, not because of an assumed concentration oracle.
theorem sampleSum_secondMoment (g : X → ℝ) (hg : uniformAverage g=0) (N : ℕ) : uniformAverage (fun xs : Fin N → X => (sampleSum g N xs)^2)= N*uniformAverage (fun x => (g x)^2) := by …Mentions: OAI.ContingencyTables.FiniteIndependentAverages.sampleSum
- lemma
OAI.ContingencyTables.FiniteIndependentAverages.sampleAverage_centeredline 69 - theorem
OAI.ContingencyTables.FiniteIndependentAverages.sampleAverage_secondMomentline 78 - theorem
OAI.ContingencyTables.FiniteIndependentAverages.sampleAverage_failureline 87Source documentation
A finite Chebyshev bound for the actual independent sample array.
theorem sampleAverage_failure (g : X → ℝ) (N : ℕ) (hN : 0 < N) (sigma : ℝ) (hsigma : 0 < sigma) (hmean : 0 < uniformAverage g) : uniformAverage (fun xs : Fin N → X => if sigma*uniformAverage g < |sampleAverage g N xs-uniformAverage g| then (1:ℝ) else 0) ≤ uniformAverage (fun x => (g x-uniformAverage g)^2)/(N*(sigma*uniformAverage g)^2) := by …Mentions: OAI.ContingencyTables.FiniteIndependentAverages.sampleAverage
- lemma
OAI.ContingencyTables.FiniteIndependentAverages.mean_boundsline 110 - theorem
OAI.ContingencyTables.FiniteIndependentAverages.bounded_relative_failureline 118Source documentation
A bounded positive output gives the same explicit relative-variance bound on every finite experiment, including a Boolean-word sampler.
theorem bounded_relative_failure (g : X → ℝ) (L U : ℝ) (hL : 0 < L) (hg : ∀ x,L ≤ g x ∧ g x ≤ U) (N : ℕ) (hN : 0 < N) (sigma : ℝ) (hsigma : 0 < sigma) : uniformAverage (fun xs : Fin N → X => if sigma*uniformAverage g < |sampleAverage g N xs-uniformAverage g| then (1:ℝ) else 0) ≤ U^2/(N*(sigma*L)^2) := by …Mentions: OAI.ContingencyTables.FiniteIndependentAverages.sampleAverage