Manuscript En01-C@1 · En01-C.tex · theorem · 00a2161c
Theorem: Result C: complete-record gap and sample certificate
A bounded complete-record statistical certificate › Tail and implementation control · lines 1658–1723 · proof included or linked
En01-C@1#thm:certificate, En01-C@1#eq:statistic, En01-C@1#eq:g
Randomize the four settings independently with probability . Suppose their ideal mean ranges have gap , including any certified mean-model errors. Suppose the uniform record second-moment bounds above hold.
If the split record is always available, define the predeclared bounded statistic
It belongs to . If instead the split record is independently erased with common known probability , , replace the second term by , scoring an erased record by .
Let actual complete attempted-run laws be within total variation of the corresponding specified laws, uniformly over the joint families. Then the actual oriented expectation gap is at least
where in the always-recorded case.
If , the midpoint of the enlarged null and alternative expectation ranges gives a test with each error at most
after independent attempted runs from a fixed actual family member. Thus
suffices for each error to be at most . A simultaneous calibration coverage probability at least gives unconditional error at most .
Proof. Since and , the statistic is bounded. Randomization gives
The independent-erasure condition gives the factor . Equation (eq:clipping) reduces the ideal gap by at most . For a statistic in , total variation changes its expectation by at most , giving (eq:g).
The midpoint is at least from each allowed expectation. Hoeffding's one-sided inequality gives Hoeffding1963. Uniformity follows from the same expectation bounds for every family member. Finally, combine test and calibration failure events by a union bound.
Displayed formulas in this passage
En01-C@1#eq:statistic · line 1667
En01-C@1#eq:g · line 1682
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