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def

bayesFactorModerate

definition
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module
IndisputableMonolith.Statistics.BayesianUpdateFromJCost
domain
Statistics
line
60 · github
papers citing
none yet

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open lean source

IndisputableMonolith.Statistics.BayesianUpdateFromJCost on GitHub at line 60.

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formal source

  57  unfold bayesFactorThreshold; exact Jcost_phi_val
  58
  59/-- Moderate evidence: B = φ². -/
  60def bayesFactorModerate : ℝ := phi ^ (2 : ℕ)
  61
  62theorem bayesFactorModerate_pos : 0 < bayesFactorModerate := by
  63  unfold bayesFactorModerate; exact pow_pos phi_pos _
  64
  65theorem bayesFactorModerate_gt_two : (2 : ℝ) < bayesFactorModerate := by
  66  unfold bayesFactorModerate
  67  have h := phi_squared_bounds
  68  linarith [h.1]
  69
  70structure BayesianUpdateCert where
  71  cost_at_null : ∀ p : ℝ, p ≠ 0 → bayesFactorCost p p = 0
  72  cost_nonneg : ∀ l p : ℝ, 0 < l → 0 < p → 0 ≤ bayesFactorCost l p
  73  threshold_gt_one : 1 < bayesFactorThreshold
  74  moderate_gt_two : (2 : ℝ) < bayesFactorModerate
  75
  76noncomputable def cert : BayesianUpdateCert where
  77  cost_at_null := bayesFactorCost_at_null
  78  cost_nonneg := bayesFactorCost_nonneg
  79  threshold_gt_one := bayesFactorThreshold_gt_one
  80  moderate_gt_two := bayesFactorModerate_gt_two
  81
  82theorem cert_inhabited : Nonempty BayesianUpdateCert := ⟨cert⟩
  83
  84end
  85end BayesianUpdateFromJCost
  86end Statistics
  87end IndisputableMonolith