How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
An improper flat-prior scale makes a formal evidence arbitrary
Example
Consider one observation from the normal location model with known . For any , the measure is an improper flat prior, where is Lebesgue measure (Lebesgue measurable sets, the family , and the restricted set function ). The likelihood integral against it is finite but equals . If two competing models use this same normal-location likelihood, with the same observed and known variance, but use independent arbitrary constants and , their formal evidence ratio is , so it has no value determined by the models.
Facts & Assumptions
Given: A normal location likelihood with , an observation , and the sigma-finite prior measure for .
AC is assumed for the library normal-law convention. The Axiom of Choice
A proper-model evidence in this pair is defined by integrating a specified likelihood density against a probability prior. Marginal likelihoods, proper model evidence, and Bayes factors
The BCS-02 fiberwise normalizer is the likelihood integral against the supplied sigma-finite prior measure; an improper prior has infinite total mass. Evidence normalizer and fiberwise posterior update
AC implies Countable Choice. AC implies DC implies countable choice
Under Countable Choice, Lebesgue measure is sigma-finite and finite on bounded sets. Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure
Lebesgue measure of a real interval is its length, including a degenerate interval of measure zero. A box in with parameters is Lebesgue measurable of measure , whichever of its faces are included
For , the normal location likelihood density is . A positive-variance normal law has its location-scale density
Verification
Given: The model and prior measure in the Example.
By [A1, F3, F4], is sigma-finite, so is sigma-finite. By [F5], for every positive integer , hence and it is improper in the sense of [F2]. By [F6], its formal likelihood integral is . The substitution has absolute Jacobian , so this equals . This value is positive and finite for every fixed , but , so it is not an evidence under [F1].
For the two copies of the same normal-location likelihood specified above, with model-specific constants , the formal ratio is by step 1.1. Rescaling either improper prior changes this ratio arbitrarily while leaving its unnormalized density proportional to Lebesgue measure; hence no generic Bayes factor is defined by these improper priors.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Lebesgue measurable sets, the family $\mathcal{L}(\mathbb{R}^n)$, and the restricted set function $\lambda_n$
- Marginal likelihoods, proper model evidence, and Bayes factors
- Evidence normalizer and fiberwise posterior update
- The Axiom of Choice
- A positive-variance normal law has its location-scale density
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- AC implies DC implies countable choice
- A box in $\mathbb{R}^n$ with parameters $a_i\le b_i$ is Lebesgue measurable of measure $\prod_{i<n}(b_i-a_i)$, whichever of its faces are included
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- Andrew Gelman et al., Bayesian Data Analysis, 3rd ed., §7.4 (standard reference, not scraped)