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.
Fiberwise posterior propriety is equivalent to finite positive evidence
Statement
Let be a measure space, let be measurable for a fixed datum , and put . For a finite positive constant , the set function is a probability measure if and only if and . In particular, if or , no finite positive scaling makes the fiberwise update a probability measure.
Facts & Assumptions
Given: A measure space ; a nonnegative measurable likelihood section ; its evidence ; and a scalar .
The indefinite integral of a nonnegative measurable function is a measure: for a measure and nonnegative measurable , the set function is a measure.
Probability measures and probability spaces: a probability measure is a measure whose total mass is one.
Proof
Given: The hypotheses in the Statement.
Define . By [F2], is a measure and by the Statement's definition of and the definition of the integral over a measurable set. Since is finite and positive, is also a measure and has total mass , with the extended-real convention .
If , then is a probability exactly when by [F3], which is equivalent to . If , its total mass is zero; if , its total mass is infinite. Thus neither endpoint admits such a , proving both directions without forming a quotient there.
Depends on
Used by
- Type-II maximum marginal likelihood and empirical-Bayes plug-in posterior Definition
- A finite model with positive finite evidence Example
- A flat prior gives a proper known-variance normal-mean posterior Example
- A prior-predictive null fiber has no quotient posterior Example
- An improper variance hyperprior can give an improper posterior Example
- The improper Beta(0,0) prior has a divergent binomial endpoint posterior Example
- ABC targets the density-defined summary posterior at zero tolerance Theorem
- Beta-Binomial conjugate update Theorem
- Conjugate update for an exponential-family likelihood Theorem
- Dirichlet-Multinomial conjugate update Theorem
- Exposure-adjusted Gamma-Poisson conjugate update Theorem
- Finite-model posterior probabilities and Bayes-factor odds Theorem
- Known-variance Normal-Normal conjugate update Theorem
Dependency tree · two levels
12 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Gelman et al., Bayesian Data Analysis, 3rd ed., §§1.3, 2.8 (standard reference, not scraped)
- Johnson, Ott & Dogucu, Bayes Rules!, Chapter 2 (standard reference, not scraped)