Alphabeta Math
TheoremStatement: AI-adaptedProof: AI-adaptedPipeline-generatedjudge pass (gpt-6-luna)
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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.

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Conditional-error budget for two-stage adaptation

Statement

Assume AC. Let P0 be one fixed null probability law on (Ω,F), and let F1⊆F be the interim sigma-algebra. Let R0∈F be the original design's rejection event, and let R1∈F be the adapted design's event of any eventual rejection, including early and final decisions. Choose versions A=E0[1R0∣F1],Q=E0[1R1∣F1]. For α∈[0,1], if P0(R0)≤α and Q≤A almost surely, then P0(R1)≤α. The original conditional error A is an almost-sure class; changing its version does not change any rejection probability.

Facts & Assumptions

Given: AC; one probability space and one fixed null law P0; a sub-sigma-algebra F1; events R0,R1∈F; α∈[0,1]; P0(R0)≤α; and versions A,Q of the stated conditional expectations with Q≤A almost surely.

[A1]

AC is assumed for the library's conditional-expectation existence interface. The Axiom of Choice

[F1]

Under AC, the conditional expectation is the unique almost-sure class of integrable, F1-measurable versions satisfying all F1 event-integral identities. Conditional expectation as an ae class

[F2]

Conditional expectation preserves order and ordinary expectation, and a constant is its own conditional expectation. Basic algebra and order properties of conditional expectation

[F3]

For nested sigma-algebras, conditioning twice gives the conditional expectation at the smaller sigma-algebra. Tower property of conditional expectation

[F4]

The expectation of an event indicator is the probability of that event. The expectation of an indicator is the probability of the event

Proof

technique · identify the mean conditional errors by the tower property, then compare their expectations
1.1A1F1F2

By [A1] and [F1], both conditional-expectation classes exist. Since 0≤1Rj≤1 for j=0,1, order preservation and the constant rule in [F2] give 0≤A,Q≤1 almost surely. All representatives of either class agree almost surely by [F1], so the rejection probabilities do not depend on the chosen versions.

2.1F2F3F4given∎

Let F0={∅,Ω}. By [F3], E0[A∣F0]=E0[1R0∣F0]. Each side is constant almost surely because it is F0-measurable; testing its defining event identity at Ω shows its constant is its ordinary expectation. Thus [F4] gives E0A=E01R0=P0(R0)≤α. The same argument gives E0Q=P0(R1). Order preservation [F2], applied to Q≤A with conditioning sigma-algebra F0, gives E0[Q∣F0]≤E0[A∣F0]; these constants are E0Q and E0A, so P0(R1)=E0Q≤E0A≤α.

Source notes

Both treatments express the global null rejection probability as the mean of the interim conditional rejection probability. The proof here states the event and sigma-algebra hypotheses directly and uses the published conditional-expectation tower and order properties; the source exposition alone is not used as a proof.

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Sources