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Finite-group orbit-rank validity

Statement

In a finite-group randomization setup, fix a null law invariant under the group action. Conditional on every orbit O with positive probability, the data are uniform on the distinct points of O. For the orbit ranks of Orbit upper-tail rank p-values, the inclusive p-value p0 is superuniform under the null, and the independent-uniform tie-randomized value pU is Uniform(0,1) conditionally on each positive-probability orbit. Consequently, pU is also Uniform(0,1) unconditionally.

Facts & Assumptions

Given: A finite set Ω, finite group G acting on Ω, statistic T, invariant null law P, and the two orbit-rank definitions.

[F1]

A finite-group randomization setup specifies a finite probability space, a finite group action, a statistic, and null-law invariance under every group element. Finite-group randomization setups

[F2]

The inclusive and tie-randomized orbit ranks count group elements with multiplicity and divide by ∣G∣. Orbit upper-tail rank p-values

[F4]

For a list of m real values, the tie-randomized upper rank is uniform and its inclusive upper rank is superuniform when the index is uniform. Tied upper ranks on a finite multiset

[F5]

The tie randomizer is independent of the observed data. Independent random elements

[A1]

Every null law in the statement satisfies the invariance condition in [F1].

[A2]

The independent tie randomizer has the uniform law on [0,1], as stipulated by the Statement.

Proof

1.1A1F1F3givenchoosealgebra

Fix a positive-probability orbit O and points x,y∈O. Choose h∈G with y=h⋅x. Invariance gives P(X=y)=P(h⋅X=y)=P(X=h−1⋅y)=P(X=x). Thus all ∣O∣ distinct points have equal mass; by [F3] their conditional probabilities given X∈O are each 1/∣O∣.

2.1F1F2step 1.1constructalgebra

For fixed x∈O, define its stabilizer Gx:={g∈G:g⋅x=x}. If y=h⋅x, then {g:g⋅x=y}=hGx: every hg with g∈Gx sends x to y, and if g⋅x=y then h−1g∈Gx. Hence every distinct point of O occurs exactly ∣Gx∣ times in the group-transformed list. The strict and tied counts and denominator in [F2] all have this same factor, so the group-average ranks equal the ranks computed on the distinct orbit points.

3.1F2F4F5A2step 1.1step 2.1

Conditional on O, [step 1.1] makes the observed orbit point a uniform index in the finite list (T(y))y∈O. By [F5] and [A2], the randomizer remains independent and uniform. Apply [F4] to this list and use [step 2.1]: pU is Uniform(0,1) and P(p0≤u∣X∈O)≤u for every u∈[0,1].

4.1step 3.1F3algebra∎

The positive-probability orbits form a finite partition up to null orbits. Summing the conditional superuniform bounds from step 3.1 with weights P(X∈O) gives P(p0≤u)≤u; summing the conditional uniform laws gives pU∼Unif⁡(0,1). The argument applies to each invariant null law. Only finite counting is used, so no choice axiom is needed.

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