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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 with positive probability, the data are uniform on the distinct points of . For the orbit ranks of Orbit upper-tail rank p-values, the inclusive p-value is superuniform under the null, and the independent-uniform tie-randomized value is Uniform conditionally on each positive-probability orbit. Consequently, is also Uniform unconditionally.
Facts & Assumptions
Given: A finite set , finite group acting on , statistic , invariant null law , and the two orbit-rank definitions.
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
The inclusive and tie-randomized orbit ranks count group elements with multiplicity and divide by . Orbit upper-tail rank p-values
In a finite probability space, event probability is the sum of outcome weights; positive-probability conditioning uses the ratio definition. Finite probability spaces, outcome weights, events, and event probabilities, Conditional probability for , Normalization, nonnegativity, monotonicity, complements, and differences in a finite probability space
For a list of 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
The tie randomizer is independent of the observed data. Independent random elements
Every null law in the statement satisfies the invariance condition in [F1].
The independent tie randomizer has the uniform law on , as stipulated by the Statement.
Proof
Fix a positive-probability orbit and points . Choose with . Invariance gives . Thus all distinct points have equal mass; by [F3] their conditional probabilities given are each .
For fixed , define its stabilizer . If , then : every with sends to , and if then . Hence every distinct point of occurs exactly 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.
Conditional on , [step 1.1] makes the observed orbit point a uniform index in the finite list . By [F5] and [A2], the randomizer remains independent and uniform. Apply [F4] to this list and use [step 2.1]: is Uniform and for every .
The positive-probability orbits form a finite partition up to null orbits. Summing the conditional superuniform bounds from step 3.1 with weights gives ; summing the conditional uniform laws gives . The argument applies to each invariant null law. Only finite counting is used, so no choice axiom is needed.
Depends on
- Finite-group randomization setups
- Orbit upper-tail rank p-values
- Tied upper ranks on a finite multiset
- Finite probability spaces, outcome weights, events, and event probabilities
- Normalization, nonnegativity, monotonicity, complements, and differences in a finite probability space
- Conditional probability $\mathbb P(A\mid B)$ for $\mathbb P(B)>0$
- Independent random elements
Used by
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Sources
- Peter B. Stark, Statistics 240 Lecture Notes, Part 8: Resampling Methods, §1.3, PDF pp. 10–11 (standard reference, not scraped)
- Jesse Hemerik and Jelle Goeman, Exact testing with random permutations, Sections 2–3 (standard reference, not scraped)