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.
Statistical Experiments, Models and Identifiability — Examples
1 · Prerequisites
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Foundations of the Real Numbers for Analysis
- limsup, liminf, and Subsequential Limits
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Order, Zorn's Lemma, and the Axiom of Choice
- Probability Spaces Random Variables and Expectation
- Relations, Functions, and Quotients
- Sequences and Limits
- Sigma Algebras and Borel Sets
- Statistical Experiments, Models and Identifiability
- Suprema and Infima
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
2 · Summary
The Bernoulli family identifies its success probability because that probability is the mass assigned to the event . A redundant two-parameter Bernoulli model shows that a coordinate can fail to be identifiable when the sampling law depends only on a sum of the coordinates.
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
Identifiable Bernoulli model and parameter target
Example
Let with , let , and, for , define
where each indicator is when its stated membership holds and otherwise. This is the Bernoulli model with success probability . Its parameter is identifiable, and the target is identifiable.
Facts & Assumptions
Given: The parameter space is and the sample space is .
Sigma-algebras: a sigma-algebra contains the whole space and is closed under complements and countable unions; the full power set satisfies these conditions.
Measurable spaces and measurable sets: a measurable space is a set together with a sigma-algebra on it.
Probability measures and probability spaces: a probability measure is a measure of total mass on a measurable space.
Statistical experiments: an experiment assigns a probability measure on the sample measurable space to each parameter .
Parametric statistical models: the model map sends to its sampling law .
Estimands on a statistical model: is a function from the parameter set to the target set .
Identifiability of an estimand: identifiability means equal sampling laws imply equal target values.
Identifiability is constancy on observational classes: an identifiable target factors uniquely through the set of sampling laws.
Verification
Given: The finite Bernoulli family and target specified above.
The full power set contains and is closed under finite unions and complements, so it is an algebra of subsets. Every countable union of its members is still a subset of , so it is a sigma-algebra by [F1] and gives a measurable space by [F2]. For any , both singleton masses and are nonnegative, and . If is pairwise disjoint, each of and belongs to at most one , so . Hence every is a probability measure by [F3].
If , evaluation on gives . Thus the model map is injective and equal laws force ; the target is identifiable by [F7]. By [F8] it factors uniquely through the set of Bernoulli laws.
A redundant Bernoulli parameterization has a nonidentifiable coordinate
Statement refuted
For every parametric statistical model with parameter , the first-coordinate target is identifiable.
Facts & Assumptions
Given: The parameter set , finite sample space, law family and target stated above.
Sigma-algebras: a sigma-algebra contains the whole space and is closed under complements and countable unions; the full power set satisfies these conditions.
Measurable spaces and measurable sets: a measurable space is a set together with a sigma-algebra on it.
Probability measures and probability spaces: a probability measure has total mass and is countably additive on measurable sets.
Statistical experiments: an experiment is a parameter-indexed family of probability measures on the sample measurable space.
Parametric statistical models: each parameter is sent to its sampling law .
Estimands on a statistical model: the first coordinate is a function to .
Identifiability of an estimand: an estimand is identifiable only if equal sampling laws imply equal target values.
Identifiability is constancy on observational classes: identifiability is equivalent to a unique factorization of the target through the set of model laws.
Counterexample
Take with and
For each , define
and set . The law depends only on the sum, while the target is the first coordinate.
Given: The redundant two-parameter Bernoulli family and first-coordinate target stated above.
The full power set contains and is closed under finite unions and complements, so it is an algebra of subsets. Every countable union of its members is still a subset of , so it is a sigma-algebra by [F1] and gives a measurable space by [F2]. For every , both masses and are nonnegative and sum to . In a pairwise disjoint sequence of events, each singleton and appears at most once, so the displayed formula is countably additive. Thus is a probability measure by [F3], and the family is an experiment by [F4].
The points and have coordinates in , and their sums are and , so both belong to . Both measures assign to and to ; the four events consequently have probabilities under both laws, so . But . By [F7], is not identifiable; by [F8], it cannot factor through the model-law set.