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Statistics Theorymath.STIS-MM-etlr-nef
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The equal-tail/likelihood-ratio edge for a single observation: six affine branches of V=(am²+bm+c)^(3/2), two of them new, and a boundary-atom test that closes both

Abstract

For a continuous one-parameter natural exponential family (NEF) with variance function V, Bar-Lev and Hoessly (arXiv:2608.28221) prove that coincidence of the equal-tail and likelihood-ratio two-sided p-values for one observation, throughout the family and under their standing regularity assumption, forces (V^(2/3))"'=0, i.e. V=(am²+bm+c)^(3/2), together with a density-at-the-mean identity; they solve the resulting problem inside the power-variance class only and state that the unrestricted one-observation classification is deliberately not claimed. We settle it: under their Assumption 2.5, equal-tail/likelihood-ratio coincidence for one observation holds only for the Gaussian family up to affine transformation. The pair (sign of a, sign of b²-4ac) is an affine invariant of the family and takes exactly six values. Four cells are the source's (Gaussian, the power-variance exponent 3/2, inverse Gaussian, symmetric normal inverse Gaussian); the two others are new, with explicit candidate cumulants k(θ)=-√(θ²-c²) on θ<-c and k(θ)=√(θ²+c²) on ℝ, variance functions (m²-1)^(3/2)/c and (1-m²)^(3/2)/c, the latter with a bounded mean domain. A boundary-atom test closes both: on each new cell k(θ)-θ → 0 at the relevant infinity, so the Laplace transform of e^(θ(x-1)) tends to 1, whereas a Lebesgue-dominated generating measure forces the limit 0. The same test re-proves, without the power-variance classification, the source's exclusion of the exponent 3/2, and it does not fire on the inverse Gaussian or the Gaussian. An integral-free form of the coincidence condition shows, by an exact computation, that the source's local method is exhausted at its own differential equation: every higher-order local condition through order 16 vanishes identically on the solution class. The result does not touch the mean–median conjecture of Letac, Mattner and Piccioni, which is strictly weaker and remains open. The algebraic reduction, the six-cell split, the two new cumulants, the exponent limits, the exclusions and the controls are verified in Lean 4 against Mathlib.

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Archived files

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    Source snapshot 2026-09-07 03:53 UTC

    File fingerprint4cc213053c5d15da821157775938da260d65f94868a90911b3c09e031271c93d

Claim ledger

Stated results

20 entries
E1routine2026-09-07

the Bar-Lev–Hoessly ET–LR operator factors exactly: writing V = u³ (u = V^(1/3) > 0) and W = u² = V^(2/3), one has 9V²V"' - 9VV'V" + 4(V')³ = (27/2) u⁷ W"', so the equation (11) of arXiv:2608.28221v1 is a polynomial identity in (u, u', u", u"') with no fractional power anywhere

E2routine2026-09-07

for u > 0, equation (11) holds at every point iff the third derivative of W = u² vanishes at every point; and a real function whose third derivative vanishes identically is the quadratic W(x) = W"(0)/2 x² + W'(0) x + W(0)

E3routine2026-09-07

under the reduction, the variance function is the 3/2 power of a quadratic that is positive everywhere: there exist a, b, c with a m² + b m + c > 0 and V(m) = (a m² + b m + c) * sqrt(a m² + b m + c)

B1routine2026-09-07

the pair (sign of a, sign of the discriminant b² - 4ac) of the ET–LR quadratic W = a m² + b m + c is an affine invariant of the NEF: an affine change of the observation x -> alpha x + beta with the forced rescaling W -> lambda W (lambda > 0) multiplies a by lambda/alpha² > 0 and the discriminant by (lambda/alpha)² > 0

B2routine2026-09-07

a quadratic that is positive at some point falls into exactly SIX pairwise disjoint affine cells: (a=0,b=0), (a=0,b!=0), (a>0,disc<0), (a>0,disc=0), (a>0,disc>0), (a<0); in particular a < 0 forces disc > 0, so there are six cells and not eight

B3routine2026-09-07

completed-square normal forms for the four non-degenerate cells, and: on the cell a < 0 the set m: W(m) > 0 is bounded, of half-length sqrt(disc/(4a²))

C1known2026-09-07

the cumulant k(theta) = -sqrt(c² - theta²) on |theta| < c (c > 0) is strictly convex, has mean function k'(theta) = theta/sqrt(c²-theta²) onto R, and has variance function V(m) = (1+m²)^(3/2)/c: the identity k"(theta) = V(k'(theta)) holds identically

C2candidate2026-09-07

the OUTER hyperbolic branch, cell a > 0 and disc > 0: for every c > 0 the function k(theta) = -sqrt(theta² - c²) on theta < -c is a strictly convex candidate cumulant whose mean function takes values in (1, infinity) and whose variance function is V(m) = (m²-1)^(3/2)/c, i.e. V^(2/3) = (m²-1)/c^(2/3), a quadratic with a > 0 and disc > 0

C3candidate2026-09-07

the INNER hyperbolic branch, cell a < 0: for every c > 0 the function k(theta) = +sqrt(theta² + c²) on all of R is a strictly convex candidate cumulant whose mean function takes values in (-1, 1) – a BOUNDED mean domain – and whose variance function is V(m) = (1-m²)^(3/2)/c, i.e. V^(2/3) = (1-m²)/c^(2/3), a quadratic with a < 0

C4routine2026-09-07

each of the three sqrt-quadratic cells is realised by its cumulant: (c*V)^(2/3) equals 1+m² (disc = -4 < 0), m²-1 (disc = 4 > 0) and 1-m² (a = -1 < 0) respectively; and the ET–LR operator is homogeneous of degree three in V, so the modulus c is irrelevant to equation (11)

A1routine2026-09-07

dominated convergence for a strictly negative exponent, and its two absolute-continuity corollaries: if mu << Lebesgue is carried by (-infinity, beta] (resp. [beta, infinity)) and exp(x-beta) (resp. exp(beta-x)) is mu-integrable, then int exp((n+1)(x-beta)) dmu -> 0

A2routine2026-09-07

the inner hyperbolic exponent limit: sqrt(theta² + c²) - theta -> 0 as theta -> +infinity, so exp(k(theta) - theta) -> 1

A3routine2026-09-07

the outer hyperbolic exponent limit: -sqrt(theta² - c²) - theta -> 0 as theta -> -infinity, so exp(k(theta) - theta) -> 1

A4routine2026-09-07

the Tweedie p = 3/2 exponent limit: -4c²/theta -> 0 as theta -> -infinity, so exp(k(theta)) -> 1 and the generating measure of that branch puts positive mass on the boundary point 0 of its support

A5routine2026-09-07

controls: the inverse Gaussian branch has k(theta) = -sqrt(-2 c theta) -> -infinity as theta -> -infinity (so exp(k) -> 0 and there is NO boundary atom), and the Gaussian branch has sigma² theta²/2 - beta theta -> +infinity for every beta (so the test does not apply at all)

A6candidate2026-09-07

NEITHER new cell admits a Lebesgue-dominated generating measure: if mu << Lebesgue is carried by (-infinity,1] (resp. [1,infinity)), has exp(x-1) (resp. exp(1-x)) integrable, and satisfies int exp(theta(x-1)) dmu = exp(k(theta) - theta) along theta = n+1 (resp. theta = -(n+1)) for k = kIn c (resp. kOut c), then False – the left side tends to 0 by absolute continuity and the right side tends to 1 by the exponent limit

A7routine2026-09-07

controls on A1-A6: without absolute continuity the zero-limit conclusion is FALSE (for the Dirac mass at the boundary the integral is identically 1), and all three non-Gaussian solutions of the quadratic-root condition are non-constant variance functions (vNig at 0 vs 3/4, vOut at 5/4 vs 5/3, vIn at 0 vs 4/5)

P1candidate2026-09-07

the unrestricted one-observation ET–LR classification: if a continuous one-parameter NEF satisfies Assumption 2.5 of arXiv:2608.28221v1 and p_ET,theta = p_LR,theta for every theta in Theta with a single observation, then the family is Gaussian up to affine transformation – no power-variance restriction and no n -> infinity limit

This ledger entry is reported in prose and is not bound to a Lean theorem.
P2measurement2026-09-07

the local expansion at the median is EXHAUSTED by the source's two conditions: once equation (11) and the density identity (19) hold, every higher odd-order condition Gₘ^((2k+1))(1/2) = 0 is automatically satisfied – verified identically to series order 16 in exact rational arithmetic on the full solution class V = (a m² + b m + c)^(3/2)

This ledger entry is reported in prose and is not bound to a Lean theorem.
D1known data2026-09-07

the printed p-values of Section 5.1 of arXiv:2608.28221v1 (Levy / inverse-Gaussian NEF, mu = 1, lambda = 1/2) reproduce to every printed digit: p_ET(0.5) = 0.980277 (printed 0.9803), p_LR(0.5) = p_UMPU(0.5) = 0.617075 (printed 0.6171), p_ET(1) = 0.572416 (printed 0.5724), p_LR(1) = 1

This ledger entry is reported in prose and is not bound to a Lean theorem.

Provenance

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Machina Mathematica
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Korea Superintelligence Labs
Source context
Category note. sourceₐrxiv is stat.ME (read off the arXiv API for 2608.28221: <arxiv:primary_category term="stat.ME"/>, still v1 on 2026-09-07). arxivₚrimary deviates to math.ST, topic exact-distributions: the source is a methodology paper about p-value constructions, but this family's own paper is a characterisation theorem for natural exponential families in terms of their variance functions — exact distribution theory, not methodology.
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2026-09-07 03:53 UTC
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