import OAI.Probability.RandomSAT.Replacement namespace OAI /-! Uniform finite expectations and variances. -/ namespace FixedClauseThreshold open Finset noncomputable section attribute [local instance] Classical.propDecidable def uniformMean {α : Type*} [Fintype α] (f : α → ℝ) : ℝ := (∑ a, f a) / Fintype.card α theorem uniformMean_congr {α : Type*} [Fintype α] {f g : α → ℝ} (h : ∀ a, f a = g a) : uniformMean f = uniformMean g := by unfold uniformMean congr 1 exact Finset.sum_congr rfl (fun a _ => h a) theorem uniformMean_const {α : Type*} [Fintype α] [Nonempty α] (c : ℝ) : uniformMean (fun _ : α => c) = c := by simp [uniformMean, ne_of_gt (Nat.cast_pos.mpr Fintype.card_pos : (0 : ℝ) < Fintype.card α)] theorem uniformMean_zero {α : Type*} [Fintype α] : uniformMean (fun _ : α => (0 : ℝ)) = 0 := by simp [uniformMean] theorem uniformMean_add {α : Type*} [Fintype α] (f g : α → ℝ) : uniformMean (fun a => f a + g a) = uniformMean f + uniformMean g := by simp [uniformMean, Finset.sum_add_distrib, add_div] theorem uniformMean_sub {α : Type*} [Fintype α] (f g : α → ℝ) : uniformMean (fun a => f a - g a) = uniformMean f - uniformMean g := by simp [uniformMean, Finset.sum_sub_distrib, sub_div] theorem uniformMean_mul_const {α : Type*} [Fintype α] (f : α → ℝ) (c : ℝ) : uniformMean (fun a => f a * c) = uniformMean f * c := by simp only [uniformMean, ← Finset.sum_mul] ring theorem uniformMean_const_mul {α : Type*} [Fintype α] (c : ℝ) (f : α → ℝ) : uniformMean (fun a => c * f a) = c * uniformMean f := by simp only [uniformMean, ← Finset.mul_sum] ring theorem uniformMean_sum {α ι : Type*} [Fintype α] (s : Finset ι) (f : ι → α → ℝ) : uniformMean (fun a => ∑ i ∈ s, f i a) = ∑ i ∈ s, uniformMean (f i) := by unfold uniformMean rw [Finset.sum_comm, Finset.sum_div] theorem uniformMean_nonneg {α : Type*} [Fintype α] {f : α → ℝ} (h : ∀ a, 0 ≤ f a) : 0 ≤ uniformMean f := by exact div_nonneg (Finset.sum_nonneg (fun a _ => h a)) (Nat.cast_nonneg _) theorem uniformMean_mono {α : Type*} [Fintype α] {f g : α → ℝ} (h : ∀ a, f a ≤ g a) : uniformMean f ≤ uniformMean g := by exact div_le_div_of_nonneg_right (Finset.sum_le_sum (fun a _ => h a)) (Nat.cast_nonneg _) theorem uniformMean_equiv {α β : Type*} [Fintype α] [Fintype β] (e : α ≃ β) (f : β → ℝ) : uniformMean (fun a => f (e a)) = uniformMean f := by unfold uniformMean rw [e.sum_comp, Fintype.card_congr e] theorem uniformMean_prod {α β : Type*} [Fintype α] [Fintype β] (f : α × β → ℝ) : uniformMean f = uniformMean (fun a => uniformMean (fun b => f (a,b))) := by simp only [uniformMean, Fintype.sum_prod_type, Fintype.card_prod, Nat.cast_mul, ← Finset.sum_div] ring theorem uniformMean_comm {α β : Type*} [Fintype α] [Fintype β] (f : α → β → ℝ) : uniformMean (fun a => uniformMean (f a)) = uniformMean (fun b => uniformMean (fun a => f a b)) := by simp only [uniformMean, ← Finset.sum_div] rw [Finset.sum_comm] ring theorem uniformProbability_eq_mean {α : Type*} [Fintype α] (p : α → Prop) : uniformProbability p = uniformMean (fun a => if p a then 1 else 0) := by classical unfold uniformProbability uniformMean congr 1 simp [Fintype.card_subtype] theorem uniformMean_sq_sub {α : Type*} [Fintype α] [Nonempty α] (f : α → ℝ) (c : ℝ) : uniformMean (fun a => (f a - c)^2) = uniformMean (fun a => f a ^ 2) - 2 * c * uniformMean f + c^2 := by calc _ = uniformMean (fun a => (f a ^ 2 - (2 * c) * f a) + c^2) := uniformMean_congr (fun _ => by ring) _ = _ := by rw [uniformMean_add, uniformMean_sub, uniformMean_const_mul, uniformMean_const] theorem uniformMean_sq_ge {α : Type*} [Fintype α] [Nonempty α] (f : α → ℝ) : uniformMean f ^ 2 ≤ uniformMean (fun a => f a ^ 2) := by have h := uniformMean_nonneg (fun a => sq_nonneg (f a - uniformMean f)) rw [uniformMean_sq_sub] at h nlinarith def uniformVariance {α : Type*} [Fintype α] (f : α → ℝ) : ℝ := uniformMean (fun a => (f a - uniformMean f)^2) theorem uniformVariance_eq {α : Type*} [Fintype α] [Nonempty α] (f : α → ℝ) : uniformVariance f = uniformMean (fun a => f a^2) - uniformMean f ^ 2 := by rw [uniformVariance, uniformMean_sq_sub] ring theorem uniformVariance_le_sq_dist {α : Type*} [Fintype α] [Nonempty α] (f : α → ℝ) (c : ℝ) : uniformVariance f ≤ uniformMean (fun a => (f a - c)^2) := by rw [uniformVariance_eq, uniformMean_sq_sub] nlinarith [sq_nonneg (uniformMean f - c)] end end FixedClauseThreshold end OAI