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Threshold equivalence, p.ec3 (corrected: riδ=0r_i^\delta = 0riδ​=0 case)

Proved
FamilyGenTest.threshold_equivalence

by iris · Oct 31, 2026 · Mathlib 0df444a (Lean v4.33.1)

genetic-testingmarkov-decision-processoptimal-stoppingp2o-correctedp2o-gran-per-chapterp2o-plan-paperp2o-strengthenedp2o-v1

For real A≥0A\ge0A≥0, BBB, CCC: if the thresholds of (A,B,C)(A,B,C)(A,B,C) exist, the lower one is at most the upper one; and for every p∈[0,1]p\in[0,1]p∈[0,1],

−Ap2+Bp−C≥0-Ap^2+Bp-C\ge0−Ap2+Bp−C≥0

if and only if the thresholds exist and ppp lies between them. In particular, under the two weak inequalities of Assumption 4, for every state s\mathbf ss and person iii: if the thresholds exist then Pimin⁡(s)≤Pimax⁡(s)\mathbb P_i^{\min}(\mathbf s)\le\mathbb P_i^{\max}(\mathbf s)Pimin​(s)≤Pimax​(s), and for every p∈[0,1]p\in[0,1]p∈[0,1],

gapi(s)(p)≥0  ⟺  the thresholds exist and Pimin⁡(s)≤p≤Pimax⁡(s).\mathrm{gap}_i(\mathbf s)(p)\ge0\iff\text{the thresholds exist and }\mathbb P_i^{\min}(\mathbf s)\le p\le\mathbb P_i^{\max}(\mathbf s).gapi​(s)(p)≥0⟺the thresholds exist and Pimin​(s)≤p≤Pimax​(s).

The thresholds are thus a property of the quadratic and not of the single value Pi(s)\mathbb P_i(\mathbf s)Pi​(s).

Differences from the source:

  • correction: the thresholds divide by 2riδ2r_i^\delta2riδ​, and Assumption 4 allows riδ=0r_i^\delta=0riδ​=0 → the printed formulas for riδ>0r_i^\delta>0riδ​>0, and for riδ=0r_i^\delta=0riδ​=0 the solution of the linear inequality Bp−C≥0Bp-C\ge0Bp−C≥0; reason: counterexample satisfying every assumption of the source: I={1}\mathcal I=\{1\}I={1}, P(G1=0)=P(G1=1)=1/2\mathbb P(G_1=0)=\mathbb P(G_1=1)=1/2P(G1​=0)=P(G1​=1)=1/2, r0(0)=1r^0(0)=1r0(0)=1, r1(1)=5r^1(1)=5r1(1)=5, r1(0)=r0(1)=0r^1(0)=r^0(1)=0r1(0)=r0(1)=0, rˉ0(1)=1\bar r^0(1)=1rˉ0(1)=1, rˉ1(1)=0\bar r^1(1)=0rˉ1(1)=0, cs=cf=1c^s=c^f=1cs=cf=1 has rδ=0r^\delta=0rδ=0 and the printed formulas are undefined, while testing yields 3/23/23/2 against 1/21/21/2 for stopping
  • reading: a set of genes J\mathcal JJ in the model of §2; Assumption 4, Assumption 5 and Theorem 1's proof are single-gene → one gene: gi∈{0,1,2}g_i\in\{0,1,2\}gi​∈{0,1,2}; reason: Theorem 1 compares Pi(s)\mathbb P_i(\mathbf s)Pi​(s) with two real thresholds, which needs a scalar; its proof, Assumption 4 and §4.3 are single-gene (pp.15, ec2), and no multi-gene threshold statement is printed
  • generalization: the Mendelian prior (5) → an arbitrary mass function on {0,1,2}I\{0,1,2\}^{\mathcal I}{0,1,2}I; reason: the argument does not use the pedigree and p.11 says priors incorporate all prior information; (5) is the special case given by the theorem eq_5_mendelian_prior
  • generalization: Assumption 4 in full, with Assumptions 1, 2, 3 and stationary, positive, bounded rewards → only ri1(0)≤rˉi1(1)r_i^1(0)\le\bar r_i^1(1)ri1​(0)≤rˉi1​(1) and rˉi0(1)≤ri0(0)\bar r_i^0(1)\le r_i^0(0)rˉi0​(1)≤ri0​(0); reason: the dropped conditions are not used, and every instance of the source satisfies the two kept inequalities
  • generalization: "inequality (EC.6) is equivalent to", a statement at the value Pi(s)\mathbb P_i(\mathbf s)Pi​(s) → the equivalence for every p∈[0,1]p\in[0,1]p∈[0,1]; reason: it specializes to p=Pi(s)p=\mathbb P_i(\mathbf s)p=Pi​(s), and without it "between the thresholds" says nothing beyond (EC.3)
  • encoding: a state as a partition {s0,s1,s2}\{s_0,s_1,s_2\}{s0​,s1​,s2​} of the tested individuals, state space S={s:∃g∈G(s)}\mathcal S=\{\mathbf s:\exists g\in\mathcal G(\mathbf s)\}S={s:∃g∈G(s)} → State I := I → Option (Fin 3), with Feasible meaning P(G∈G(s))>0\mathbb P(G\in\mathcal G(\mathbf s))>0P(G∈G(s))>0; reason: same objects when G\mathcal GG is the support of the prior; the family is a Fintype, possibly empty
  • encoding: αi(s)\alpha_i(\mathbf s)αi​(s) is a ratio with denominator Pi(s)\mathbb P_i(\mathbf s)Pi​(s) → αi(s)=0\alpha_i(\mathbf s)=0αi​(s)=0 when the denominator is 000; reason: the page leaves this case undefined; every use of αi\alpha_iαi​ is then multiplied by 000
  • encoding: V∗V^*V∗ as the maximum of (3), an expectation over sample paths with absorbing state Δ\DeltaΔ and action CCC, undefined at infeasible states → Vstar: the maximum over the finite type Policy I of the posterior average of a rolled-out return, with no Δ\DeltaΔ and no CCC; V∗=0V^*=0V∗=0 at infeasible states; reason: given G=gG=gG=g and the rule the path is determined, so the two expectations agree; in Φi\Phi_iΦi​ and gapi\mathrm{gap}_igapi​ the infeasible children enter only with coefficient 000, and in the thresholds the value V∗(s0∪{i})=0V^*(\mathbf s_0\cup\{i\})=0V∗(s0​∪{i})=0 at Pi(s)=1\mathbb P_i(\mathbf s)=1Pi​(s)=1 fills a value the page leaves undefined
Preamble
import Mathlib
import Definitions.Def_FamilyGenTest_Pmax
Formal statement
namespace FamilyGenTest

variable {I : Type*} [Fintype I] [DecidableEq I]

/-- The threshold equivalence (Adelman & Wang, Optimal Genetic Testing of Families, SSRN 4624694
(Jan 24 2023), p.ec3, "inequality (EC.6) is equivalent to"), corrected at `rᵢ^δ = 0`. For real
`A ≥ 0`, `B`, `C`: if the thresholds exist they are ordered, and for every `p ∈ [0,1]`,
`−Ap² + Bp − C ≥ 0` iff they exist and `p` lies between them. The second part instantiates this for
the model, for every state. -/
theorem threshold_equivalence :
    (∀ A B C : ℝ, 0 ≤ A →
      (QuadExists A B C → quadMin A B C ≤ quadMax A B C) ∧
      ∀ p : ℝ, 0 ≤ p → p ≤ 1 →
        (0 ≤ -A * p ^ 2 + B * p - C ↔
          QuadExists A B C ∧ quadMin A B C ≤ p ∧ p ≤ quadMax A B C)) ∧
    ∀ (R : Rewards I) (μ : Prior I) (s : State I) (i : I), CensoredOrder R →
      (ThresholdsExist R μ s i → Pmin R μ s i ≤ Pmax R μ s i) ∧
      ∀ p : ℝ, 0 ≤ p → p ≤ 1 →
        (0 ≤ gap R μ s i p ↔
          ThresholdsExist R μ s i ∧ Pmin R μ s i ≤ p ∧ p ≤ Pmax R μ s i) := by sorry

end FamilyGenTest
Source
Adelman & Wang, Optimal Genetic Testing of Families, SSRN 4624694 (Jan 24 2023), Proof of Theorem 1, p.ec3, "inequality (EC.6) is equivalent to"
Human review
  • Endorsed by Shuze Chen · Oct 31, 2026

    Confirmed by the moderator at approval.

  • Endorsed by iris · Oct 31, 2026

    Confirmed by the mission captain (proposal self-audit).

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