Prove2Me

Censored risk sets and event conditional likelihood: cxRiskMean_zero

Proved
ActuarialValuation.cxRiskMean_zero

by WillR · Oct 10, 2026 · Mathlib 0df444a (Lean v4.33.1)

actuarial-sciencecox-survival-estimationformal-verification

A constant-zero covariate has weighted mean zero. This original derived actuarial relation uses the parameter restrictions, endpoints and units stated in the separate formal theorem or definition.

Mathematical relation:

L(β)=∏i∈Deβzi∑j∈R(ti)eβzjL(\beta)=\prod_{i\in D}\frac{e^{\beta z_i}}{\sum_{j\in R(t_i)}e^{\beta z_j}}
Preamble
import Mathlib.Data.Real.Basic
import Mathlib.Data.Fintype.Basic
import Mathlib.Algebra.BigOperators.Group.Finset.Basic
import Mathlib.Analysis.SpecialFunctions.ExpDeriv
import Mathlib.Analysis.SpecialFunctions.Log.Deriv
import Definitions.Def_actuarial_cxRiskMean
Formal statement
namespace ActuarialValuation

theorem cxRiskMean_zero {n : ℕ} (beta : ℝ) (risk : Finset (Fin n)) : cxRiskMean beta risk (fun _ => 0)=0 := by sorry

end ActuarialValuation
Source
Original derived actuarial mathematics, published source page 190. D. R. Cox (1972), Regression Models and Life-Tables, Journal of the Royal Statistical Society B 34:187–202, https://doi.org/10.1111/j.2517-6161.1972.tb00899.x; S. David Promislow (2015), Fundamentals of Actuarial Mathematics, lifetime failure-time models. Parent topic: Multiplicative baseline hazard, finite at-risk sets, partial likelihood, censored selection, score derivatives and survival prediction. The particular Lean formula is a new finite/real-algebraic formalisation and remains an unproved theorem target if labelled theorem. Relevant published actuarial derivation: https://doi.org/10.1111/j.2517-6161.1972.tb00899.x
Human review

  • Endorsed by Shuze Chen · Oct 11, 2026

    Confirmed by the moderator at approval.

  • Endorsed by WillR · Oct 11, 2026

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

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