"""Exact one-draw example: conservativeness in mean is not a samplewise bound.""" from pathlib import Path import matplotlib.pyplot as plt import numpy as np def main(): values = np.array([3.0, -1.0]) total_estimates = 2 * values true_total = values.sum() true_variance = np.mean((total_estimates - true_total) ** 2) diagonal = 2 * values**2 conservative = 4 * values**2 assert true_variance == 16 assert diagonal.mean() == 10 assert conservative.mean() == 20 assert conservative.mean() - true_variance == values.sum() ** 2 fig, ax = plt.subplots(figsize=(7.6, 4.0), dpi=100, layout="constrained") fig.set_facecolor("white") x = np.arange(3) for offset, heights, color, label in [ (-0.18, [*diagonal, diagonal.mean()], "#b16b38", "Diagonal only: D"), (0.18, [*conservative, conservative.mean()], "#2379a8", "Conservative: C"), ]: bars = ax.bar(x + offset, heights, width=0.36, color=color, label=label) ax.bar_label(bars, labels=[f"{h:g}" for h in heights], padding=3) ax.axhline(true_variance, color="#333333", linestyle="--", linewidth=1.3, label="True variance = 16") ax.axvline(1.5, color="#aaaaaa", linewidth=1) ax.set(xticks=x, xticklabels=["Observe 3\nProbability 1/2", "Observe −1\nProbability 1/2", "Design expectation"], ylabel="Variance estimate", ylim=(0, 45), title="Conservative in expectation; sometimes below the true variance") ax.grid(axis="y", alpha=0.15) ax.set_axisbelow(True) ax.legend(loc="upper right", fontsize=9) fig.savefig(Path(__file__).with_suffix(".png").name, facecolor="white") plt.close(fig) if __name__ == "__main__": main()