Practical Boundary Degeneracy and Reverse-Martingale Limits in Sequential Binary Models
序贯二值模型中的实用边界退化与反向鞅极限
A run of all failures, a run of all successes, or complete separation in a logistic regression each tempts the analyst to declare a probability of exactly zero or one. The central message of this paper is that all three phenomena share a common structure: finite sequential data justify practical boundary statements of the form $p\leq\varepsilon$ or $p\geq1-\varepsilon$, but not exact boundary probabilities. The paper's contribution is to unify these three settings under a…