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# Single or combined location measurements of the same parameter without prior probability

## 1 Introduction

This work aims at a critical foundation of “pivotal inference”, with a generalisation to combined location measurements. The issue is not in the application, because the solution is obvious anyway, at least in form, from direct intuition; the issue is in stating this solution in non-problematic terms, within the calculus of probabilities, without any supplementary principle. Addressing the general problem of prior-free parametric inference hinges on our understanding this plain situation.

If in some measurement the error is understood as a random effect influenced only by factors outside the scope of this measurement, we call it a “location” measurement. For example when we measure the angular distance of two stars in a clear sky, the probability density function of the error depends on the properties of the instrument but is regarded as causally independent of either the true angular distance or of the resulting datum.

If there is prior probability associated with the location parameter we apply Bayes’ Theorem to generate statistical inference. The present work deals mainly with cases in which there is no prior probability. If we do not know in what way the two stars in the example have been picked, then we have such a case.

Intuitive interpretation of the result of a location measurement is quite plain. If the error is known to follow, for example, a normal distribution, intuition says that the information we gain about the measured parameter is expressed by a normal distribution which has the same variance. Yet against this plausible claim a formal objection is raised, that either there is prior probability or the parameter is not a random variable; if the parameter is converted into a random variable in the course of the analysis, some paradoxical (at least) consequences follow. At any rate, let us call this interpretation “intuitive” or “prior-free” parametric “assessment” (reserving the term ‘inference’ for procedures defined only within the calculus of probabilities). It is not distinct from so-called pivotal inference or the fiducial argument.

Related theoretical discussions often involve such terms that do not provide a clear correspondence to an experimentalist’s intuition. Moreover the logical standing of these probability distributions has been challenged with regard to certain paradoxes. To avoid logical inconsistency this work begins with a careful analysis of the location measurement, without any direct reference to specific statistical foundations, like objective Bayesian, fiducial, structural, or pivotal.

However, with the kind of measurements considered here, we shall encounter no difficulty in deriving predictive inference regarding any future datum that is related to the same parameter, without resorting to parametric inference. That is, knowing the datum $`x_{\mathrm{\hspace{0.17em}1}}`$ of the location measurement and the model $`\mathrm{Pr}_X(x|\theta )`$ of any future measurement, we obtain directly $`\mathrm{Pr}_X(x|x_{\mathrm{\hspace{0.17em}1}})`$. Then it turns out that intuition is vindicated somehow, because predictive inference seems as if generated from the density function of intuitive assessment. Yet the latter is only a useful formula, not genuine probability pertaining to the measured parameter. In particular this supposed pdf is not meant to be the prior in a Bayesian analysis of the second measurement – this and related issues will occupy us in Sec. 2.1.5 – though such presumption is harmless when we combine location measurements of the same parameter. Let us leave for another work the question whether predictive inference can in general be formulated as if from coherent parametric inference, that is, even when it is based neither on a location measurement nor on combination of location measurements of the same parameter.

If one assumes an unnormalised uniform density as prior probability for the parameter (that is, an unwarranted and possibly improper flat “prior”) the related posterior pdf coincides with the supposed pdf of intuitive assessment. Moreover a remarkable multitude of proposed statistical foundations provide the same result to the problem of location measurement (regarding those, see  and ). In contrast to them the present work does not introduce any special axiom beside the usual postulates of probability. For that matter, one need not abandon the frequentist interpretation.

## 2 A single location measurement

### 2.1 Preliminary analysis

#### 2.1.1 Basic considerations

Definition. If a measurement provides a single datum $`x`$ for estimating a scalar parameter $`\theta `$, the terms ‘location parameter’ and ‘location measurement’ mean that, in this parametrization, the measurement error, $`e`$ $``$ $`x`$$``$$`\theta `$, is additive noise of known pdf $`\mathrm{Pr}_E(e|)`$ $`=`$ $`f(e)`$, where ‘$``$’ stands for the background evidence or assumptions that establish this property. Random variable $`E`$ is regarded as causally unrelated to anything else in this model. The symbol $`\theta `$ represents any conceivable value of the parameter, not just the unknown true value. Each time we simulate the measurement for testing purposes, the parameter $`\theta `$ is assigned some arbitrary value.

We assume that our first measurement is such a measurement, on the basis of assumptions $`_{\mathrm{\hspace{0.17em}1}}`$. With reference to any particular value (real or hypothetical) of the parameter, before the measurement the first datum corresponds to a random variable:

$$\underset{X_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(x_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}},\theta )=\underset{E_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(x_{\mathrm{\hspace{0.17em}1}}\theta |_{\mathrm{\hspace{0.17em}1}},\theta )=f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}\theta ).$$
(1)
(Density functions are represented by functions in the stated parametrization.) If the parameter is unknown, then this pdf is unavailable.

#### 2.1.2 Bayesian inference for the parameter and for the error

It may happen that, independently of the result of the measurement, we also possess some information $``$ leading to the definition of a random variable $`\mathrm{\Theta }`$ corresponding to the parameter, so that $`\mathrm{Pr}_\mathrm{\Theta }(\theta |)`$ $`=`$ $`\pi (\theta )`$. (For example, suppose that the true value of the parameter is a random sample drawn from a known population.) Then, using that pdf as the prior, Bayes’ Theorem furnishes the posterior pdf of $`\mathrm{\Theta }`$: $`\mathrm{Pr}_\mathrm{\Theta }(\theta |,_{\mathrm{\hspace{0.17em}1}},x_{\mathrm{\hspace{0.17em}1}})`$ $``$ $`\pi (\theta )f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta )`$.

From the combination of $`\mathrm{Pr}_\mathrm{\Theta }(\theta |)`$ with Eq. 1, the pre-measurement joint pdf of $`\mathrm{\Theta }`$ and $`X`$ is defined, $`\pi (\theta )`$ $`f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}\theta )`$. The marginal pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$ ($`X_{\mathrm{\hspace{0.17em}1}}`$$``$$`\mathrm{\Theta }`$) is $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$ of course. After the measurement, $`e_{\mathrm{\hspace{0.17em}1}}`$ corresponds to the random variable $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\mathrm{\Theta }`$. Therefore the pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$ after the measurement is

$$\underset{E_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(e_{\mathrm{\hspace{0.17em}1}}|,_{\mathrm{\hspace{0.17em}1}},x_{\mathrm{\hspace{0.17em}1}})=\underset{\mathrm{\Theta }}{\mathrm{Pr}}(x_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}}|,_{\mathrm{\hspace{0.17em}1}},x_{\mathrm{\hspace{0.17em}1}})\pi (x_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}}).$$
(2)
Note that this updated pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$ can also be viewed as the posterior of an alternate Bayesian estimation, concerning $`E_{\mathrm{\hspace{0.17em}1}}`$ rather than $`\mathrm{\Theta }`$. An instrument maker is primarily interested in the error of this measurement. Based on trials or on currently accepted theory, he has established a prior pdf $`\mathrm{Pr}_{E_{\mathrm{\hspace{0.17em}1}}}(e_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}})`$ $`=`$ $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$ about the error, and is ready to update this pdf (with regard to the particular instance only) when he obtains datum $`x_{\mathrm{\hspace{0.17em}1}}`$ and prior $`\pi (\theta )`$ for $`\mathrm{\Theta }`$. The likelihood of $`e_{\mathrm{\hspace{0.17em}1}}`$ would be $`\mathrm{Pr}_{X_{\mathrm{\hspace{0.17em}1}}}(x_{\mathrm{\hspace{0.17em}1}}|,e_{\mathrm{\hspace{0.17em}1}})`$ $`=`$ $`\mathrm{Pr}_\mathrm{\Theta }(x_{\mathrm{\hspace{0.17em}1}}`$$``$$`e_{\mathrm{\hspace{0.17em}1}}|,e_{\mathrm{\hspace{0.17em}1}})`$ $`=`$ $`\pi (x_{\mathrm{\hspace{0.17em}1}}`$$``$$`e_{\mathrm{\hspace{0.17em}1}})`$. The resulting posterior for the error would be $``$ $`\pi (x_{\mathrm{\hspace{0.17em}1}}`$$``$$`e_{\mathrm{\hspace{0.17em}1}})`$ $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$, the same as that obtained in Eq. 2. The post-measurement pdf of the error has been obtained in two different ways to introduce an argument in the following section.

Frequentist interpretation of the posterior probability of the error (or any variable) requires embedding the actual situation in the most general ensemble of imaginary experiments that can be conditioned by the same particulars. In our case, the conditioning consists of datum $`x_{\mathrm{\hspace{0.17em}1}}`$ in conjunction with prior information $``$. Far from being ad hoc, this embedding schema is implicit in common and indispensable uses of probability. For example, after a coin is tossed but before the outcome is seen, we still associate a probability $`1/2`$ with ‘head’, though the outcome is no longer random but only unknown. Therefore in such cases we must allow the use of probability to describe one’s state of knowledge; in particular, to weigh forecasts about a fixed unknown quantity, if in some sense it has been drawn from an ensemble. In certain other cases, for example if the unknown quantity is supposed to be a constant of nature, the notion of probability would be problematic.

#### 2.1.3 What inference is possible in the absence of prior probability

Under the assumption that the parameter is a random variable, Sec. 2.1.2 contains two equivalent ways of reckoning the posterior probability of the error. Based on the rationale of the second derivation, we can form the following argument. Suppose that there is no prior probability associated with $`\theta `$; then the instrument maker cannot apply Bayes’ Theorem to update his prior for the error; therefore the pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$ after the measurement will remain $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$.

The ensemble of imaginary experiments corresponding to a prior-less location measurement involves all possible values of the parameter, though with an indeterminate distribution, because the parameter is not a random variable. Without a definite distribution of values for the parameter, conditioning this ensemble on the datum alone cannot update the pdf of the error.111We can represent the unconditioned ensemble by means of a sequence of actual simulated measurements, each starting with some arbitrary $`\theta _i`$, provided that the distribution of these values is understood as irrelevant. Then conditioning on the datum alone (not on the presumed true value of the parameter, which is inaccessible) cannot modify the distribution of the error, which remains $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$.

Caution must be exercised in interpreting random variable $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$, after the measurement. (For that matter, before the measurement $`x_{\mathrm{\hspace{0.17em}1}}`$ neither is constant nor corresponds to a random variable, except only in relation to any fixed hypothetical value of the parameter; that is, before the measurement there is no available definite distribution associated with the datum.) It is tempting to identify $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$ with the parameter itself, since its unknown true value is equal to the unknown true value of the parameter.222Before the measurement, the expression $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$ is equivalent to $`\theta `$, but the meaning changes after the measurement: $`x_{\mathrm{\hspace{0.17em}1}}`$ is restricted to the actual result but $`E_{\mathrm{\hspace{0.17em}1}}`$ is still understood with reference to the ensemble of all measurements.  Yet this premise would lead to paradoxical, at least, conclusions (as in Sec. 2.1.5); it is not adopted here. The parameter remains an unknown constant only, not converted into a random variable.

Now we come to the problem of predictive inference. In general the second measurement is modeled as

$$\underset{X}{\mathrm{Pr}}(x|,\theta )=p(x;\theta )$$
(3)
that is, $`x|,\theta `$ corresponds to a random variable.

We can also match $`x|,x_{\mathrm{\hspace{0.17em}1}},e_{\mathrm{\hspace{0.17em}1}}`$ to a random variable, because each possible value $`e`$ corresponds to $`\theta `$ $``$ $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`e_{\mathrm{\hspace{0.17em}1}}`$:

$$\underset{X}{\mathrm{Pr}}(x|,x_{\mathrm{\hspace{0.17em}1}},e_{\mathrm{\hspace{0.17em}1}})=p(x;x_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}})$$
(4)
so that, in conjunction with the pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$, joint pdf of $`X`$ and $`E_{\mathrm{\hspace{0.17em}1}}`$ is defined:

$$\underset{X,E_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(x,e_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}},,x_{\mathrm{\hspace{0.17em}1}})=p(x;x_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}}).$$
(5)
Predictive inference for $`X`$ amounts to the marginal pdf of this variable,333If we take into account that we never know $`x_{\mathrm{\hspace{0.17em}1}}`$ directly except by means of some digital transcript $`y_{\mathrm{\hspace{0.17em}1}}`$, we shall be interested in conditioning by $`y_{\mathrm{\hspace{0.17em}1}}`$ rather than by $`x_{\mathrm{\hspace{0.17em}1}}`$. This problem is addressed in Sections 2.1.6 and 2.2.

$$\underset{X}{\mathrm{Pr}}(x|_{\mathrm{\hspace{0.17em}1}},,x_{\mathrm{\hspace{0.17em}1}})=𝑑ep(x;x_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}}).$$
(6)
We have obtained prior-free predictive inference about any future measurement directly, thus bypassing the problem of prior-free parametric inference. Not only the assumption of a pdf for the parameter is not required, but it would annul this derivation. Of course we depend on the assumption that there is a single, constant true value of the parameter, otherwise the substitution of $`\theta `$ (in the model of the second measurement) with $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`e_{\mathrm{\hspace{0.17em}1}}`$ would not be justified.

The parameter itself is not a random variable, yet there is a remarkable coincidence. If we only pretend that in the future measurement the parameter is a random variable with the same pdf as $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$ the resulting predictive inference for $`X`$ will turn out the same as in Eq. 6. Therefore there is utility in communicating the pdf of $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$, because it happens to generate correct predictive inference. For that matter, only in this capacity our intuitive parametric assessment can acquire a proper definition.444Fisher has remarked that the problem of fiducial predictive inference based on datum $`x_{\mathrm{\hspace{0.17em}1}}`$ can be solved “directly”, not only “after the \[…\] distribution of the population parameter\[…\] has been obtained” (, Sec. II), “without discussing the possible values of the parameter $`\theta `$” (, Sec. V.3). Yet he defines fiducial prediction only as derived from fiducial probability of the parameter values; consequently the simplification he mentions is only a secondary issue. In the present work predictive inference is defined in the absence of any distribution for $`\theta `$; therefore the possibility to also calculate it as if from some intuitive density function of the parameter is regarded as fortuitous, proved in the case of location measurements but not yet guaranteed to be generally true.

$$\underset{(x_{\mathrm{\hspace{0.17em}1}}E_{\mathrm{\hspace{0.17em}1}})}{\mathrm{Pr}}(\theta |_{\mathrm{\hspace{0.17em}1}},x_{\mathrm{\hspace{0.17em}1}})=\underset{E_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(x_{\mathrm{\hspace{0.17em}1}}\theta |_{\mathrm{\hspace{0.17em}1}},x_{\mathrm{\hspace{0.17em}1}})=f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}\theta ).$$
(7)
The same result, in form, has been obtained also by means of applying fiducial, pivotal, structural, or objective Bayesian “inference”, but in this work we do not consider any kind of inference not based on the calculus of probabilities exclusively.

The density function of intuitive parametric assessment (that is, the pdf of $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$) has been defined without reference to what the parameter stands for; it represents only whatever the apparatus has measured. It makes no difference whether the true value of the parameter is understood to be, for example, a constant of nature or some quasi-constant magnitude (like the radius of a star). The pdf is not of that magnitude but only related to it, as an accessory of predictive inference. Therefore this pdf is not in conflict with the frequentist interpretation of probability.

#### 2.1.4 Essential distinctions and caveats

Sometimes the issue of prior-free assessment is confused due to considerations assuming a joint pdf of $`\mathrm{\Theta }`$ and $`X_{\mathrm{\hspace{0.17em}1}}`$. For that matter, it cannot be denied that the existence of some pdf related to the parameter after the measurement, along with the family of conditional pdf$`\mathrm{Pr}_{X_{\mathrm{\hspace{0.17em}1}}}(x_{\mathrm{\hspace{0.17em}1}}|\theta )`$, defines some joint pdf; yet this pdf is not of $`\mathrm{\Theta }`$ and $`X_{\mathrm{\hspace{0.17em}1}}`$ but of $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$ and $`X_{\mathrm{\hspace{0.17em}2}}`$, where $`X_{\mathrm{\hspace{0.17em}2}}`$ represents the datum of a hypothetical second iid measurement. Besides, if one assumed a joint pdf of some $`\mathrm{\Theta }`$ (defined independently) and $`X_{\mathrm{\hspace{0.17em}1}}`$, then the Bayesian method would be applicable; the marginal pdf of that $`\mathrm{\Theta }`$ would be the prior.

If one assumes a prior uniform in the location parameter (we have not done so) the posterior will be represented by the same density function as that of prior-free assessment, though the two functions are different in intent. In this work, if a prior happens to generate the same posterior as the pdf of prior-free assessment, it will be called the “false prior” of the measurement to emphasise that (like a false ceiling or false teeth) it has a function (it generates the same result as prior-free assessment) but is not the real thing.555That is, a false prior for $`\theta `$ is not meant to be combined with the parametric family $`\mathrm{Pr}_X(x|\theta )`$ to produce a joint pdf of $`\mathrm{\Theta }`$ and $`X`$. The only use of a density that is known to be a false prior is to be multiplied with the likelihood, $`\mathrm{Pr}_X(x|\theta )`$, in order to calculate the density function of intuitive assessment.  In any specific problem, existence of a false prior would simply mean that prior-free prediction is equivalent to prediction based on that prior (as it happens; not because Bayes’ Theorem applies). Non-existence of a false prior would imply either that predictive inference cannot be reduced to any presumptive pdf of the parameter, or a situation in which the ratio of that pdf to the likelihood depends not only on $`\theta `$ but also on $`x`$.

The case of a location measurement without prior probability is so intuitively transparent that it is inconceivable for any proposed statistical foundation to provide any solution other than a density function of the same profile as that of Eq. 7, that is, equivalent to the posterior obtained from a uniform false prior. “Virtually all default Bayesian methods recommend this conditional prior, as do various “structural” and even frequentist approaches” (, Sec. 4.3, referring to a more general case). Therefore, in the case of a location measurement at least, it seems legitimate for an experimenter to follow plain intuition and consider the option of no prior. Of course we must examine in what circumstances this option is appropriate; on the other hand, we must also assess when prior probability can be asserted on the basis of educated guessing only. These questions are left for another work.

#### 2.1.5 Can Bayesian estimation be combined with prior-free assessment?

If someone regards the pdf of prior-free assessment as converting the parameter into a random variable, then in the analysis of a second measurement Bayes’ Theorem would be applicable, with this pdf providing prior probability. It is not surprising that this consideration leads to inconsistency in the results. For instance, if we combine two location measurements regarding not the same parameter but two functions of the same parameter, the posterior pdf depends on the order of analysing the two measurements.

Yet even if we reckon strictly within the limits of predictive inference, the same predicament seems to arise. When the second datum, $`x`$, is obtained, Eq. 4 provides the likelihood of any value $`e_{\mathrm{\hspace{0.17em}1}}`$ of the error; the likelihood can be combined with the prior pdf, $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$, to form the posterior pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$. If this is correct, then new pdf of $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$ will be obtained, which in turn may be used for predictive inference regarding a third datum, and so on. In effect random variable $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`E_{\mathrm{\hspace{0.17em}1}}`$, with updated pdf after each measurement, would act as a surrogate random variable for the parameter, even after we combine two or more location measurements. Yet in this way the parameter turns effectively into that random variable, in spite of the initial assumption. If this concern seems remote from practical applications, let us consider the combination of two location measurements regarding not the same parameter but two functions of the same parameter, like the diameter and the volume of a sphere. If we update the pdf of the error in the way suggested above, then predictive inference concerning any future third measurement depends on the order of combining the two data (the method is equivalent to admitting the false prior of the first measurement). Unless we suppose that information may have some metaphysical consequence, we cannot accept that predictive inference about any third datum may depend on the order of receiving the first two data. Almost certainly there is some error in the argument, and we must find it (otherwise this inconsistency would be credited to the common postulates of probability calculus).

#### 2.1.6 Predictive inference is known only as an approximation

A careful review locates the fault in overlooking an approximation attendant to employing Eq. 4. The “analog” datum $`x_{\mathrm{\hspace{0.17em}1}}`$ is registered as a numerical record $`y_{\mathrm{\hspace{0.17em}1}}`$, using a scale of step $`P_{\mathrm{\hspace{0.17em}1}}`$, so that a quantisation error $`r_{\mathrm{\hspace{0.17em}1}}`$ ($``$ $`y_{\mathrm{\hspace{0.17em}1}}`$$``$$`x_{\mathrm{\hspace{0.17em}1}}`$), however small, is unavoidable, constrained in the range $`[P_{\mathrm{\hspace{0.17em}1}}/2,P_{\mathrm{\hspace{0.17em}1}}/2)`$. Therefore corresponding to any conceivable value $`e_{\mathrm{\hspace{0.17em}1}}`$ ($``$ $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta `$) there is no single value $`\theta `$, but rather some small range of values.

Nevertheless the pursuit of predictive inference is not impaired thereby, except that we end up with an approximation of the unknown true density function. Since $`x_{\mathrm{\hspace{0.17em}1}}`$ is strictly speaking inaccessible, Eq. 6 cannot be our goal. We can redefine predictive inference, to be conditioned by $`y_{\mathrm{\hspace{0.17em}1}}`$ and $`r_{\mathrm{\hspace{0.17em}1}}`$ instead of $`x_{\mathrm{\hspace{0.17em}1}}`$:

$$\underset{X}{\mathrm{Pr}}(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}},r_{\mathrm{\hspace{0.17em}1}})=𝑑e_{\mathrm{\hspace{0.17em}1}}p(x;y_{\mathrm{\hspace{0.17em}1}}r_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}}).$$
(8)
Inasmuch as $`r_{\mathrm{\hspace{0.17em}1}}`$ cannot be known, we have not yet produced exact predictive inference. We would like to define “$`\mathrm{Pr}_X(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}})`$” but, as we shall see in Sec. 2.2, we cannot apply any exact meaning to this expression in the absence of prior probability. Nevertheless for small enough $`P_{\mathrm{\hspace{0.17em}1}}`$ (we are interested only in the limit of vanishing $`P_{\mathrm{\hspace{0.17em}1}}`$ because in general we want to keep round-off errors so small as to be insignificant) and assuming smoothness of $`f_{\mathrm{\hspace{0.17em}1}}()`$ and $`p(;)`$, the true but unknown $`\mathrm{Pr}_X(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}},r_{\mathrm{\hspace{0.17em}1}})`$ is uniformly approximated by the following density function (the limiting operation assumes an imagined sequence with $`P_{\mathrm{\hspace{0.17em}1}}`$ going to $`0`$; the corresponding values $`r_{\mathrm{\hspace{0.17em}1}}`$, in $`[P_{\mathrm{\hspace{0.17em}1}}/2,P_{\mathrm{\hspace{0.17em}1}}/2)`$, are of no consequence in defining this limit)

$$lim\underset{X}{\mathrm{Pr}}(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}},r_{\mathrm{\hspace{0.17em}1}})=𝑑e_{\mathrm{\hspace{0.17em}1}}p(x;y_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}}),$$
(9)
not dependent on $`r_{\mathrm{\hspace{0.17em}1}}`$. In practice it takes the place of the non-existent “$`\mathrm{Pr}_X(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}})`$”.666Of course digitisation steps cannot be made arbitrarily small; on the contrary, in any set of measurements, $`P_i`$ are fixed, finite magnitudes. The limiting operation is intended to justify the approximation of a true but unavailable pdf by a known density function.

Yet in view of this complication the troubling Bayesian argument in Sec. 2.1.5 must be replaced by a more detailed examination, as in the following sections; the perplexing inconsistency that it had generated disappears, only at the cost of our having to reconsider the method of updating the pdf of $`e_{\mathrm{\hspace{0.17em}1}}`$. For that matter, we shall see that $`r_{\mathrm{\hspace{0.17em}1}}`$ does not correspond to any exactly defined pdf, therefore there is no exactly defined updated distribution for $`e_{\mathrm{\hspace{0.17em}1}}`$, unless it is conditioned by the unknown $`r_{\mathrm{\hspace{0.17em}1}}`$.

### 2.2 Quantisation error in a single location measurement without prior

Even in the plainest measurement, every time a numerical record is kept a quantisation error is generated, also known as “digitisation” error. We are justified to neglect it in the case of a single location measurement, because it is possible to define the pdf of prior-free assessment with good approximation without reference to this error. Yet combinations of measurements cannot be studied if the quantisation error is neglected. To prepare that study, we include now the quantisation error even in the analysis of a single location measurement.

For simplicity, let us assume that the designer takes sufficient care so that digitisation does not involve any error beside the quantisation error, or rather that such errors are negligible in comparison with the principal “analog” error, $`E`$. The quantisation error remains for ever unknown (unless we preserve and digitise again the same $`x`$) unlike the total error, $`e`$$`+`$$`r`$, which can be estimated to any desired precision, with subsequent measurements.

Note that need for consideration of the quantisation error does not arise only in prior-free inference. Without it, even the model problem of Bayesian inference with continuous sample space would be impossible to solve because the probability of any real datum $`x`$ is zero. Actually the likelihood of $`\theta `$ is defined not for some datum $`x`$ but for a range of $`x`$ between $`y`$$`P/2`$ and $`y+`$$`P/2`$. The usual underlying assumption is that the assessment of $`P`$ does not involve $`\theta `$. It is not required that $`P`$ be very small; smallness of $`P`$ only simplifies the calculations.

Though it is commonly assumed that if $`P`$ is small enough then $`r`$ is distributed approximately uniformly over its range, here we must examine why and in what sense this is valid.

We must clarify in what sense we assign probability density to $`r_{\mathrm{\hspace{0.17em}1}}`$ after the measurement. Typically the quantisation error of a digitisation remains unknown, but for the sake of this argument now we shall imagine that we measure it. Let us assume a second digitisation of the same analog quantity $`x_{\mathrm{\hspace{0.17em}1}}`$, with a much smaller quantisation step, so that we can estimate $`r_{\mathrm{\hspace{0.17em}1}}`$. The “true” distribution of $`r_{\mathrm{\hspace{0.17em}1}}`$ is understood in reference to an ensemble of iid measurements of the same parameter, each followed by the two digitisations, the first of which happens to produce the same $`y_{\mathrm{\hspace{0.17em}1}}`$ (else it is excluded from this ensemble).

Thus specified, the distribution of $`r_{\mathrm{\hspace{0.17em}1}}`$ is defined in terms of the distribution of $`x_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}},\theta `$ which is $`f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta )`$, from Eq. 1. (That is, the distribution of $`r_{\mathrm{\hspace{0.17em}1}}`$ in $`[P_{\mathrm{\hspace{0.17em}1}}/2,P_{\mathrm{\hspace{0.17em}1}}/2)`$ corresponds to a normalised slice of $`f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta )`$, with $`x_{\mathrm{\hspace{0.17em}1}}`$ between $`y_{\mathrm{\hspace{0.17em}1}}`$$``$$`P_{\mathrm{\hspace{0.17em}1}}/2`$ and $`y_{\mathrm{\hspace{0.17em}1}}`$$`+`$$`P_{\mathrm{\hspace{0.17em}1}}/2`$ – see Fig. 1.)

$$\underset{R_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(r_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}},\theta ,y_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}1}}(y_{\mathrm{\hspace{0.17em}1}}r_{\mathrm{\hspace{0.17em}1}}\theta ).$$
(10)
However this definition alone cannot amount to any determinate pdf being assigned to $`r_{\mathrm{\hspace{0.17em}1}}`$, because the true $`\theta `$ is unknown.777 If there is a prior for $`\theta `$, we usually are not concerend with this true but elusive pdf because then $`\theta `$ is a random sample from a population, so that we can fold the posterior pdf of $`\mathrm{\Theta }`$ with $`f_{\mathrm{\hspace{0.17em}1}}(y_{\mathrm{\hspace{0.17em}1}}`$$``$$`r_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta )`$ to produce the posterior pdf associated with $`r_{\mathrm{\hspace{0.17em}1}}`$, whether $`P_{\mathrm{\hspace{0.17em}1}}`$ is small or not. The approximation of this pdf by a rectangular one for small $`P_{\mathrm{\hspace{0.17em}1}}`$ is warranted on the basis of smoothness and bounded derivatives.  Operative meaning is generated by the following considerations.

Approximating this unknown distribution by a rectangular one would be justified if we could prove that, when $`P_{\mathrm{\hspace{0.17em}1}}`$ approaches $`0`$, the distribution of $`r_{\mathrm{\hspace{0.17em}1}}/P_{\mathrm{\hspace{0.17em}1}}`$$`+`$$`1/2`$ (in $`[0,1)`$) converges uniformly to $`1`$ for all $`\theta `$. Whether this is true depends on $`f_{\mathrm{\hspace{0.17em}1}}()`$. Even in the case of a normal distribution the premise is not true: considering any $`P_{\mathrm{\hspace{0.17em}1}}`$-wide slice of a normal distribution, the log of the ratio of left-to-right heights is proportional to the distance from the mean; therefore it goes to $`\pm \mathrm{}`$ for $`\theta `$ $``$ $`\pm \mathrm{}`$.

With a normal $`f_{\mathrm{\hspace{0.17em}1}}()`$, the only way to contrive this uniform convergence is by excluding from consideration all $`\theta `$ whose likelihood ($`f_{\mathrm{\hspace{0.17em}1}}(y_{\mathrm{\hspace{0.17em}1}}\theta )`$) is less than some arbitrary small threshold. With this provision not only normal distributions but also any smooth $`f_{\mathrm{\hspace{0.17em}1}}()`$ with bounded derivatives can be made to fulfil the condition of uniform convergence. Detailed proof is rather straightforward. In this way we have defined a provisional approximation of the post-measurement pdf of $`r_{\mathrm{\hspace{0.17em}1}}`$ by the rectangular distribution.

Perhaps a summary is helpful here. To advance our main undertaking, accurate combination of location measurements without prior probability, we have seen the necessity of taking into account quantisation errors. These errors are commonly associated approximately with rectangular distributions if the step is small enough. Such association would be justified only if the true distribution converges uniformly to the rectangular shape as $`P_{\mathrm{\hspace{0.17em}1}}`$ goes to $`0`$. Yet for the post-measurement pdf of $`r_{\mathrm{\hspace{0.17em}1}}`$ this is not true in general. To justify approximating this pdf by a rectangular distribution not only we assume a small-enough $`P_{\mathrm{\hspace{0.17em}1}}`$ but also we provisionally exclude all $`\theta `$ whose likelihood is smaller than some arbitrary threshold.

This provision amounts to setting an arbitrary high confidence level $`1`$$``$$`\epsilon `$ to generate a (very wide) confidence interval, or group of intervals, for $`\theta `$, using likelihood to provide the requisite ordering. Then the premise of uniform convergence is at the same confidence level. Under this provision, the quantisation error corresponds approximately to a random variable $`R_{\mathrm{\hspace{0.17em}1}}`$ of rectangular pdf in $`[P_{\mathrm{\hspace{0.17em}1}}/2,P_{\mathrm{\hspace{0.17em}1}}/2)`$, as if independent of $`E`$ and without dependence upon $`\theta `$.

The pre-measurement pdf of $`r_{\mathrm{\hspace{0.17em}1}}`$ is an average over all $`y_{\mathrm{\hspace{0.17em}1}}`$ (that is, $`0`$, $`\pm P`$, $`\pm 2P`$, …) with reference to $`\theta `$:

$$\underset{R_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(r_{\mathrm{\hspace{0.17em}1}}|,\theta )=\underset{y_{\mathrm{\hspace{0.17em}1}}}{}\underset{Y_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(y_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}},\theta )\underset{R_{\mathrm{\hspace{0.17em}1}}}{\mathrm{Pr}}(r_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}},\theta ,y_{\mathrm{\hspace{0.17em}1}})=\underset{y_{\mathrm{\hspace{0.17em}1}}}{}f_{\mathrm{\hspace{0.17em}1}}(y_{\mathrm{\hspace{0.17em}1}}r_{\mathrm{\hspace{0.17em}1}}\theta ).$$
(11)
It depends on $`\theta `$ in a periodic way, with period $`P_{\mathrm{\hspace{0.17em}1}}`$. Like the related post-measurement pdf, it cannot be known exactly because $`\theta `$ is unknown and not a random variable. Uniform approximation by a rectangular distribution can be derived from general assumptions of smoothness in combination with Eq. 11, without need for any special provision.

In conclusion, in the limit of small $`P_{\mathrm{\hspace{0.17em}1}}`$, the quantisation error corresponds approximately to a random variable $`R_{\mathrm{\hspace{0.17em}1}}`$ of rectangular distribution, the same before and after the measurement, if we impose on $`\theta `$ some threshold (however small) of likelihood.

Since we have established some meaning for associating $`r_{\mathrm{\hspace{0.17em}1}}`$, approximately, with a random variable $`R_{\mathrm{\hspace{0.17em}1}}`$ of rectangular distribution, now we may fold this pdf of $`R_{\mathrm{\hspace{0.17em}1}}`$ with Eq. 8 to provide approximate meaning to “$`\mathrm{Pr}_X(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}})`$”. Yet this would not be approximation of a defined if unknown pdf but only taking advantage of approximations to define a density function that is not otherwise meaningful (inasmuch as there is no prior for $`\theta `$ – see n. 7). Well defined predictive inference is provided by the true though not exactly known $`\mathrm{Pr}_X(x|_{\mathrm{\hspace{0.17em}1}},,y_{\mathrm{\hspace{0.17em}1}},r_{\mathrm{\hspace{0.17em}1}})`$, approximated in Eq. 9.

Rather than being regrettable, the lack of such predictive inference that would be both accessible and exactly defined is our way out of the inconsistency mentioned in Sec. 2.1.5. For that matter, uncertainty is the very subject of probability calculus, so nothing is lost if it is combined with approximation.

The considerations outlined in Sec. 2.1.3 regarding the utility of the density function of prior-free assessment – now $`f_{\mathrm{\hspace{0.17em}1}}(y_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta )`$ rather than $`f_{\mathrm{\hspace{0.17em}1}}(x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta )`$ – have not been affected. This density function does not express probability density of $`\theta `$ but if used in that sense it provides predictive inference, within approximation depending on the size of the digitisation step.

## 3 Combining two location measurements

### 3.1 Statement of the problem

So far we have considered one completed location measurement in relation to a future generic measurement. Now we consider two possibly different completed location measurements of the same parameter, in relation to a future generic measurement. That is, the two errors
$`e_{\mathrm{\hspace{0.17em}1}}`$ $``$ $`x_{\mathrm{\hspace{0.17em}1}}`$$``$$`\theta `$ and $`e_{\mathrm{\hspace{0.17em}2}}`$ $``$ $`x_{\mathrm{\hspace{0.17em}2}}`$$``$$`\theta `$
follow true pdfs independently of any other variable and of each other:
$`\mathrm{Pr}_{E_{\mathrm{\hspace{0.17em}1}}}(e_{\mathrm{\hspace{0.17em}1}}|_{\mathrm{\hspace{0.17em}1}})`$ $`=`$ $`f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})`$ and $`\mathrm{Pr}_{E_{\mathrm{\hspace{0.17em}2}}}(e_{\mathrm{\hspace{0.17em}2}}|_{\mathrm{\hspace{0.17em}2}})`$ $`=`$ $`f_{\mathrm{\hspace{0.17em}2}}(e_{\mathrm{\hspace{0.17em}2}})`$ .
Therefore, before the data become known, the joint pdf of the two errors is

$$\underset{E_{\mathrm{\hspace{0.17em}1}},E_{\mathrm{\hspace{0.17em}2}}}{\mathrm{Pr}}(e_{\mathrm{\hspace{0.17em}1}},e_{\mathrm{\hspace{0.17em}2}}|\{_i\})=f_{\mathrm{\hspace{0.17em}1}}(e_{\mathrm{\hspace{0.17em}1}})f_{\mathrm{\hspace{0.17em}2}}(e_{\mathrm{\hspace{0.17em}2}}).$$
(12)
When the two data $`x_{\mathrm{\hspace{0.17em}1}}`$ and $`x_{\mathrm{\hspace{0.17em}2}}`$ are taken into account, $`e_{\mathrm{\hspace{0.17em}1}}`$ and $`e_{\mathrm{\hspace{0.17em}2}}`$ are jointly constrained by the condition

$$e_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}2}}=x_{\mathrm{\hspace{0.17em}1}}x_{\mathrm{\hspace{0.17em}2}}$$
(13)
which defines a straight line $`l`$ in the $`(e_{\mathrm{\hspace{0.17em}1}},e_{\mathrm{\hspace{0.17em}2}})`$ plane, parametrized by $`\theta `$:

$`e_{\mathrm{\hspace{0.17em}1}}`$ $`=`$ $`x_{\mathrm{\hspace{0.17em}1}}\theta `$
$`e_{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`x_{\mathrm{\hspace{0.17em}2}}\theta .`$ (14)
Therefore we need define relative probability for segments of this line. But such probability may be defined only with reference to some limit, because joint probability vanishes for line segments.

However, if we compare two segments of $`l`$ of equal length, chosen so that, at all points of the first segment, the joint pdf is higher than at every point of the other segment, we intuitively perceive that the probability of the first segment is higher than that of the second one. For an expanation why this is so, we must take into account the errors generated in the digitisation of data.

### 3.2 Taking into account the quantisation errors

In terms of the digitised outcomes $`y_i`$ ($`i=1,`$$`2`$) (these are the ones actually issued) Eq.s 3.1 become

$`e_{\mathrm{\hspace{0.17em}1}}`$ $`=`$ $`y_{\mathrm{\hspace{0.17em}1}}r_{\mathrm{\hspace{0.17em}1}}\theta `$
$`e_{\mathrm{\hspace{0.17em}2}}`$ $`=`$ $`y_{\mathrm{\hspace{0.17em}2}}r_{\mathrm{\hspace{0.17em}2}}\theta .`$ (15)
By eliminating $`\theta `$ we obtain

$$e_{\mathrm{\hspace{0.17em}1}}e_{\mathrm{\hspace{0.17em}2}}=y_{\mathrm{\hspace{0.17em}1}}y_{\mathrm{\hspace{0.17em}2}}+r_{\mathrm{\hspace{0.17em}2}}r_{\mathrm{\hspace{0.17em}1}}$$
(16)
instead of Eq. 13. Since each $`r_i`$ is constrained within $`[P_i/2,P_i/2)`$, the above equation defines a strip in the $`(e_{\mathrm{\hspace{0.17em}1}},e_{\mathrm{\hspace{0.17em}2}})`$ plane.

It will be convenient to transform the pair of random variables $`(E_{\mathrm{\hspace{0.17em}1}},E_{\mathrm{\hspace{0.17em}2}})`$ into $`(E_+,E_{})`$:

$`E_+`$ $``$ $`(E_{\mathrm{\hspace{0.17em}1}}+E_{\mathrm{\hspace{0.17em}2}})/\sqrt{2}`$
$`E_{}`$ $``$ $`(E_{\mathrm{\hspace{0.17em}2}}E_{\mathrm{\hspace{0.17em}1}})/\sqrt{2}.`$ (17)
This is equivalent to a $`\pi /4`$ rotation of coordinate axes.

The related Jacobian determinant is $`1`$, therefore the pre-measurement joint pdf of $`E_+`$ and $`E_{}`$ is

$$\underset{E_+,E_{}}{\mathrm{Pr}}(e_+,e_{}|\{_i\})=f_{\mathrm{\hspace{0.17em}1}}((e_{}e_+)/\sqrt{2})f_{\mathrm{\hspace{0.17em}2}}((e_{}+e_+)/\sqrt{2}).$$
(18)
A corresponding rotation of axes in the the $`(r_{\mathrm{\hspace{0.17em}1}},r_{\mathrm{\hspace{0.17em}2}})`$ plane takes us from $`(r_{\mathrm{\hspace{0.17em}1}},r_{\mathrm{\hspace{0.17em}2}})`$ to $`(r_+,r_{})`$ (as in Fig. 2):

$`r_+`$ $``$ $`(r_{\mathrm{\hspace{0.17em}1}}+r_{\mathrm{\hspace{0.17em}2}})/\sqrt{2}`$
$`r_{}`$ $``$ $`(r_{\mathrm{\hspace{0.17em}2}}r_{\mathrm{\hspace{0.17em}1}})/\sqrt{2}.`$ (19)
In terms of the new variables, Eq.s 15 become

$`e_+`$ $`=`$ $`(y_{\mathrm{\hspace{0.17em}2}}+y_{\mathrm{\hspace{0.17em}1}})/\sqrt{2}\theta \sqrt{2}r_+`$ (20)
$`e_{}`$ $`=`$ $`(y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}})/\sqrt{2}r_{}.`$ (21)
We can form an argument similar to that in Sec. 2.1.6. First we must establish the pdf pertaining to $`E_+`$ after the measurement. This pdf will be conditioned not only by $`y_{\mathrm{\hspace{0.17em}1}}`$ and $`y_{\mathrm{\hspace{0.17em}2}}`$ but also by the unknown $`r_+`$; that is, $`\mathrm{Pr}_{E_+}(e_+|\{_i\},\{y_i\},r_+)`$. Each possible $`r_+`$ corresponds to a certain range of possible values for $`r_{}`$, say $`[r_{,a},r_{,b})`$ (as marked on Fig. 2); from Eq. 21 we obtain a corresponding range of values for $`e_{}`$; this range defines a strip in the $`(e_+,e_{})`$ plane; the marginal pdf of $`e_+`$ in this strip (extracted from the joint pdf of Eq. 12) is the pdf of $`E_+`$ with reference to $`y_{\mathrm{\hspace{0.17em}1}}`$, $`y_{\mathrm{\hspace{0.17em}2}}`$, and $`r_+`$.

In defining this pdf we have not required that $`P_i`$ be small but, since this assumption will be needed soon, we simplify the equations by introducing it from the beginning. Therefore the strip in the plane $`(e_+,e_{})`$ will be reckoned as approximately of infinitesimal width, with $`e_{}`$ $``$ $`0`$. In the following equation the limiting operation regards an imagined sequence of pairs $`(P_{\mathrm{\hspace{0.17em}1}},P_{\mathrm{\hspace{0.17em}2}})`$ going to $`(0,0)`$ with a constant or bounded ratio. The corresponding values $`r_+`$, each in $`[\left(P_{\mathrm{\hspace{0.17em}1}}+P_{\mathrm{\hspace{0.17em}2}}\right)/\left(2\sqrt{2}\right),\left(P_{\mathrm{\hspace{0.17em}1}}+P_{\mathrm{\hspace{0.17em}2}}\right)/\left(2\sqrt{2}\right))`$, make no difference in defining this limit:

$$lim\underset{E_+}{\mathrm{Pr}}(e_+|\{_i\},\{y_i\},r_+)f_{\mathrm{\hspace{0.17em}1}}(\frac{y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}}}{2}\frac{e_+}{\sqrt{2}})f_{\mathrm{\hspace{0.17em}2}}(\frac{y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}}}{2}+\frac{e_+}{\sqrt{2}}).$$
(22)
which serves in approximating the pdf of $`e_+`$ up to a normalisation constant.

Now we can formulate predictive inference regarding $`x`$, the datum of a future generic measurement, which is modeled as in Eq. 3. For any tetrad of tentative values $`y_{\mathrm{\hspace{0.17em}1}}`$, $`y_{\mathrm{\hspace{0.17em}2}}`$, $`e_+`$, and $`r_+`$, using Eq. 20 we find the corresponding value of the parameter,

$$\theta =(y_{\mathrm{\hspace{0.17em}2}}+y_{\mathrm{\hspace{0.17em}1}})/2e_+/\sqrt{2}r_+/\sqrt{2}.$$
(23)
In reference to the the tetrad $`y_{\mathrm{\hspace{0.17em}1}}`$, $`y_{\mathrm{\hspace{0.17em}2}}`$, $`e_+`$, and $`r_+`$ the future datum corresponds to a random variable:

$$\underset{X}{\mathrm{Pr}}(x|\{_i\},\{y_i\},e_+,r_+)=p(x;\left(\left(y_{\mathrm{\hspace{0.17em}2}}+y_{\mathrm{\hspace{0.17em}1}}\right)/2e_+/\sqrt{2}r_+/\sqrt{2}\right)).$$
(24)
$`y_{\mathrm{\hspace{0.17em}1}}`$ and $`y_{\mathrm{\hspace{0.17em}2}}`$ are known; conditioned by $`r_+`$, a pdf for $`e_+`$ is defined and approximated in Eq. 22, assuming that $`P_i`$ are small. Therefore we define joint pdf of $`X`$ and $`E_+`$ conditioned by $`y_{\mathrm{\hspace{0.17em}1}}`$, $`y_{\mathrm{\hspace{0.17em}2}}`$, and $`r_+`$, which we express here in the limit of vanishing $`P_i`$,

$`lim`$ $`\underset{X,E_+}{\mathrm{Pr}}(x,e_+|\{_i\},,\{y_i\},r_+)`$ (25)
$``$ $`f_{\mathrm{\hspace{0.17em}1}}({\displaystyle \frac{y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}}}{2}}{\displaystyle \frac{e_+}{\sqrt{2}}})f_{\mathrm{\hspace{0.17em}2}}({\displaystyle \frac{y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}}}{2}}+{\displaystyle \frac{e_+}{\sqrt{2}}})p(x;{\displaystyle \frac{y_{\mathrm{\hspace{0.17em}2}}+y_{\mathrm{\hspace{0.17em}1}}}{2}}{\displaystyle \frac{e_+}{\sqrt{2}}}).`$
Predictive inference for $`X`$ amounts to the marginal pdf of $`X`$; in the limit of negligible $`P_i`$

$`lim`$ $`\underset{X}{\mathrm{Pr}}(x|\{_i\},,\{y_i\},r_+)`$ (26)
$``$ $`{\displaystyle 𝑑e_+f_{\mathrm{\hspace{0.17em}1}}(\frac{y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}}}{2}\frac{e_+}{\sqrt{2}})f_{\mathrm{\hspace{0.17em}2}}(\frac{y_{\mathrm{\hspace{0.17em}2}}y_{\mathrm{\hspace{0.17em}1}}}{2}+\frac{e_+}{\sqrt{2}})p(x;\frac{y_{\mathrm{\hspace{0.17em}2}}+y_{\mathrm{\hspace{0.17em}1}}}{2}\frac{e_+}{\sqrt{2}})}.`$
In this limit there is no dependence upon $`r_+`$.

As in the case of a single location measurement, also from the combination of two location measurements we have formulated predictive inference conditioned on a function of the digitisation errors with the understanding that, whatever that magnitude happens to be, the corresponding true pdf of $`X`$ would not deviate to a large extent from the density in Eq. 26.

The same density function of $`X`$ can be obtained if we pretend that in the future measurement the parameter is a random variable with pdf $`f_{\mathrm{\hspace{0.17em}1}}(y_{\mathrm{\hspace{0.17em}1}}\theta )`$ $`f_{\mathrm{\hspace{0.17em}2}}(y_{\mathrm{\hspace{0.17em}2}}\theta )`$. So this density function represents our prior-free assessment of $`\theta `$ based on the two location meassurements combined. It is the posterior arising from a false prior uniform in $`\theta `$.

In terms of the discussion in Sec. 3.1 (that is, disregarding the digitisation error) we have defined probability density along line $`l`$, defined by Eq. 13 on the $`(E_{\mathrm{\hspace{0.17em}1}},E_{\mathrm{\hspace{0.17em}2}})`$ plane, simply as proportional to the pre-measurement joint pdf of $`E_{\mathrm{\hspace{0.17em}1}}`$ and $`E_{\mathrm{\hspace{0.17em}2}}`$.

## 4 Discussion

Location measurements of the same parameter are very easy to interpret intuitively, so that the arguments in this work may be regarded as belabouring the obvious. The reason for the systematic treatment is the need for preparing the concepts pertaining to the study of generic measurements, even counting measurements, perhaps also involving more than one parameters. That development will be presented in another work.

We have examined in detail combinations of only two location measurements of the same parameter. Generalisation to any number $`N`$ of such measurements is straightforward. After the measurements, the $`N`$-dimensional error will be constrained close to a straight line by $`N`$$``$$`1`$ ancillary conditions similar to Eq. 21. In analogy to variables $`E_{}`$ and $`E_+`$ of the two-measurement case, $`N`$ new variables: $`E_1`$, …$`E_{(N1)}`$, and $`E_+`$ are introduced. In the same manner, $`r_1`$, …$`r_{(N1)}`$, $`r_+`$ are defined. The result is, in the approximation that assumes very small digitisation steps, that predictive inference is approximately as if from a flat false prior.

Here is an idea for further research. The simplicity of the result, as expressed in the last paragraph of Sec. 3.2, perhaps indicates the existence of a proof more general than the one presented in that section. Such a proof would be advantageous if it could be generalised to address the combination of location measurements regarding not the same parameter but functions of the same parameter. For example, combining a measurement of a side of a cube with a measurement of the area of the cube and with a measurement of the volume of the cube. After the measurements, the $`N`$-dimensional error is retricted on a curve (if we disregard digitisation errors) parametrized by $`\theta `$. An obvious conjecture is that the pdf along this curve will be proportional to the pre-measurement $`N`$-dimensional joint pdf at the same point. If we could prove it, then also Jeffreys’ prior would be shown to generate the same results.

## 5 Conclusions

Applying only the common postulates of probability, without any specific assumptions about statistical inference, from single or combined location measurements of the same parameter we can obtain prior-free predictive inference.

The same density function would be obtained if we started with a uniform prior for $`\theta `$. Yet the logical standing of that Bayesian posterior is distinct from prior-free assessment. Moreover, we have not established either that in any generic situation predictive inference may be reduced to a presumptive pdf for the parameter, or that such density function is the posterior from some false prior.

To be able to combine measurements, we must take into account the inevitable digitisation errors in data recording, however small. In the absence of prior probability for the parameter, there are no exactly defined pdfs for such errors. Therefore we cannot just fold them into predictive inference; that is, the true pdf of predictive inference is unknown but can be approximated by an available density function.

## Acknowledgements

I want to thank Günter Zech for some stimulating exchanges that have inspired this work. I also want to thank the Onassis Foundation and the Ministry of Culture of Greece, especially Mrs. Alcestis Soulogiannis.


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# 1 Introduction

## 1 Introduction

Supersymmetry is at present the only framework in which the Higgs sector of the standard model (SM) is natural. It is, thus, a prominent candidate for physics beyond the SM. Since in nature there are no supersymmetric particles with the same mass as ordinary particles, supersymmetry must be a broken symmetry at low energies. The specific mechanism which breaks supersymmetry is important in determining the sparticle masses and, hence, the experimental signatures of supersymmetry. At present there are several models of supersymmetry breaking. The model of supersymmetry breaking that has been studied most extensively is the gravity mediated  supersymmetry breaking model. In this class of models, supersymmetry is assumed to be broken in a hidden sector by fields which interact with the SM particles and their superpartners (the visible particles) only via gravitational interactions. Whereas this mechanism of supersymmetry breaking is simple and appealing, it suffers from the supersymmetric flavor problem. On the other hand, in a different class of models , supersymmetry is broken in a hidden sector and transmitted to the visible sector via SM gauge interactions of messenger particles. This mechanism of supersymmetry breaking provides an appealing solution to the supersymmetric flavor problem. Both these types of supersymmetry breaking models have their distinct experimental signatures.

The soft supersymmetry breaking terms in the above breaking mechanisms have contributions originating from the super-Weyl anomaly via loop effects. If gravity and gauge mediation are somehow suppressed, the anomaly mediated contributions can dominate, as may happen, e.g., in brane models . If this happens, then this mechanism of supersymmetry breaking is referred to as anomaly mediated supersymmetry breaking (AMSB). Anomaly mediation is a predictive framework for supersymmetry breaking in which the breaking of scale invariance mediates between hidden and visible sectors.

Since the soft supersymmetry breaking parameters are determined by the breaking of the scale invariance, they can be written in terms of the beta functions and anomalous dimensions in the form of relations which hold at all energies. In the minimal supersymmetric standard model (MSSM), the pure anomaly mediated contributions to the soft supersymmetry (SUSY) breaking parameters $`M_\lambda `$ (gaugino mass), $`m_i^2`$ (soft scalar mass squared), and $`A_y`$ (the trilinear supersymmetry breaking coupling, where $`y`$ refers to the Yukawa coupling) can be written as

$`M_\lambda `$ $`=`$ $`{\displaystyle \frac{\beta _g}{g}}m_{3/2},`$ (1)
$`m_i^2`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left({\displaystyle \frac{\gamma _i}{g}}\beta _g+{\displaystyle \frac{\gamma _i}{y}}\beta _y\right)m_{3/2}^2,`$ (2)
$`A_y`$ $`=`$ $`{\displaystyle \frac{\beta _y}{y}}m_{3/2},`$ (3)
where $`m_{3/2}`$ is the gravitino mass, $`\beta `$’s are the relevant $`\beta `$ functions, and $`\gamma `$’s are the anomalous dimensions of the chiral superfields. An immediate consequence of these relations is that supersymmetry breaking terms are completely insensitive to physics in the ultraviolet. The degrees of freedom that are excitable at a given energy, which determine the anomalous dimensions and beta functions, thus completely specify the soft supersymmetry breaking parameters at that energy. In this way the gaugino masses are proportional to their corresponding gauge group $`\beta `$ functions with the lightest supersymmetric (SUSY) particle being mainly a wino. Analogously, the scalar masses and trilinear couplings are functions of gauge and Yukawa-coupling $`\beta `$ functions. However, it turns out that the pure scalar mass-squared anomaly contribution for sleptons is negative . There are a number of proposals for fixing this problem of tachyonic slepton masses . Additional contributions to the slepton masses can arise in a number of ways, but some of the solutions will spoil the most attractive feature of the anomaly mediated models, i.e., the renormalization group (RG) invariance of the soft terms and the consequent ultraviolet insensitivity of the mass spectrum. Nevertheless, there are various options to cure this problem without reintroducing the supersymmetric flavor problem . A simple phenomenologically attractive way of parametrizing the nonanomaly mediated contributions to the slepton masses, so as to cure their tachyonic spectrum, is to add a common mass parameter $`m_0`$ to all the squared scalar masses , assuming that such an addition does not reintroduce the supersymmetric flavor problem. As noted above, such an addition of a nonanomaly mediated term destroys the attractive feature of the RG invariance of soft masses. However, the RG evolution of the resulting model, nevertheless, inherits some of the simplicity of the pure anomaly mediated relations.

There are several alternative ways to generate these extra contributions to the soft squared masses. In particular there are models of supersymmetry breaking mediated through a small extra dimension, where SM matter multiplets and a supersymmetry breaking hidden sector are confined to opposite four-dimensional boundaries while gauge multiplets lie in the bulk. In this scenario the soft gaugino mass terms are due to the anomaly mediated supersymmetry breaking. On the other hand, scalar masses get contributions from both anomaly mediation and a tiny hard breaking of supersymmetry by operators on the hidden sector boundary. These operators contribute to scalar masses at one loop and this contribution is dominant, thereby making all squared scalar masses positive. The gaugino spectrum is unaltered, and the model resembles an anomaly mediated supersymmetry breaking model with nonuniversal scalar masses .

Another class of models, where the problem with tachyonic slepton masses is solved, is the models with additional residual nondecoupling $`D`$-term contributions due to extra U(1)’s at a high energy scale . In these models one can preserve the property of having renormalization group invariant soft terms, at least at the one-loop level . An interesting feature in this type of model is that unlike in the minimal AMSB model, one can have a light stop in the spectrum . Furthermore, if the extra U(1) is anomaly-free, then it can be shown  that the ultraviolet insensitivity can be preserved to all orders.

In this paper we consider the mass spectra, and the constraints on this spectra, of the anomaly mediated supersymmetric models. In Section 2 we study the sum rules for the scalar and gaugino masses. In Section 3 we obtain the focus points for the soft scalar masses in the general anomaly mediated supersymmetric models. This will help in determining whether large sparticle masses are possible in these models without violating the constraints of naturalness. In Section 4 we present a detailed numerical study of the sparticle spectrum in different anomaly mediated supersymmetry breaking models and compare and contrast them. Section 5 is devoted to a discussion and summary of our results.

## 2 Sum Rules

The mass spectrum of superparticles in a particular supersymmetric model is determined in terms of soft supersymmetry breaking parameters. These can be obtained at the weak scale by numerical solutions of the relevant RG equations for a particular model with specific boundary conditions at the high scale, usually taken to be the grand unified scale. Since there are more supersymmetric particles than supersymmetry breaking parameters, there are several relations between the sparticle masses, which can be written in terms of the sum rules . These sum rules will, in effect, test the validity of a particular supersymmetry breaking model. Thus by examining the relations between the masses of sparticles, one may be able to distinguish between different supersymmetric models. In this section we shall obtain various sum rules involving sparticle masses for different anomaly mediated supersymmetry breaking models.

### 2.1 Scalar sector

In the case of MSSM with gravity mediated supersymmetry breaking there are seven physical scalar sparticle masses for the first two generations which can be written in terms of four parameters (for a given $`\mathrm{tan}\beta =v_2/v_1,v_1`$ and $`v_2`$ being the vacuum expectation values of the two Higgs doublets of MSSM). This results in three sum rules for the sparticle masses of the first two generations , which can be used to test the various assumptions of MSSM with gravity mediated supersymmetry breaking.

In anomaly mediated supersymmetry breaking models, the anomaly mediated part of the soft masses is not running. Since for the first two generations the Yukawa couplings can be neglected, we do not have any contribution coming from the running of parameters to the masses of the first two generations of squarks and sleptons. For the first two generations, we can, therefore, write the physical masses of the squarks and sleptons at any scale as (in the standard notation)

$`M_{\stackrel{~}{u}_L}^2`$ $`=`$ $`c_Qm_0^2+\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta _W\right)M_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{11}{50}}g_1^4{\displaystyle \frac{3}{2}}g_2^4+8g_3^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (4)
$`M_{\stackrel{~}{d}_L}^2`$ $`=`$ $`c_Qm_0^2+\left({\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta _W\right)M_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{11}{50}}g_1^4{\displaystyle \frac{3}{2}}g_2^4+8g_3^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (5)
$`M_{\stackrel{~}{u}_R}^2`$ $`=`$ $`c_um_0^2+{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{88}{25}}g_1^4+8g_3^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (6)
$`M_{\stackrel{~}{d}_R}^2`$ $`=`$ $`c_dm_0^2{\displaystyle \frac{1}{3}}\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{22}{25}}g_1^4+8g_3^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (7)
$`M_{\stackrel{~}{e}_L}^2`$ $`=`$ $`c_Lm_0^2+\left({\displaystyle \frac{1}{2}}+\mathrm{sin}^2\theta _W\right)M_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{99}{50}}g_1^4{\displaystyle \frac{3}{2}}g_2^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (8)
$`M_{\stackrel{~}{\nu }}^2`$ $`=`$ $`c_Lm_0^2+{\displaystyle \frac{1}{2}}M_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{99}{50}}g_1^4{\displaystyle \frac{3}{2}}g_2^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (9)
$`M_{\stackrel{~}{e}_R}^2`$ $`=`$ $`c_em_0^2\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta +\left({\displaystyle \frac{198}{25}}g_1^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}},`$ (10)
where we have parametrized the nonanomaly mediated contribution to the masses via the parameter $`m_0`$, and we have assumed that this contribution could be nonuniversal. Thus the parameters $`c_Q,c_u,c_d,c_L`$ and $`c_e`$ could all be different from one another. In the case of minimal anomaly-mediated supersymmetry breaking $`c_Q=c_u=c_d=c_L=c_e=1`$. We have also included the $`D`$-term contribution to the masses in Eqs. (4) – (10). We can use these equations to relate the masses of squarks and sleptons, via sum rules, for different anomaly mediated supersymmetry breaking models.

However, independently of the model, Eqs. (4), (5) and (8), (9) lead to the sum rules

$`M_{\stackrel{~}{d}_L}^2M_{\stackrel{~}{u}_L}^2=\mathrm{cos}2\beta M_W^2,`$ (11)
$`M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{\nu }}^2=\mathrm{cos}2\beta M_W^2,`$ (12)
which relate the masses of squarks and sleptons living in the same SU(2)L doublet. We note that these sum rules are the same as in the gravity mediated supersymmetry breaking models . These sum rules do not depend on the assumption of universal soft breaking mass $`m_0`$, and depend only on the $`D`$-term contribution to the squark and slepton masses. They are, thus, independent of the supersymmetry breaking model and test only the gauge structure of the effective low energy supersymmetric model. The other sum rules depend on the soft parameters originating from the supersymmetry breaking mechanism, and are thus model dependent. Depending on the coefficients multiplying $`m_0`$ in Eqs. (4) – (10), as specified by different SUSY breaking models, we have three additional sum rules. In this section we consider in addition to the minimal anomaly mediated, the gaugino assisted anomaly mediated SUSY breaking model  and an AMSB model with additional U(1) and a light stop .

#### 2.1.1 Minimal anomaly mediated supersymmetry breaking model

For the minimal model we have $`c_Q=c_u=c_d=c_L=c_e=1`$. A third sum rule can then be obtained by taking a linear combination of Eqs. (5) – (9) and (10)

$$2(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)+(M_{\stackrel{~}{d}_R}^2M_{\stackrel{~}{d}_L}^2)+(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)=\frac{10}{3}\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta ,$$
(13)
which is identical to the corresponding sum rule in the gravity mediated models . This sum rule depends only on the assumption of a universal $`m_0`$, and is, therefore, a test of the universality of the soft scalar masses in AMSB models as well.

There are four remaining relations between the masses of the first two generations of squarks and sleptons in Eqs. (4) – (10). Two of these can be used to obtain expressions for the input parameters $`m_0`$ and $`m_{3/2}`$ in terms of the squark and slepton masses. Thus Eqs. (6), (7), (8), and (10) give

$`m_0^2`$ $`=`$ $`M_{\stackrel{~}{e}_R}^2{\displaystyle \frac{44}{3}}\mathrm{tan}^4\theta _W(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)33\mathrm{tan}^4\theta _W(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)`$ (14)
$`+\left[{\displaystyle \frac{22}{3}}\mathrm{tan}^4\theta _W+\left(1+{\displaystyle \frac{187}{3}}\mathrm{tan}^4\theta _W\right)\mathrm{sin}^2\theta _W\right]M_Z^2\mathrm{cos}2\beta ,`$
$`{\displaystyle \frac{3}{2}}g_2^4{\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}}`$ $`=`$ $`(M_{\stackrel{~}{e}_R}^2M_{\stackrel{~}{e}_L}^2){\displaystyle \frac{9}{4}}(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{17}{4}}\mathrm{sin}^2\theta _W\right)M_Z^2\mathrm{cos}2\beta .`$ (15)
The remaining two independent equations can then be converted to two additional sum rules. The first one is obtained from a combination of Eqs. (6), (7), and (10):

$`(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)+{\displaystyle \frac{3}{4}}\left(3{\displaystyle \frac{3}{11}}\mathrm{cot}^4\theta _W\right)(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)`$
$`=\left[{\displaystyle \frac{1}{2}}+\left({\displaystyle \frac{17}{4}}{\displaystyle \frac{9}{44}}\mathrm{cot}^4\theta _W\right)\mathrm{sin}^2\theta _W\right]M_Z^2\mathrm{cos}2\beta .`$ (16)
It is well known that the left and right sleptons are almost degenerate in the minimal AMSB model . This can be easily verified explicitly from Eqs. (8) and (10),

$`(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)0.038M_Z^2\mathrm{cos}2\beta 0.0078M_2^2,`$ (17)
where we have used Eq. (1) for the gaugino mass parameters, and the experimental value of $`\mathrm{sin}\theta _W^2=0.2312`$ . Similarly one notices that in all the squark mass differences $`M_{\stackrel{~}{q}_i}^2M_{\stackrel{~}{q}_j}^2`$ obtained from Eqs. (4) – (10), the contribution coming from the $`m_0`$ part and the strong coupling part cancel in the minimal AMSB model. Therefore such mass differences are small compared to the masses themselves.

The mass difference between the right-handed squarks $`\stackrel{~}{u}_R`$ and $`\stackrel{~}{d}_R`$ from the sum rule (16) is much larger than Eq. (17) for the slepton mass difference,

$`M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^285.2(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)3.44M_Z^2\mathrm{cos}2\beta 0.2M_Z^2\mathrm{cos}2\beta +0.66M_2^2,`$ (18)
where we have used Eq. (17) to obtain the last equality. Although the coefficients of the two terms may not be small, it should be noticed that the part with $`M_Z`$ is constant and for heavy squarks the mass difference between the $`\stackrel{~}{u}_R`$ and $`\stackrel{~}{d}_R`$ squarks remains rather small.

The other independent sum rule can be obtained by combining Eqs. (4), (5), (7), and (10) to give

$`(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)+\left({\displaystyle \frac{9}{4}}{\displaystyle \frac{g_2^4}{2g_3^4}}\right)(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2){\displaystyle \frac{3}{16}}{\displaystyle \frac{g_2^4}{g_3^4}}(M_{\stackrel{~}{d}_R}^2M_{\stackrel{~}{e}_R}^2)`$
$`=\left[{\displaystyle \frac{1}{2}}+\left({\displaystyle \frac{17}{4}}{\displaystyle \frac{5}{8}}{\displaystyle \frac{g_2^4}{g_3^4}}\right)\mathrm{sin}^2\theta _W\right]M_Z^2\mathrm{cos}2\beta .`$ (19)
The sum rules (16) and (19) are unique to the minimal anomaly mediated supersymmetry breaking model.

#### 2.1.2 Gaugino assisted AMSB model

In the gaugino assisted anomaly mediated model, it is assumed that the gauge and gaugino fields reside in the bulk of the extra dimension . The hidden sector is not supposed to contain singlets in which case the anomaly mediated contribution is the dominant contribution to the supersymmetry breaking. As a result of the gaugino wave function renormalization and consequent rescaling of the fields, the scalar soft masses receive contributions proportional to the eigenvalues of the quadratic Casimir operators of the relevant gauge group. In this case the coefficients of $`m_0`$ in Eqs. (4) – (10) are

$$c_Q=21/10,c_u=8/5,c_d=7/5,c_L=9/10,c_e=3/5.$$
(20)
In the gaugino assisted AMSB model, the parameters $`m_0`$ and $`m_{3/2}`$ can be written in the form

$`m_0^2`$ $`=`$ $`{\displaystyle \frac{5}{3}}(M_{\stackrel{~}{e}_R}^2+\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta )+({\displaystyle \frac{9}{55}}\mathrm{cot}^4\theta _W3)^1[5M_{\stackrel{~}{e}_R}^2`$ (21)
$`4(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)9(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)+(2+22\mathrm{sin}^2\theta _W)M_Z^2\mathrm{cos}2\beta ],`$
$`6\left(g_2^4{\displaystyle \frac{33}{5}}g_1^4\right){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}}`$ $`=`$ $`5M_{\stackrel{~}{e}_R}^24(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)9(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)`$ (22)
$`+(2+22\mathrm{sin}^2\theta _W)M_Z^2\mathrm{cos}2\beta .`$
In the previous section it was stated that the sum rule (13) is a test of universality of the mass parameter $`m_0`$, since in the universal case the dependence on $`m_0`$ cancels. Although the extra contributions to the scalar masses are not universal in the gaugino assisted AMSB model, the dependence on the $`m_0`$ accidentally cancels, and the sum rule (13) is valid also in the gaugino assisted AMSB model. Thus even if the physical masses satisfy Eq. (13), one needs further confirmation of the universality of the extra contributions. In the present case, a fourth sum rule, corresponding to Eq. (16), can be obtained as

$`3(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)M_{\stackrel{~}{e}_R}^2=4\mathrm{sin}^2\theta _WM_Z^2\mathrm{cos}2\beta .`$ (23)
The simple form of this sum rule follows from the fact that the dependence on $`m_0`$ vanishes also in this case. Since the experimental lower bound on the selectron and smuon masses is higher than the $`Z`$-boson mass, one can deduce from Eq. (23) that the right-handed up-squark is heavier than the right-handed down-squark. This can also be seen from Fig. 1, where the difference $`M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2`$ is plotted as a function of the selectron mass $`M_{\stackrel{~}{e}_R}`$. The curves for $`\mathrm{tan}\beta >3`$ are all practically identical to the curve shown here, since the dependence on $`\mathrm{tan}\beta `$ is rather weak. This differs from the minimal AMSB model, where $`M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2`$ depends on $`M_2^2`$ instead of a scalar mass.

The last sum rule, corresponding to the sum rule (19) of the minimal anomaly mediated supersymmetry breaking model, can, in this case, be written as

$`5\left(1+{\displaystyle \frac{r}{3}}\right)M_{\stackrel{~}{e}_R}^24(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)(9+2r)(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2){\displaystyle \frac{3r}{4}}(M_{\stackrel{~}{d}_R}^2M_{\stackrel{~}{e}_R}^2)`$
$`=\left[2\left({\displaystyle \frac{25r}{6}}+22\right)\mathrm{sin}^2\theta _W\right]M_Z^2\mathrm{cos}2\beta ,`$ (24)
where $`r`$ is given by $`r(g_2^4\frac{33}{5}g_1^4)/(\frac{11}{5}g_1^4g_3^4)`$.

#### 2.1.3 AMSB model with additional U(1) and a light stop

An interesting possible solution to the tachyonic slepton mass problem is to modify the gauge group of the theory from that of the MSSM gauge group by an additional U(1) factor group . In the case of MSSM, it is well known that the $`D`$-term contributions to the scalar masses are of opposite sign for left- and right-handed particles. However, if the left- and right-handed sleptons both had positive charge under this additional U(1) gauge group, then we could have positive contributions to the slepton masses from $`D`$ terms, and possibly solve the tachyonic slepton problem. Furthermore, by selecting the charges suitably, one may also have renormalization group invariant soft terms, at least at the one-loop level . Sum rules for a model with Fayet-Iliopoulos $`D`$ terms due to extra U(1), which are independent of $`M_W`$ and $`M_Z`$, were derived in .

In Ref. , models with an extra U(1) and RG-invariant sum of the squares of soft SUSY breaking scalar masses were considered. In that paper two models were explicitly constructed, one with a spectrum similar to the minimal AMSB models and another model with a light stop. It turns out that the U(1) charge assignment for getting a light stop is quite constrained. One particular set of the U(1) charges that leads to a light stop is the following:

$`c_Q=3,c_u=1,c_d=1,c_L=1,c_e=1.`$ (25)
Here we will consider the sum rules for this particular light stop model. Since $`c_u=c_d`$, as well as $`c_L=c_e`$, the formulas (14) and (15) of the minimal anomaly mediated supersymmetry breaking model are valid in this model as well. Note that the negative soft terms for right-handed squarks are the reason behind the light right-handed stop.

On the other hand, the sum rule (13) is no longer valid. When we take a similar combination as in Eq. (13) of the soft mass parameters, and use the expression for $`m_0`$, we find

$`\left(1{\displaystyle \frac{176}{3}}\mathrm{tan}^4\theta _W\right)(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)+\left(2132\mathrm{tan}^4\theta _W\right)(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)+(M_{\stackrel{~}{d}_R}^2M_{\stackrel{~}{d}_L}^2)`$
$`+4M_{\stackrel{~}{e}_R}^2={\displaystyle \frac{2}{3}}\left[44\mathrm{tan}^4\theta _W+\left(1+374\mathrm{tan}^4\theta _W\right)\mathrm{sin}^2\theta _W\right]M_Z^2\mathrm{cos}2\beta .`$ (26)
The sum rule (16) of the minimal AMSB model is valid in this model as well. This is easily verified by taking an appropriate combination of Eqs. (6), (7), and (10), and noticing that in both models $`c_u=c_d`$, $`c_e=1`$, and that the parameter $`m_0`$ is determined via Eq. (14) in both these models. The arguments given in section 2.1.1 for the degenerate slepton masses and small mass difference $`M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2`$ in minimal AMSB are valid in this model as well. From the sum rule (26) one can write approximately

$`M_{\stackrel{~}{d}_R}^2M_{\stackrel{~}{d}_L}^24.3(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)+9.9(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)4M_{\stackrel{~}{e}_R}^22.72M_Z^2\mathrm{cos}2\beta .`$ (27)
One can easily check that for experimentally allowed parameter values, the right-hand side of Eq. (27) is always negative and not small, and it decreases with the increasing selectron mass.

To complete the derivation of independent sum rules of this case we give the sum rule corresponding to Eq. (19):

$`(M_{\stackrel{~}{d}_R}^2M_{\stackrel{~}{e}_R}^2)+{\displaystyle \frac{8}{3}}(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)\left({\displaystyle \frac{2}{3}}{\displaystyle \frac{g_3^4}{g_2^4}}+{\displaystyle \frac{11}{3}}\mathrm{tan}^4\theta _W\right)\left[8(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)+18(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)\right]`$
$`+2M_{\stackrel{~}{e}_R}^2=\left[\left({\displaystyle \frac{2}{3}}{\displaystyle \frac{g_3^4}{g_2^4}}+{\displaystyle \frac{11}{3}}\mathrm{tan}^4\theta _W\right)(434\mathrm{sin}^2\theta _W)+{\displaystyle \frac{4}{3}}\mathrm{sin}^2\theta _W\right]M_Z^2\mathrm{cos}2\beta .`$ (28)
#### 2.1.4 Third generation of scalars

So far we have considered the first two generations of squarks and sleptons for which the corresponding Yukawa couplings and their runnings can be neglected. For the third family squarks and sleptons the sum rules are complicated because of the large third generation Yukawa couplings. For small values of $`\mathrm{tan}\beta `$, we can neglect the effects of the bottom-quark Yukawa coupling, and hence the effects of mixing in the bottom-squark mass matrix. Thus in this limit $`\stackrel{~}{b}_L`$ and $`\stackrel{~}{b}_R`$ are still the mass eigenstates, and $`\stackrel{~}{b}_R`$ is degenerate with $`\stackrel{~}{d}_R`$ to a good approximation. However, since the evolution of $`M_{\stackrel{~}{b}_L}`$ is controlled by the top-quark Yukawa coupling, the situation with respect to hierarchy of the sbottom masses and the squark masses of the first two generations in anomaly mediated supersymmetry breaking models can be predicted only when we have a detailed knowledge of input parameters. In the stop sector, it is easy to see that the sum rules one obtains are independent of the model of supersymmetry breaking, and are, thus, identical to those obtained in MSSM with gravity mediated supersymmetry breaking . Similar observations can be made with respect to the sum rules in the stau sector. Furthermore, when $`\mathrm{tan}\beta `$ is large, the mixing in the third generation squark and slepton mass matrices becomes important, and the situation becomes complicated. Thus, as far as the third generation squarks and sleptons are concerned, one does not obtain any information which could distinguish the anomaly mediated supersymmetry breaking models from the MSSM with gravity mediated supersymmetry breaking.

### 2.2 Gaugino sector

In all the models discussed in this work, the gaugino sector remains the same as in the minimal AMSB model, for which the mass difference between the lightest chargino and the neutralino is small. The close proximity of the lightest neutralino and chargino masses is a direct consequence of Eq. (1), which gives for the ratios of the gaugino mass parameters $`|M_1|:|M_2|:|M_3|2.8:1:7.1`$ after taking into account the next to leading order radiative corrections and the weak scale threshold corrections . Thus the winos are the lightest neutralinos and charginos, and one would expect that the lightest chargino is only slightly heavier than the lightest neutralino in all the models considered in Section 2.1.

It is not feasible to obtain mass sum rules for the neutralino states, since the physical neutralino mass matrix is a $`4\times 4`$ matrix. However, from the trace of neutralino and chargino mass matrices, one obtains a sum rule, which does not contain the Higgs mixing parameter $`\mu `$, but which is present in the mass matrices \[here the gluino mass $`m_{\stackrel{~}{g}}=M_3(t_{\stackrel{~}{g}})`$\],

$`2(M_{\stackrel{~}{\chi }_1^\pm }^2+M_{\stackrel{~}{\chi }_2^\pm }^2)(M_{\stackrel{~}{\chi }_1^0}^2+M_{\stackrel{~}{\chi }_2^0}^2+M_{\stackrel{~}{\chi }_3^0}^2+M_{\stackrel{~}{\chi }_4^0}^2)`$
$`={\displaystyle \frac{1}{9}}\left[{\displaystyle \frac{g_2^4}{g_3^4}}\left({\displaystyle \frac{33}{5}}\right)^2{\displaystyle \frac{g_1^4}{g_3^4}}\right]m_{\stackrel{~}{g}}^2+4M_W^22M_Z^2.`$ (29)
This average mass squared difference of the charginos and neutralinos differs from the corresponding supergravity (SUGRA) result by the factor $`(33/5)^2`$ in front of $`g_1^4`$ within the square brackets, and by factor (1/9) in front of the square bracket. We note that the ratio of the gluino mass to the other gaugino masses is different in the AMSB models and in the MSSM with gravity mediated supersymmetry breaking,

$`{\displaystyle \frac{|m_{\stackrel{~}{g}}|}{|M_2|}}|_{\mathrm{AMSB}}=3{\displaystyle \frac{|m_{\stackrel{~}{g}}|}{|M_2|}}|_{\mathrm{MSSM}}.`$ (30)
We have plotted in Fig. 2 the sum rule (29) both in the AMSB models and the MSSM. The average mass difference in the AMSB models is first positive, but then quickly turns negative (solid line), while in the minimal SUGRA model it is always positive (dashed line). Thus this sum rule could be one of the signatures of the AMSB type of models.

## 3 Focus points

One of the main motivations for low scale supersymmetry is that it can stabilize the large hierarchy between the weak scale and the unification or Planck scale. This can be realized in a straightforward way if the masses of the supersymmetric partners of the standard model particles are of the order of weak scale. On the other hand the existence of superpartners with masses of the order of weak scale is difficult to reconcile with limits on flavor changing processes, unless one assumes an accurate degeneracy of squarks and sleptons. Even with such a degeneracy, the supersymmetric contributions to $`CP`$ violation become uncomfortably large, unless squarks and sleptons are heavy. Thus one is forced to examine supersymmetric models with large sparticle masses, thereby coming into conflict with the basic idea of introducing weak scale supersymmetry. Recently, it has been pointed out  that one can have large squark and slepton masses (above $`1`$ TeV) without losing the naturalness of the underlying supersymmetric theory. This is achieved by exploiting the existence of focus points in the renormalization group evolution of the soft masses, which make the weak scale insensitive to the variations in the unknown supersymmetry breaking parameters at the high scale. In this approach the squark and slepton masses can be large compared to the weak scale, though gaugino and higgsino masses can be generically lighter. It is, therefore, important to investigate whether the anomaly mediated supersymmetry breaking models considered in this paper exhibit the focus point behavior so as to admit heavy squark and slepton masses, without violating the principle of naturalness.

In the minimal AMSB model, it has been shown that there is a focus point near the weak scale for the soft supersymmetry breaking Higgs mass parameter $`m_{H_u}^2`$ if $`\mathrm{tan}\beta `$ is not very large . The other mass parameters in this model do not have focus points near the weak scale. Since in the more general models studied in this work the soft supersymmetry breaking mass parameters are not universal, it is of considerable interest to find out if there is focus point behavior in these models. In this section we shall consider this question and investigate if these general models exhibit a desirable focus point behavior.

We shall here consider the case of $`\mathrm{tan}\beta `$=10, for which all couplings other than the top Yukawa coupling can be neglected. Following  we denote the supersymmetry breaking bilinear up-type Higgs mass parameter $`m_{H_u}^2m_{H_u}^2|_{AM}+\delta m_{H_u}^2`$, where $`m_{H_u}^2|_{AM}`$ is the pure anomaly mediated value, which does not run, and a similar decomposition for the other scalar mass parameters. Then the coupled renormalization group equations for the relevant mass parameters are given by

$`{\displaystyle \frac{d}{dt}}\left(\begin{array}{c}\delta m_{H_u}^2\\ \delta m_{U_3}^2\\ \delta m_{Q_3}^2\end{array}\right)={\displaystyle \frac{Y_t^2}{8\pi ^2}}\left(\begin{array}{ccc}3& 3& 3\\ 2& 2& 2\\ 1& 1& 1\end{array}\right)\left(\begin{array}{c}\delta m_{H_u}^2\\ \delta m_{U_3}^2\\ \delta m_{Q_3}^2\end{array}\right).`$ (40)
As was done for sfermions in Eqs. (4) – (10), one can define the coefficients $`c_{H_u}`$ and $`c_{H_d}`$ which parametrize the nonuniversality for the mass parameters of the two Higgs doublets. Here we need only $`c_{H_u}`$, which has a value $`c_{H_u}=1`$ in the minimal AMSB model, a value $`c_{H_u}=9/10`$ in the gaugino assisted AMSB model, and a value $`c_{H_u}=2`$ in the model with an extra U(1) and a light stop. For a set of general initial conditions, $`m_0^2(c_{H_u},c_{U_3},c_{Q_3})`$, the solution can be written as

$`\left(\begin{array}{c}\delta m_{H_u}^2\\ \delta m_{U_3}^2\\ \delta m_{Q_3}^2\end{array}\right)`$ $`=`$ $`{\displaystyle \frac{(c_{H_u}+c_{U_3}+c_{Q_3})}{6}}m_0^2\mathrm{exp}\left[6{\displaystyle _0^t}𝑑t^{}{\displaystyle \frac{Y_t^2}{8\pi ^2}}\right]\left(\begin{array}{c}3\\ 2\\ 1\end{array}\right)`$ (51)
$`+{\displaystyle \frac{m_0^2}{6}}\left(\begin{array}{c}3(c_{H_u}c_{U_3}c_{Q_3})\\ 2(c_{H_u}+2c_{U_3}c_{Q_3})\\ (c_{H_u}c_{U_3}+5c_{Q_3})\end{array}\right).`$
It is easy to verify that $`m_{H_u}`$, $`m_{U_3}`$, and $`m_{Q_3}`$ can all have focus points only if $`c_{H_u}=c_{U_3}=c_{Q_3}=0`$. Thus this case is not of interest here. One can also find conditions that need to be satisfied if two of the mass parameters have focus points. Below we list the two mass parameters that have simultaneous focus points, together with the relevant conditions that need to be satisfied (here $`\alpha _t=\mathrm{exp}[6_0^t𝑑t^{}Y_t^2/(8\pi ^2)]`$):

$`m_{H_u},m_{U_3}:`$ $`c_{H_u}={\displaystyle \frac{3}{2}}c_{U_3}={\displaystyle \frac{3(1\alpha _t)}{5\alpha _t+1}}c_{Q_3},`$
$`m_{H_u},m_{Q_3}:`$ $`c_{H_u}=3c_{Q_3}={\displaystyle \frac{3(1\alpha _t)}{2(2\alpha _t+1)}}c_{U_3},`$
$`m_{U_3},m_{Q_3}:`$ $`c_{U_3}=2c_{Q_3}={\displaystyle \frac{2(1\alpha _t)}{3(\alpha _t+1)}}c_{H_u}.`$
Obviously these conditions are not realized for the models that we have considered in this paper. Finally, the simple case of a focus point for $`m_{H_u}`$ is found if $`c_{H_u}<c_{U_3}+c_{Q_3}`$, for $`m_{U_3}`$ if $`2c_{U_3}<c_{H_u}+c_{Q_3}`$, and for $`m_{Q_3}`$ if $`5c_{Q_3}<c_{H_u}+c_{U_3}`$. In these inequalities it is assumed that $`c_{H_u}+c_{U_3}+c_{Q_3}>0`$. If this sum is negative, then these inequalities should be reversed. We see that for both the minimal and gaugino assisted AMSB models we have a focus point for $`m_{H_u}`$. The case of the extra U(1) model is qualitatively different, since $`c_{H_u}+c_{U_3}+c_{Q_3}=0`$ by construction in this model, and thus it is not relevant to state at which scale the boundary conditions are given.

In the gaugino assisted AMSB model the expression $`\mathrm{exp}\left[6_0^t𝑑t^{}\frac{Y_t^2}{8\pi ^2}\right]=14/23`$ at the focus point. In Fig. 3 we depict the running of $`m_{H_u}^2`$ for the minimal and for the gaugino assisted AMSB models. Although focus points exist for both these models, only the focus point for the minimal AMSB seems to be physically interesting.

## 4 Numerical results

So far we have obtained the predictions for the anomaly mediated supersymmetry breaking models in terms of sum rules, which can help in distinguishing between different models. In this section we shall numerically obtain the predictions for the sparticle spectra of these models. For the numerical evaluation of the spectra we have used the program `SOFTSUSY` . This program uses complete three family mass matrices and Yukawa coupling evolution. Fermion masses and gauge couplings ($`\alpha ,\alpha _s`$) are evolved to $`M_Z`$ with the three loop QCD and one loop QED equations. The full MSSM spectrum is taken into account and decoupling threshold effects are taken into account to leading logarithmic order as well as the finite corrections at the scale $`M_Z`$. The scalar masses are evolved via one-loop RG equations, and all other functions are evolved via two-loop equations. Parameters are determined iteratively. For the boundary conditions at the GUT scale, we have used the values given by Eqs. (1), (3), and $`m_i^2+c_im_0^2`$, where $`m_i^2`$ is given by Eq. (2), and $`c_i`$’s are model dependent numerical factors, which are given, e.g., by Eqs. (20) and (25).

In Figs. 46 we have plotted the spectra for the three different AMSB models. In all three examples we have taken $`\mathrm{tan}\beta =10`$ and $`m_{3/2}=35`$ TeV. One can easily see the distinguishing features of different models already discussed in terms of the sum rules. In the minimal AMSB model, Fig. 4, the squarks of the first two generations are very closely degenerate in mass. The same is true for the sleptons in this model. The third generation, especially the lighter stop, is considerably lighter than the squarks of the first two generations. For $`m_{3/2}=35`$ TeV we see that for a value of $`m_0730`$ GeV, the lightest stop becomes lighter than sleptons.

For the gaugino assisted AMSB model, Fig. 5, the first two generations of sleptons are not degenerate anymore. Recalling that $`\stackrel{~}{u}_1(\stackrel{~}{c}_1)`$, $`\stackrel{~}{d}_1(\stackrel{~}{s}_1)`$, and $`\stackrel{~}{e}_1(\stackrel{~}{\mu }_1)`$ correspond almost exactly to the right-handed squarks and sleptons, we note that the sum rule Eq. (23) is clearly satisfied. On the other hand, the left-handed squarks, corresponding to $`\stackrel{~}{u}_2`$ and $`\stackrel{~}{d}_2`$ ($`\stackrel{~}{c}_2`$ and $`\stackrel{~}{s}_2`$), or the left-handed sleptons, $`\stackrel{~}{e}`$ and $`\stackrel{~}{\nu }_1`$ ($`\stackrel{~}{\mu }`$ and $`\stackrel{~}{\nu }_2`$), remain close to each other, a reflection of the sum rules Eqs. (11) and (12).

The spectrum of the U(1) model at the weak scale is shown in Fig. 6. It is seen that the spectrum ends with relatively small $`m_0`$, since for large enough $`m_0`$ the negative charges lead to a tachyonic spectrum. The mass squared difference of squarks $`\stackrel{~}{d}_L`$ and $`\stackrel{~}{d}_R`$ (or $`\stackrel{~}{s}_L`$ and $`\stackrel{~}{s}_R`$) is seen to satisfy the sum rule Eq. (26).

## 5 Summary and discussion

We have derived sum rules, and obtained the sparticle mass spectra, in different AMSB models in which the problem of tachyonic slepton masses has been solved in qualitatively different ways. Interestingly enough, the sum rules obtained uncover many of the similarities and differences in these models. On the one hand this helps us to tell whether a particular mass spectrum is due to anomaly mediation, and on the other hand it allows us to differentiate between various anomaly mediated models.

Apart from the well known feature of the AMSB gaugino sector, the close mass degeneracy of the lightest chargino and neutralino, the sum rules that we have derived reveal another typical feature of the gaugino sector in these models, namely the average mass difference between charginos and neutralinos. As shown in Fig. 2 the average mass difference between the charginos and neutralinos is typically negative in the AMSB type models. This is contrary to the SUGRA type models, where the average mass difference is positive.

Even if the mass spectrum of sparticles points towards the underlying model being of AMSB type, there could be a wide variety of different possibilities. In such a situation, the sum rules obtained in this paper would help in distinguishing between various models. Comparison of the sfermion mass differences $`M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2`$ and $`M_{\stackrel{~}{d}_L}^2M_{\stackrel{~}{d}_R}^2`$ can be crucial in distinguishing between the models considered in this paper. In the minimal AMSB model both these mass differences are small, whereas in the gaugino assisted model slepton mass difference is not small. In the AMSB model with extra U(1) and a light stop, the squark mass difference is considerable, but the slepton mass difference is small. These conclusions from the tree-level sum rules of Section 2 have been verified by the one-loop numerical results of Section 4.

In the minimal AMSB model, $`m_{H_u}`$ has a focus point near the weak scale. We have shown that this attractive feature is, unfortunately, not shared by more general AMSB models.

Finally, we should mention the possibility that the introduction of $`R`$-parity violating couplings can solve the tachyonic slepton mass problem. This is an interesting possibility, since if viable, one would have in the supersymmetry breaking sector only those terms which arise due to the anomaly mediation. Although this idea is interesting, it turns out that it is not to easy to find suitable $`R`$-parity violating terms for its implementation. In  a hierarchy between various $`R`$-parity violating couplings was assumed, and it was further assumed that these couplings have quasi fixed points.

However, one of the couplings used contributes to the neutrino masses . Thus it is subject to strict phenomenological bounds, due to which the scenario considered does not seem to be viable in practice. On the other hand, if one assumes that the coupling involved in neutrino masses is tiny, one may still generate large enough masses for all the sleptons with the remaining two couplings used in , although the fixed point structure does not hold anymore. Since one has in this case only the two unknown $`R`$-parity violating couplings in addition to the mass parameter $`m_{3/2}`$, one can solve for all these parameters and obtain different sum rules. For the first two generations one has 14 masses, and thus one gets 11 sum rules between the masses. However, we think that this model is not very compelling and do not list these sum rules here.222The couplings and the mass parameter are given by    $`{\displaystyle \frac{66}{25}}g_1^4{\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)^2}}=(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)+\mathrm{sin}^2\theta _WM_Z\mathrm{cos}2\beta ,`$    $`2\lambda _{231}\beta (\lambda _{231}){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)}}=M_{\stackrel{~}{e}_R}^23(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)+4\mathrm{sin}^2\theta _WM_Z\mathrm{cos}2\beta ,`$    $`\lambda _{132}\beta (\lambda _{132}){\displaystyle \frac{m_{3/2}^2}{(16\pi ^2)}}=M_{\stackrel{~}{e}_R}^2+(M_{\stackrel{~}{e}_L}^2M_{\stackrel{~}{e}_R}^2)(M_{\stackrel{~}{u}_R}^2M_{\stackrel{~}{d}_R}^2)(M_{\stackrel{~}{d}_L}^2M_{\stackrel{~}{d}_R}^2)+{\displaystyle \frac{2}{3}}\mathrm{sin}^2\theta _WM_Z\mathrm{cos}2\beta .`$

Acknowledgments

The authors thank the Academy of Finland (project numbers 163394 and 48787) for financial support. The work of P.N.P. is also supported by the Department of Atomic Energy, India. P.N.P. would like to thank the Alexander von Humboldt-Stiftung and Professor H. Fraas for the hospitality extended to him at Universität Würzburg, where this work was completed.