Lehmer Transform

Source abstract

The Lehmer transform encodes a positive dataset as a single analytic curve, the ratio of its power sums at consecutive orders read as a function of the order. As the order sweeps the real line the curve generates every location statistic between the sample extremes, and its logarithm is the unit increment of the free energy of an exponentially tilted ensemble; the statistical theory of the curve flows from that identity. The slope of the curve is a Jeffreys divergence, the arithmetic-geometric gap is a relative entropy, and multiplicativity over independent factors makes deconvolution of multiplicative noise a pointwise division. A quantitative rigidity theorem locates the frontier of identifiability at geometric growth of the curve, with resonant log-periodic families of distinct laws sharing one curve beyond it. The empirical curve is an exact re-coordinatization of the order statistic, hence minimal sufficient, and its influence function, exact leading bias and limit theory are developed in full. At heavy tails the curve undergoes a phase transition whose two knees, one unit apart, sit at the tail index and its unit shift, a whole-sample diagnostic complementing threshold-based estimators.