I like the idea of clearly showing the core of the problem using a graphical approach, namely how the different base rates keep us from having both kinds of fairness.
There is one glitch, I'm afraid: It seems you got the notion of calibration wrong. In your way of using the word, an ideal calibration would be a perfect score, i.e. a score that outputs 1 for all the true positives and 0 for all the true negatives. While perfect scores play a certain role in Kleinberg et al's paper as an unrealistic corner case of their theorem, the standard notion ... (read more)
Actually, Kleinberg et al. 2016 isn't all that bad. They have a small paragraph at the beginning of section 2 which they call an "informal overview" over the proof. But it's actually almost a decent proof in and of itself. You may accept it as such, or you may write it down a bit more formally, and you end up with a short, sweet proof. The reason they can't use a graphical approach like the one in this blog entry is that the above diagram with the squares only applies to the special case of scores that either output 0 or 1, but not... (read more)