Escort Expectation

Documentation

Lean 4 Proof

def escortExpectation (x : Fin J → ℝ) (ρ : ℝ)
    (f : Fin J → ℝ) : ℝ :=
  ∑ j, escortProbability x ρ j * f j

Dependency Graph

Module Section

The VRI σ² = T·χ is fundamentally an exponential family identity: