theorem escortExpectation_eq_sum_div [NeZero J]
(x : Fin J → ℝ) (hx : ∀ j, 0 < x j)
(ρ : ℝ) (f : Fin J → ℝ) :
escortExpectation x ρ f =
(∑ j, x j ^ ρ * f j) / escortPartitionZ x ρ := by
unfold escortExpectation escortProbability
simp_rw [div_mul_eq_mul_div]
rw [← Finset.sum_div]The VRI σ² = T·χ is fundamentally an exponential family identity: