Documentation

Lean 4 Proof

def escortVariance (x : Fin J → ℝ) (ρ : ℝ)
    (f : Fin J → ℝ) : ℝ :=
  escortExpectation x ρ (fun j => f j ^ 2)
    - (escortExpectation x ρ f) ^ 2

Dependency Graph

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Location

thesis/CESProofs/Foundations/InformationGeometry.lean:714

Module Section

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

In the same file