Fisher Info Rho Eq Escort Variance

Documentation

Lean 4 Proof

theorem fisherInfoRho_eq_escortVariance (x : Fin J → ℝ) (ρ : ℝ) :
    fisherInfoRho x ρ = escortVariance x ρ (fun j => Real.log (x j)) := rfl

Dependency Graph

Module Section

CES Estimation Theory: Connecting Theory to Data