private lemma hasDerivAt_rpow_exponent {x : ℝ}
(hx : 0 < x) (ρ : ℝ) :
HasDerivAt (fun p => x ^ p)
(x ^ ρ * Real.log x) ρ := by
simp_rw [rpow_def_of_pos hx]
exact ((hasDerivAt_id ρ).const_mul (Real.log x)
|>.congr_deriv (by ring)).expThe VRI σ² = T·χ is fundamentally an exponential family identity: