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Exponential tilting
ID: exponential-tilting
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Exponential tilting
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Created
2026-09-24
Updated
2026-09-24
Exponential tilting
by
θ
replaces
a
law
P
by
d
P
d
P
θ
(
x
)
=
e
θ
x
−
ψ
(
θ
)
.
(1)
Under the tilted
law
, the
mean
is
ψ
′
(
θ
)
whenever the
derivative
exists.
Total
articles
:
1
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