 Home

Codex Wiki

Mathematics

Area of mathematics

Probability and statistics

Probability theory

Probability distribution

Moment-generating function

Cumulant-generating function

Cramér theorem

{wiki=Exponential_tilting}

Exponential tilting by $\theta$ replaces a law $P$ by
$$
\frac{dP_\theta}{dP}(x)=e^{\theta x-\psi(\theta)}.
$$
Under the tilted law, the mean is $\psi'(\theta)$ whenever the derivative exists.


Exponential tilting

Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 201 / 2 / d / Solution

Exponential tilting

 Ancestors (9)

 Incoming links (1)

 Discussion (0)

 Articles by others on the same topic (0)

Exponential tilting

 Ancestors (9)

 Incoming links (1)

 Discussion (0)  Subscribe (1)

 Articles by others on the same topic (0)

 Discussion (0)