Exponential tilting
= Exponential tilting
{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.