Exponential tilting (ET), exponential twisting, or exponential change of measure (ECM) is a distribution-shifting technique used in many parts of mathematics. The different exponential tiltings of a random variable X {\displaystyle X} is known as the natural exponential family of X {\displaystyle X} .
Exponential tilting (ET), exponential twisting, or exponential change of measure (ECM) is a distribution-shifting technique used in many parts of mathematics. The different exponential tiltings of a random variable X {\displaystyle X} is known as the natural exponential family of X {\displaystyle X} .
Source: Wikipedia "Exponential tilting" · CC BY-SA 4.0
Share this article: X · Bluesky