Infinite-family criterion for pivotal exact e-variables
Let P\mathcal{P}P and Q\mathcal{Q}Q be families of probability measures on X\mathfrak{X}X. Suppose there exist P0∈PP_0\in\mathcal{P}P0∈P and Q0∈QQ_0\in\mathcal{Q}Q0∈Q such that P≪P0P\ll P_0P≪P0 for…