Assembly of calibration for independent variables

Independent nonnegative variables are first normalized to mean one. Their joint law is then the product of their marginal laws, which is represented by the augmented latent mixture and averaged using the two-point bound.

theorem Feige.universalCalibration_dirichletK_of_twoPointRejectionBound {n : ℕ} (htwo : TwoPointRejectionBound) : UniversalCalibration dirichletK

The finite two-point rejection theorem implies universal calibration of the Dirichlet statistic.