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However, if we impose a special probability measure q such that Eq[ H(T)/N(T) ] is zero, then we have: There is a number k such that for every scenario, ( P(T) + H(T) )/ N(T) = k Since k is irrelevant to the scenarios, we can take the expectation under any probability measure and get: k = E[ ( P(T) + H(T) )/ N(T) ] And under the specific probability measure q, k = Eq[ P(T)/N(T) ].