Example. Counterexample: empirical squared-ratio excess can be negative [ftip-0083]

Take one observed action \(a\) with \(\pi _{\rm old}(a)=1/2\) and \(\pi _\theta (a)=1/4\). The batch contains only that action, so \(T=1\) and \(r_1=1/2\). Hence \[ \widehat \chi ^2=r_1^2-1=-\frac 34. \] Both policies can be completed on a two-action space by assigning their remaining mass to the other action.

Thus the finite-batch statistic in Definition [ftip-0066] need not share the nonnegativity of the population Pearson divergence. Theorem Theorem [ftip-0081] remains valid: its right side contains \(1+\widehat \chi ^2=1/4=\overline {r^2}\).