johnswentworth comments on Integrating Hidden Variables Improves Approximation

[johnswentworth]

This is particularly interesting if we take $P$ and $Q$ to be two different models, and take the indices 1, 2 to be different values of another random variable $Y$ with distribution $P\left[Y\right]$ given by $(\lambda ,1-\lambda )$. In that case, the above inequality becomes:

Note to self: this assumes P[Y] = Q[Y].