I've read journal "On the Comparison of Several Mean Values: An Alternative approach" (Welch, 1951). I don't understand this expression: $E\left(\exp\left[ \sum_t ( w_t - \omega_t ) D_t\right]\right),$
where $D_t^r = \left(\frac{\partial^r}{\partial z_t^r}\right)_{z=\omega} $ and $E$ is expectation over $w_t$
Why is $D_t$ written in the last equation?