This should produce the required 2.5V ref.
Figure 9 in the TI datasheet shows the test circuit operating at quite a bit more current, ~8mA, with some decoupling in the supply. Lucky them not having to operate from a 400V rail
1mA is specified as the minimum cathode current so 2mA should be good. In fact, figure 4 on the datasheet shows everything flattens off above 0.4mA so 2mA is plenty.
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