Title :
The Monotonicity of Information in the Central Limit Theorem and Entropy Power Inequalities
Author :
Madiman, Mokshay ; Barron, Andrew
Author_Institution :
Dept. of Stat., Yale Univ., New Haven, CT
Abstract :
We provide a simple proof of the monotonicity of information in the central limit theorem for i.i.d. summands. Extensions to the more general case of independent, not identically distributed summands are also presented. New families of Fisher information and entropy power inequalities are discussed
Keywords :
entropy; Fisher information; central limit theorem; entropy power inequalities; Convergence; Entropy; Gaussian distribution; Random variables; Standardization; Statistical distributions;
Conference_Titel :
Information Theory, 2006 IEEE International Symposium on
Conference_Location :
Seattle, WA
Print_ISBN :
1-4244-0505-X
Electronic_ISBN :
1-4244-0504-1
DOI :
10.1109/ISIT.2006.261882
