DocumentCode
2944002
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
fYear
2006
fDate
9-14 July 2006
Firstpage
1021
Lastpage
1025
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ISIT.2006.261882
Filename
4036119
Link To Document