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CORR
2006
Springer

Generalized Entropy Power Inequalities and Monotonicity Properties of Information

8 years 3 months ago
Generalized Entropy Power Inequalities and Monotonicity Properties of Information
New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of n independent random variables to the information contained in sums over subsets of the random variables, for an arbitrary collection of subsets. As a consequence, a simple proof of the monotonicity of information in central limit theorems is obtained, both in the setting of independent and identically distributed (i.i.d.) summands as well as in the more general setting of independent summands with variance-standardized sums.
Mokshay M. Madiman, Andrew R. Barron
Added 11 Dec 2010
Updated 11 Dec 2010
Type Journal
Year 2006
Where CORR
Authors Mokshay M. Madiman, Andrew R. Barron
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