Entropy and the central limit theorem (Q1080263)
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scientific article; zbMATH DE number 3967559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy and the central limit theorem |
scientific article; zbMATH DE number 3967559 |
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Entropy and the central limit theorem (English)
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1986
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The author establishes a strengthened central limit theorem for densities showing monotone convergence in the sense of relative entropy. The relative entropy is defined by \[ D_ n=\int f(x) \log f(x)/\phi (x)dx \] where f is the density function of a random variable, X, with finite variance and \(\phi\) is the normal density with the same mean and variance as f.
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Fisher information
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central limit theorem
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relative entropy
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