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Entropy and the Central Limit Theorem
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Entropy and the Central Limit Theorem
Entropy and the Central Limit Theorem
AB
Andrew R. Barron
Andrew R. Barron
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1 January 1986
journal article
Published by
Institute of Mathematical Statistics
in
The Annals of Probability
Vol. 14
(1)
,
336-342
https://doi.org/10.1214/aop/1176992632
Abstract
A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.
Keywords
CENTRAL LIMIT THEOREM
RELATIVE ENTROPY
MONOTONE CONVERGENCE
STRENGTHENED CENTRAL
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Cited by 218 articles