Monotonicity of entropy and Fisher information: a quick proof via maximal correlation

被引：10
作者：
Courtade, Thomas A. [1 ]
机构：
[1] Univ Calif Berkeley, Dept Elect Engn & Comp Sci, Berkeley, CA 94720 USA
来源：
COMMUNICATIONS IN INFORMATION AND SYSTEMS | 2016年 / 16卷 / 02期
关键词：
Entropy; Fisher information; maximal correlation;
D O I：
10.4310/CIS.2016.v16.n2.a2
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.
引用
收藏
页码：111 / 115
页数：5
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