Entropy and the Central Limit Theorem
Open Access
- 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
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