Entropy and the Central Limit Theorem

  • Barron A
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Abstract

A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.

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Barron, A. R. (2007). Entropy and the Central Limit Theorem. The Annals of Probability, 14(1). https://doi.org/10.1214/aop/1176992632

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