Information Theory and the Central Limit Theorem
pdf | 10 MB | English | Isbn: 978-1860944734 | Author: Oliver Johnson | Year: 2004
Description:
This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
Category:Mathematical Matrices, Statistics, Probability & Statistics