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Fisher Information inequalities and the Central Limit Theorem | | Oliver Johnson
; Andrew Barron
; | | Date: |
2 Nov 2001 | | Journal: | Probability Theory and Related Fields, Vol 129/3, 2004, pages 391-409 DOI: 10.1007/s00440-004-0344-0 | | Subject: | Statistics; Probability MSC-class: 62B10, 60F05, 94A17 | math.ST math.PR | | Abstract: | We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L2 spaces and Poincare inequalities, to provide a better understanding of the decrease in Fisher information implied by results of Barron and Brown. We show that if the standardized Fisher information ever becomes finite then it converges to zero. | | Source: | arXiv, math.ST/0111020 | | Services: | Forum | Review | PDF | Favorites | |
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