Article ID Journal Published Year Pages File Type
1153042 Statistics & Probability Letters 2010 7 Pages PDF
Abstract

We prove that the Rényi entropy of order αα (α>1α>1) of the normalized sums of IID random variables with continuous differentiable density is convergent to the Rényi entropy of order αα of the standard Gaussian distribution, and obtain the corresponding rates of convergence.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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The convergence of the Rényi entropy of the normalized sums of IID random variables
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