Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153468 | Statistics & Probability Letters | 2009 | 5 Pages |
Abstract
Let Hg(α) be the differential entropy of the gamma distribution Gam(α,α). It is shown that (1/2)log(2Ïe)âHg(α) is a completely monotone function of α. This refines the monotonicity of the entropy in the central limit theorem for gamma random variables. A similar result holds for the inverse Gaussian family. How generally this complete monotonicity holds is left as an open problem.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yaming Yu,