Article ID Journal Published Year Pages File Type
1153468 Statistics & Probability Letters 2009 5 Pages PDF
Abstract
Let Hg(α) be the differential entropy of the gamma distribution Gam(α,α). It is shown that (1/2)log(2πe)−Hg(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
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