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Monotonicity of Entropy and Fisher Information: A Quick Proof via Maximal Correlation (1610.04174v1)
Published 13 Oct 2016 in cs.IT, math.IT, and math.PR
Abstract: A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.