INFORMATION THEORY & THE CENTRAL LIMIT..
| By: | Johnson Oliver T |
| Publisher: | World Scientific Publishing |
| Print ISBN: | 9781860944734 |
| eText ISBN: | 9781860945373 |
| Edition: | 0 |
| Format: | Page Fidelity |
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This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.