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Entropy and the Central Limit Theorem

Andrew R. Barron
The Annals of Probability
Vol. 14, No. 1 (Jan., 1986), pp. 336-342
Stable URL: http://www.jstor.org/stable/2244098
Page Count: 7
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Entropy and the Central Limit Theorem
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Abstract

A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.

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