On an Inequality of Karlin and Rinott Concerning Weighted Sums of i.i.d. Random Variables
arXiv:0909.4126 · doi:10.1239/aap/1231340171
Abstract
We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
arXiv comment<= 4 pages
Cited by in corpus (11)
- The entropy per coordinate of a random vector is highly constrained under convexity conditions
- Forward and Reverse Entropy Power Inequalities in Convex Geometry
- Gaussian mixtures: entropy and geometric inequalities
- Entropy bounds on abelian groups and the Ruzsa divergence
- A Colonel Blotto Gladiator Game
- Monotonic Convergence in an Information-Theoretic Law of Small Numbers
- Some stochastic inequalities for weighted sums
- Two remarks on generalized entropy power inequalities
- Relative log-concavity and a pair of triangle inequalities
- On the inclusion probabilities in some unequal probability sampling plans without replacement
- Entropies of sums of independent gamma random variables