Fisher information and the central limit theorem |
| |
| Authors: | Sergey G. Bobkov Gennadiy P. Chistyakov Friedrich Götze |
| |
| Affiliation: | 1. School of Mathematics, University of Minnesota, 127 Vincent Hall, 206 Church St. S.E., Minneapolis, MN, 55455, USA
2. Fakult?t für Mathematik, Universit?t Bielefeld, Postfach 100131, 33501, Bielefeld, Germany
|
| |
| Abstract: | An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is studied via properties of the Fisher information along convolutions. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
