Communications in Information and Systems
Volume 16 (2016)
Monotonicity of entropy and Fisher information: a quick proof via maximal correlation
Pages: 111 – 115
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.
entropy, Fisher information, maximal correlation