DocumentCode
1044084
Title
A conditional entropy power inequality for dependent variables
Author
Johnson, Oliver
Author_Institution
Centre for Math. Sci., Cambridge Univ., UK
Volume
50
Issue
8
fYear
2004
Firstpage
1581
Lastpage
1583
Abstract
We provide a condition under which a version of Shannon´s entropy power inequality will hold for dependent variables. We first provide a Fisher information inequality extending that found in the independent case. The key ingredients are a conditional expectation representation for the score function of a sum, and the de Bruijn identity which relates entropy and Fisher information.
Keywords
entropy; information theory; Fisher information inequality; Shannons entropy; conditional entropy power inequality; de Bruijn identity; dependent variables; score function; Convolution; Cramer-Rao bounds; Entropy; Integral equations; Random variables; Entropy power inequality; Fisher information;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2004.831790
Filename
1317107
Link To Document