On an Inequality of Karlin and Rinott Concerning Weighted Sums of i.i.d. Random Variables
Yaming Yu
TL;DR
This paper establishes an entropy comparison result for weighted sums of i.i.d. random variables, providing insights into their distributional properties and inequalities.
Contribution
It introduces a new entropy-based inequality for weighted sums of i.i.d. variables, extending previous results in the field.
Findings
Entropy comparison inequality proved
Applicable to various distributions of i.i.d. variables
Enhances understanding of weighted sum behaviors
Abstract
We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
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