Remarks on the Renyi Entropy of a Sum of IID Random Variables
Academic Article
Overview
Research
Identity
Additional Document Info
View All
Overview
abstract
In this note we study a conjecture of Madiman and Wang which predicted that the generalized Gaussian distribution minimizes the R'{e}nyi entropy of the sum of independent random variables. Through a variational analysis, we show that the generalized Gaussian fails to be a minimizer for the problem.