Communications in Information and Systems

Volume 16 (2016)

Number 2

Monotonicity of entropy and Fisher information: a quick proof via maximal correlation

Pages: 111 – 115



Thomas A. Courtade (Department of Electrical Engineering and Computer Sciences, University of California at Berkeley)


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

Published 28 March 2017