Prove that Note: H(XY) ≤ H(X) using log sum inequality. -X and Y are random variables -X and Y are independent

Operations Research : Applications and Algorithms
4th Edition
ISBN:9780534380588
Author:Wayne L. Winston
Publisher:Wayne L. Winston
Chapter17: Markov Chains
Section17.5: Steady-state Probabilities And Mean First Passage Times
Problem 5P
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Prove that
Note:
H(XY) ≤ H(X) using log sum inequality.
-X and Y are random variables
-X and Y are independent
Transcribed Image Text:Prove that Note: H(XY) ≤ H(X) using log sum inequality. -X and Y are random variables -X and Y are independent
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