Prove that the maximal entropy of a discrete random variable is log, n (n being the number of possible values of the random variable) and is attained for P₁ = P₂ = = P₁ = 1/n.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 35E
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Prove that the maximal entropy of a discrete random
variable is logan (n being the number of possible values of the random variable)
and is attained for P₁ = P2 = = P₁ = 1/n.
Transcribed Image Text:Prove that the maximal entropy of a discrete random variable is logan (n being the number of possible values of the random variable) and is attained for P₁ = P2 = = P₁ = 1/n.
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