Proof that $H(X) leq log(|A|)$ (Shannon entropy)











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The full question states:



"Show that $$H(X) leq log(|A|)$$
with equality if and only if $P_X$ is uniform. Hint: use the Gibbs or log-sum inequality "



I used "$A$" as the alphabet in here. My lecturer is using curly "X" which I don't know how to type in MathJax.



The equality part is rather straight forward.



Suppose $A={1,...,m}$ and $P_X(x)=frac{1}{m} forall x$. Then of course $|A|=m$
And $$H(X)=-sum_{x=1}^m frac{1}{m}log(frac{1}{m})=-log(frac{1}{m})=log(m)=log(|A|)$$



It is the inequality part that I am not sure how to show. Thanks for any help










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    up vote
    0
    down vote

    favorite












    The full question states:



    "Show that $$H(X) leq log(|A|)$$
    with equality if and only if $P_X$ is uniform. Hint: use the Gibbs or log-sum inequality "



    I used "$A$" as the alphabet in here. My lecturer is using curly "X" which I don't know how to type in MathJax.



    The equality part is rather straight forward.



    Suppose $A={1,...,m}$ and $P_X(x)=frac{1}{m} forall x$. Then of course $|A|=m$
    And $$H(X)=-sum_{x=1}^m frac{1}{m}log(frac{1}{m})=-log(frac{1}{m})=log(m)=log(|A|)$$



    It is the inequality part that I am not sure how to show. Thanks for any help










    share|cite|improve this question


























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      The full question states:



      "Show that $$H(X) leq log(|A|)$$
      with equality if and only if $P_X$ is uniform. Hint: use the Gibbs or log-sum inequality "



      I used "$A$" as the alphabet in here. My lecturer is using curly "X" which I don't know how to type in MathJax.



      The equality part is rather straight forward.



      Suppose $A={1,...,m}$ and $P_X(x)=frac{1}{m} forall x$. Then of course $|A|=m$
      And $$H(X)=-sum_{x=1}^m frac{1}{m}log(frac{1}{m})=-log(frac{1}{m})=log(m)=log(|A|)$$



      It is the inequality part that I am not sure how to show. Thanks for any help










      share|cite|improve this question















      The full question states:



      "Show that $$H(X) leq log(|A|)$$
      with equality if and only if $P_X$ is uniform. Hint: use the Gibbs or log-sum inequality "



      I used "$A$" as the alphabet in here. My lecturer is using curly "X" which I don't know how to type in MathJax.



      The equality part is rather straight forward.



      Suppose $A={1,...,m}$ and $P_X(x)=frac{1}{m} forall x$. Then of course $|A|=m$
      And $$H(X)=-sum_{x=1}^m frac{1}{m}log(frac{1}{m})=-log(frac{1}{m})=log(m)=log(|A|)$$



      It is the inequality part that I am not sure how to show. Thanks for any help







      probability logarithms information-theory entropy






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      edited Nov 21 at 15:38









      Bernard

      117k637109




      117k637109










      asked Nov 21 at 15:34









      Kudera Sebastian

      525216




      525216






















          2 Answers
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          For any probability distributions $p, q$ on $A$, Gibbs inequality states that
          $$
          H(p)=-sum_{kin A} p(k)log p(k)leq -sum_{kin A} p(k)log q(k)
          $$

          with equality iff $p=q$. Take $q$ to correspond to a uniform distribution on $A$. Then
          $$
          H(p)leq -sum_{kin A} p(k)log frac{1}{|A|}=log|A|
          $$

          with equality iff $p$ is a uniform distribution as desired.






          share|cite|improve this answer




























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            down vote













            Let $p_i$s be the corresponding probabilities of the source $X$ and $q_i={1over |A|}$ for $i=1,2,cdots , |A|$ . Therefore using Gibbs' inequality we obtain:$$H(X)=-sum p_ilog p_ile -sum p_ilog q_i=-log {1over |A|}sum p_i=log |A|$$



            For further reading, you can refer to https://en.wikipedia.org/wiki/Gibbs%27_inequality






            share|cite|improve this answer





















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              2 Answers
              2






              active

              oldest

              votes








              2 Answers
              2






              active

              oldest

              votes









              active

              oldest

              votes






              active

              oldest

              votes








              up vote
              1
              down vote



              accepted










              For any probability distributions $p, q$ on $A$, Gibbs inequality states that
              $$
              H(p)=-sum_{kin A} p(k)log p(k)leq -sum_{kin A} p(k)log q(k)
              $$

              with equality iff $p=q$. Take $q$ to correspond to a uniform distribution on $A$. Then
              $$
              H(p)leq -sum_{kin A} p(k)log frac{1}{|A|}=log|A|
              $$

              with equality iff $p$ is a uniform distribution as desired.






              share|cite|improve this answer

























                up vote
                1
                down vote



                accepted










                For any probability distributions $p, q$ on $A$, Gibbs inequality states that
                $$
                H(p)=-sum_{kin A} p(k)log p(k)leq -sum_{kin A} p(k)log q(k)
                $$

                with equality iff $p=q$. Take $q$ to correspond to a uniform distribution on $A$. Then
                $$
                H(p)leq -sum_{kin A} p(k)log frac{1}{|A|}=log|A|
                $$

                with equality iff $p$ is a uniform distribution as desired.






                share|cite|improve this answer























                  up vote
                  1
                  down vote



                  accepted







                  up vote
                  1
                  down vote



                  accepted






                  For any probability distributions $p, q$ on $A$, Gibbs inequality states that
                  $$
                  H(p)=-sum_{kin A} p(k)log p(k)leq -sum_{kin A} p(k)log q(k)
                  $$

                  with equality iff $p=q$. Take $q$ to correspond to a uniform distribution on $A$. Then
                  $$
                  H(p)leq -sum_{kin A} p(k)log frac{1}{|A|}=log|A|
                  $$

                  with equality iff $p$ is a uniform distribution as desired.






                  share|cite|improve this answer












                  For any probability distributions $p, q$ on $A$, Gibbs inequality states that
                  $$
                  H(p)=-sum_{kin A} p(k)log p(k)leq -sum_{kin A} p(k)log q(k)
                  $$

                  with equality iff $p=q$. Take $q$ to correspond to a uniform distribution on $A$. Then
                  $$
                  H(p)leq -sum_{kin A} p(k)log frac{1}{|A|}=log|A|
                  $$

                  with equality iff $p$ is a uniform distribution as desired.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Nov 21 at 16:02









                  Foobaz John

                  20.3k41250




                  20.3k41250






















                      up vote
                      0
                      down vote













                      Let $p_i$s be the corresponding probabilities of the source $X$ and $q_i={1over |A|}$ for $i=1,2,cdots , |A|$ . Therefore using Gibbs' inequality we obtain:$$H(X)=-sum p_ilog p_ile -sum p_ilog q_i=-log {1over |A|}sum p_i=log |A|$$



                      For further reading, you can refer to https://en.wikipedia.org/wiki/Gibbs%27_inequality






                      share|cite|improve this answer

























                        up vote
                        0
                        down vote













                        Let $p_i$s be the corresponding probabilities of the source $X$ and $q_i={1over |A|}$ for $i=1,2,cdots , |A|$ . Therefore using Gibbs' inequality we obtain:$$H(X)=-sum p_ilog p_ile -sum p_ilog q_i=-log {1over |A|}sum p_i=log |A|$$



                        For further reading, you can refer to https://en.wikipedia.org/wiki/Gibbs%27_inequality






                        share|cite|improve this answer























                          up vote
                          0
                          down vote










                          up vote
                          0
                          down vote









                          Let $p_i$s be the corresponding probabilities of the source $X$ and $q_i={1over |A|}$ for $i=1,2,cdots , |A|$ . Therefore using Gibbs' inequality we obtain:$$H(X)=-sum p_ilog p_ile -sum p_ilog q_i=-log {1over |A|}sum p_i=log |A|$$



                          For further reading, you can refer to https://en.wikipedia.org/wiki/Gibbs%27_inequality






                          share|cite|improve this answer












                          Let $p_i$s be the corresponding probabilities of the source $X$ and $q_i={1over |A|}$ for $i=1,2,cdots , |A|$ . Therefore using Gibbs' inequality we obtain:$$H(X)=-sum p_ilog p_ile -sum p_ilog q_i=-log {1over |A|}sum p_i=log |A|$$



                          For further reading, you can refer to https://en.wikipedia.org/wiki/Gibbs%27_inequality







                          share|cite|improve this answer












                          share|cite|improve this answer



                          share|cite|improve this answer










                          answered Nov 21 at 17:15









                          Mostafa Ayaz

                          13.5k3836




                          13.5k3836






























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