Solution

ID: past-exam-of-the-information-theory-course-of-the-university-of-oxford/2023/1/d/solution

Set , and . If , the two probability mass functions agree and the bound is zero. Otherwise every . The half-interval entropy summand bound, with and , gives
By the triangle inequality, followed by Jensen's inequality for the concave function ,
This proves the requested finite-alphabet entropy continuity bound:

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