Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-224/3/c/solution

Draw uniformly from and let be uniform on independently. Then
If denotes the marginal law of , this also says . Since is uniform on ,
Subadditivity of information entropy followed by concavity of information entropy gives
Exponentiating proves .

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