Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-224/4/c/solution

A distribution on must have . For , put and let
For any mass function with mean , Gibbs inequality gives
Thus the geometric distribution uniquely maximizes entropy. For , the only admissible law is the point mass at one, which is the limiting geometric case .

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