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Bernoulli relative entropy lower bound (d(a,b)≥2(a−b)2)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics f-divergence Kullback-Leibler divergence Binary partition bound for relative entropy
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For d(a,b)=alog(a/b)+(1−a)log((1−a)/(1−b)), the second derivative with respect to a is 1/[a(1−a)]≥4. Its value and first derivative at a=b vanish, so d(a,b)≥2(a−b)2. Boundary values follow by continuity or the infinite-divergence convention. Together with the binary partition bound for relative entropy, this gives Pinsker's inequality with the natural-logarithm constant.

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  1. Binary partition bound for relative entropy
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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 36 / 1 / Solution

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