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Concavity of information entropy

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Information theory Information entropy
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For probability mass functions P1​,…,Pm​ and convex weights αi​, information entropy satisfies
H(∑i​αi​Pi​)≥∑i​αi​H(Pi​).
(1)
This follows from the concavity of −tlogt.

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  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 224 / 3 / c / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 224 / 2 / d / Solution

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