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Concavity of information entropy
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Mathematics
Area of mathematics
Probability and statistics
Information theory
Information entropy
2026-09-28
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For
probability mass functions
P
1
,
…
,
P
m
and convex
weights
α
i
,
information entropy
satisfies
H
(
∑
i
α
i
P
i
)
≥
∑
i
α
i
H
(
P
i
)
.
(1)
This follows from the
concavity
of
−
t
lo
g
t
.
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Information entropy
Information theory
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Area of mathematics
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