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Maximum entropy on a finite alphabet (H(X)≤log2​m)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Information theory Information entropy Maximum entropy distribution on a finite set
2026-10-05  0 By others on same topic  0 Discussions Create my own version
An information entropy on at most m outcomes is at most log2​m, with equality for the uniform distribution on all m outcomes. For the uniform reference u, the Kullback-Leibler divergence is D(p∥u)=log2​m−H(p)≥0, proving the bound.

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  1. Maximum entropy distribution on a finite set
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  • Past exam of the mathematics course of the University of Cambridge / 2019 / iii / Paper 323 / 2 / iii / Solution

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