For a finite probability distribution,with . If the positive support has size , apply the given strict Jensen inequality to the random variable :Equality requires and constant almost surely, so all probabilities are . Conversely the uniform distribution attains this bound. Thus , with exactly that equality case.
Define . The joint entropy identity follows by writing and expanding its logarithm. If , then and , giving the desired decomposition.
Group the first two symbols together and keep the third separate. If , the identity becomeswhere . Binary entropy is at most one, with equality precisely at . HenceEquality holds exactly when . When , , so the same conclusion holds at the boundary.
The capacity of a discrete memoryless channel is , in bits per channel use. For the binary symmetric channel with crossover probability , and . A uniform input makes the output uniform, attainingFor the binary erasure channel, let be its erasure indicator. This flag is visible in the output and independent of the input. If there is no erasure, the output reveals the input; otherwise it reveals nothing. Consequentlyagain attained by a uniform input. These formulas include crossover probabilities zero and one, and complete erasure.
Let be the original input, the output of the first channel, and the final output. The independent erasure flag is observable from . The mutual information chain rule, conditioning on that flag, givesThe same uniform input maximizes as in the binary symmetric channel. ThusThis scaling works because the erasure event is independent of both the input and the first channel noise.
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