For the entropy summand , differentiation on givesSince as , its continuous extension to is a concave function.
Fix and define the increment on . In its interior,Thus the increment is decreasing, and its endpoint values are and . ThereforeThe cases follow directly from the endpoint values.
To obtain the sharper half-interval bound, put . It has , whileHence is a concave function on and lies above the chord joining its zero endpoints. Thus there, proving
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