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Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 224 / 2 / c

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 224 2
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c
Use the distribution R associated with the code in part b. Since 2L(x)=(KR(x))−1,
EP​2ρL(X)=K−ρ∑x​P(x)R(x)−ρ≥∑x​P(x)R(x)−ρ.
(1)
For α=1/(1+ρ), Holder inequality, equivalently the indicated Jensen inequality, gives
∑x​P(x)R(x)−ρ≥(∑x​P(x)α)1/α.
(2)
Therefore
ρ1​log2​E2ρL(X1n​)≥ρ1+ρ​log2​∑x​Pn​(x)1/(1+ρ)=Hα​(X1n​).
(3)

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