Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 30 1 c Solution Created 2026-10-03 Updated 2026-10-14
Fix . Take independent random variables and . Their convolution isby the binomial theorem. Thus has Poisson distribution with parameter . Conditioning on only translates , so . The entropy monotonicity under independent addition yields .
In fact the inequality is strict. The covariance is positive, so and are not independent random variables. Their information entropies are finite, and the equality criterion from part (a) excludes equality. Therefore the Poisson entropy monotonicity gives the stronger conclusion