Entropy

Probability theory and statistics

Entropy

Postby Guest » Sun Sep 02, 2018 9:58 am

Hi,
I have a problem with entropy.
Lets assume that p is given which is probability distribution and [tex]p_1 \ge p_2 \ge..... \ge p_n[/tex]

We choose [tex]i , 1 \le i<n[/tex] such that, we take coefficient from distribution to i (included), and create two separate distributions, [tex]p1[/tex] and [tex]p2[/tex], just normalizing each group.

How to show that, [tex]H(p_2) > H(p_1)[/tex], where [tex]H[/tex] is entropy function.

Please Help
Guest
 

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