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Bounds for Entropy and Divergence for Distributions over a Two-Element Set  
 
  Authors: Flemming Topsoe,  
  Keywords: Entropy, divergence, Pinsker's inequality  
  Date Received: 06/11/00  
  Date Accepted: 06/03/01  
  Subject Codes:

94A17,26D15

 
  Editors: Frank Hansen,  
 
  Abstract:

Three results dealing with probability distributions (p,q) over a two-element set are presented. The two first give bounds for the entropy function H(p,q) and are referred to as the logarithmic and the power-type bounds, respectively. The last result is a refinement of well known Pinsker-type inequalities for information divergence. The refinement readily extends to general distributions,  but the key case to consider involves distributions on a two-element set.

The discussion points to some elementary, yet non-trivial problems concerning seemingly simple concrete functions.;



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