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Suppose p and q are discrete distributions over k outcomes, q is given, for which p does the following hold?

$p_1 \log q_1 + \ldots + p_k \log q_k \ge q_1 \log q_1 + \ldots + q_k \log q_k$

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1 Answer 1

up vote 3 down vote accepted

p such that:

$$\prod_i q_i^{p_i-q_i} \ge 1$$

I arrive at this point with the following calculations:

First of all I rewrite the equation:

$$\sum_i p_i \log q_i \ge \sum_i q_i \log q_i$$

And

$$\sum_i (p_i \log q_i - q_i \log q_i) = \sum_i (\log q_i^{p_i-q_i}) = \log \prod_i q_i^{p_i-q_i} \ge 0$$

The most simple deduction about p is that

$$p_i \ge q_i , \forall i$$

with

$$q_i \ge 1$$

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