ThmDex – An index of mathematical definitions, results, and conjectures.
F12760
Formulation 1
Let $X, Y \in \text{Random}(\mathcal{X})$ each be a D5723: Simple random variable such that
(i) \begin{equation} \forall \, x \in \mathcal{X} : p(x) : = \mathbb{P}(X = x) \end{equation}
(ii) \begin{equation} \forall \, x \in \mathcal{X} : q(x) : = \mathbb{P}(Y = x) \end{equation}
Let $\log_a$ be the D866: Standard real logarithm function in base $a \in (0, \infty) \setminus \{ 1 \}$.
Then
(1) \begin{equation} - \sum_{x \in \mathcal{X}} p(x) \log_a p(x) \leq - \sum_{x \in \mathcal{X}} p(x) \log_a q(x) \end{equation}
(2) \begin{equation} - \sum_{x \in \mathcal{X}} p(x) \log_a p(x) = - \sum_{x \in \mathcal{X}} p(x) \log_a q(x) \quad \iff \quad \forall \, x \in \mathcal{X} : p(x) = q(x) \end{equation}