ThmDex – An index of mathematical definitions, results, and conjectures.
F12761
Formulation 2
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 \frac{p(x)}{q(x)} \geq 0 \end{equation}
(2) \begin{equation} \sum_{x \in \mathcal{X}} p(x) \log_a \frac{p(x)}{q(x)} = 0 \quad \iff \quad \forall \, x \in \mathcal{X} : p(x) = q(x) \end{equation}