The Exercise
A random variable takes one of values, the th with probability ; the are nonnegative and add up to one. Its Shannon entropy measures the uncertainty about the outcome before is observed. Theorem 11.2 identifies the distributions whose entropy is exactly , the logarithm of the number of values.
The Shannon Entropy
The Shannon entropy of a family of real numbers , indexed by a finite set , is the real number (1)✦ with the natural logarithm and . For a random variable, is the set of its values and its distribution.
The Claim
Theorem 1. Let be a nonempty finite set with elements, and let be a probability distribution on : every is nonnegative and . Then (2)✦
What Is Checked
The claim is stated over one construction, the Shannon entropy (1), taken of a probability distribution on a nonempty finite set. The library proves the equivalence (2) for every such distribution, whatever the number of outcomes.