Title :
Maximizing the entropy of a sum of independent random variables
Author :
Ordentlich, Erik
Author_Institution :
Hewlett-Packard Labs., Palo Alto, CA, USA
fDate :
29 Jun-4 Jul 1997
Abstract :
We show that the differential entropy of a sum of independent symmetric random variables supported on [-1,1] is maximal when one is uniformly distributed and the remaining are Bernoulli ±1
Keywords :
entropy; information theory; multi-access systems; optimisation; random processes; differential entropy; entropy maximization; independent symmetric random variables sum; multiple access system; Additive noise; Entropy; Fasteners; Mathematics; Probability distribution; Random variables; Signal to noise ratio; Throughput; Time sharing computer systems;
Conference_Titel :
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location :
Ulm
Print_ISBN :
0-7803-3956-8
DOI :
10.1109/ISIT.1997.613195
