DocumentCode
756127
Title
On the Maximum Entropy Properties of the Binomial Distribution
Author
Yu, Yaming
Author_Institution
Dept. of Stat., Univ. of California, Irvine, CA
Volume
54
Issue
7
fYear
2008
fDate
7/1/2008 12:00:00 AM
Firstpage
3351
Lastpage
3353
Abstract
It is shown that the Binomial(n,p) distribution maximizes the entropy in the class of ultra-log-concave distributions of order n with fixed mean np. This result, which extends a theorem of Shepp and Olkin (1981), is analogous to that of Johnson (2007), who considers the Poisson case. The proof constructs a Markov chain whose limiting distribution is Binomial(n,p) and shows that the entropy never decreases along the iterations of this Markov chain.
Keywords
Markov processes; Poisson distribution; binomial distribution; maximum entropy methods; Markov chain; Poisson case; binomial distribution; maximum entropy properties; ultra log concave distributions; Bernoulli sum; Markov chain; hypergeometric thinning; ultra-log-concavity;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2008.924715
Filename
4545002
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