DocumentCode
919020
Title
Maximizing the entropy of a sum of independent bounded random variables
Author
Ordentlich, Erik
Author_Institution
Hewlett-Packard Labs., Palo Alto, CA
Volume
52
Issue
5
fYear
2006
fDate
5/1/2006 12:00:00 AM
Firstpage
2176
Lastpage
2181
Abstract
Let X1,...,Xn be n independent, symmetric random variables supported on the interval [-1,1] and let Sn=sigmai=1 nXi be their sum. We show that the differential entropy of Sn is maximized when X1,...,Xn-1 are Bernoulli taking on +1 or -1 with equal probability and Xn is uniformly distributed
Keywords
maximum entropy methods; random processes; differential entropy maximization; independent bounded random variables sum; Density measurement; Entropy; Information theory; Probability distribution; Random variables; Bounded random variables; Schur convexity; differential entropy; majorization; multiple-access channel;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2006.872858
Filename
1624650
Link To Document