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 :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=919020
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