Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter

Fuente: arXiv
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Auteurs principaux: Braiman, Volodymyr, Malyarenko, Anatoliy, Mishura, Yuliya, Rudyk, Yevheniia Anastasiia
Format: Preprint
Publié: 2024
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author Braiman, Volodymyr
Malyarenko, Anatoliy
Mishura, Yuliya
Rudyk, Yevheniia Anastasiia
author_facet Braiman, Volodymyr
Malyarenko, Anatoliy
Mishura, Yuliya
Rudyk, Yevheniia Anastasiia
contents We consider two types of entropy, namely, Shannon and Rényi entropies of the Poisson distribution, and establish their properties as the functions of intensity parameter. More precisely, we prove that both entropies increase with intensity. While for Shannon entropy the proof is comparatively simple, for Rényi entropy, which depends on additional parameter $α>0$, we can characterize it as nontrivial. The proof is based on application of Karamata's inequality to the terms of Poisson distribution.
format Preprint
id arxiv_https___arxiv_org_abs_2403_08805
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter
Braiman, Volodymyr
Malyarenko, Anatoliy
Mishura, Yuliya
Rudyk, Yevheniia Anastasiia
Information Theory
Probability
60E05, 94A17, 26D15
We consider two types of entropy, namely, Shannon and Rényi entropies of the Poisson distribution, and establish their properties as the functions of intensity parameter. More precisely, we prove that both entropies increase with intensity. While for Shannon entropy the proof is comparatively simple, for Rényi entropy, which depends on additional parameter $α>0$, we can characterize it as nontrivial. The proof is based on application of Karamata's inequality to the terms of Poisson distribution.
title Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter
topic Information Theory
Probability
60E05, 94A17, 26D15
url https://arxiv.org/abs/2403.08805