(a) Let p,q>0 s.t. p+q=1.
Show that ln(px+qy)>= plnx+qlny
for any x,y>0
(b) Hence by induction, or otherwise, show that for p1,p2,...,pn >0 s.t. summation(i=1 to n ) pi =1
ln [summation i=1 to n (pixi)] >= summation i=1 to n (pi lnxi)
for any x1,x2,...,xn >0
( 所有 i 全部係p同x 右下角)作者: Naozumi 時間: 09-3-9 09:47 PM