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For a finite random variable XX with probabilities pap_a, let H(X)=−∑apalog⁡2paH(X)=-\sum_a p_a\log_2p_a, with 0log⁡20=00\log_20=0. Then H(X)≤log⁡2∣supp⁡X∣H(X)\le\log_2|\operatorname{supp}X|, equality holds for a uniform distribution, and

H(X,Y)=H(X)+H(Y∣X),H(Y∣X)≤H(Y).H(X,Y)=H(X)+H(Y\mid X),\qquad H(Y\mid X)\le H(Y).

Consequently H(Y1,…,Yn)≤∑iH(Yi)H(Y_1,\ldots,Y_n)\le\sum_iH(Y_i), and equality holds for independent coordinates. If EE is determined by YY, then

H(Y)=H(E)+∑ePr⁡(E=e)H(Y∣E=e).H(Y)=H(E)+\sum_e\Pr(E=e)H(Y\mid E=e).

These elementary facts are used on published pp. 4–7. The proof below is a compilation expansion of that foundational input.

Bears on. Problem 297.

Proof

For each positive joint probability write pa,b=papb∣ap_{a,b}=p_a p_{b\mid a}. Expanding its logarithm and summing gives the chain rule. Terms with pa=0p_a=0 contribute zero and require no conditional choice. Independence makes each conditional distribution equal to the unconditional one.

The function f(t)=−tlog⁡2tf(t)=-t\log_2t is concave on [0,1][0,1], by its second derivative on (0,1)(0,1) and continuity at zero. Apply Jensen's inequality to each probability Pr⁡(Y=b)=∑apapb∣a\Pr(Y=b)=\sum_a p_a p_{b\mid a} and sum over bb. This gives H(Y)≥∑apaH(Y∣X=a)H(Y)\ge\sum_a p_aH(Y\mid X=a). Iterating the chain rule proves subadditivity.

If XX has rr positive-probability values, concavity gives r−1∑af(pa)≤f(1/r)r^{-1}\sum_a f(p_a)\le f(1/r), so H(X)≤log⁡2rH(X)\le\log_2r. For a uniform law each term is (log⁡2r)/r(\log_2r)/r, giving equality. Finally, if EE is a function of YY, its conditional entropy given YY is zero. Apply the chain rule in the two orders to (Y,E)(Y,E).