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fixed question
Aidan Rocke
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A corollary of Gibbs' inequality

Gibbs' inequality is equivalent to:

\begin{equation} \sum_{i} \ln q_i^{p_i}-\ln p_i^{p_i} \leq 0 \end{equation}

where $p_i,q_i \in [0,1]$ and $\sum_i p_i = \sum_i q_i=1$.

Now, a friend of mine suggested that:

\begin{equation} \sum_{i} \ln q_i^{p_i}-\ln p_i^{p_i} \leq 0 \implies \sum_{i} q_i^{p_i}-p_i^{p_i} \leq 0 \end{equation}

Right now I doubt this is true but I can't think of a counter-example.

Aidan Rocke
  • 3.9k
  • 19
  • 47