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Daniel Li
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An "elementary" inequality

The following is left unproven in a monograph. The author refers to it as "elementary exercise" but I am unable to prove it. Any insight is appreciated.

$\int f \log f d\mu \le 2 [\int|f-1|^p d\mu]^{1/p}+\frac{2}{p-1}\int |f-1|^p d\mu, p>1$ where f is a probability density.

Daniel Li
  • 519
  • 3
  • 9