Question: Consider an N letter source with probabilities Pi i
Consider an N - letter source with probabilities, Pi, i = 1, 2, 3… N. The entropy of the source is given by
Prove that the discrete distribution that maximizes the entropy is a uniform distribution. Hint: You need to perform a constrained optimization since the source probabilities must form a valid probability mass function, and thus p1+ p2+…+ pN = 1.
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