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Article

Shannon Type Inequalities for Kapur’s Entropy

1
College of Mathematics, Inner Mongolia University for Nationalities, Tongliao 028043, China
2
School of Mathematical Sciences, Inner Mongolia University, Hohhot 010021, China
3
School of Mathematics and Informatics, Henan Polytechnic University, Jiaozuo 454010, China
4
School of Mathematical Sciences, Tianjin Polytechnic University, Tianjin 300387, China
*
Author to whom correspondence should be addressed.
Mathematics 2019, 7(1), 22; https://doi.org/10.3390/math7010022
Submission received: 25 November 2018 / Revised: 19 December 2018 / Accepted: 24 December 2018 / Published: 26 December 2018

Abstract

:
In the paper, by methods of the theory of majorization, the authors establish the Schur m-convexity and Shannon type inequalities for Kapur’s entropy.
MSC:
26A51; 26D15; 26E60; 94A17

1. Introduction and Main Results

Let p = ( p 1 , p 2 , , p n ) be a probability vector, that is, p i 0 for 1 i n and i = 1 n p i = 1 . The quantity
H ( p ) = i = 1 n p i ln p i ,
where, if p i = 0 , we put p i ln p i = 0 in the sum, is known as entropy of p, or the Shannon information entropy of p.
Theorem 1
([1] (p. 101)). Let p = ( p 1 , p 2 , , p n ) be a probability vector. Then H ( p ) is Schur-concave on [ 0 , 1 ] n . In particular, we have
H ( 1 , 0 , , 0 ) H ( p ) H ( p 0 ) = ln n ,
where p 0 = 1 n , 1 n , , 1 n .
Let p be a probability vector and t ( 0 , ) . The quantity
H t ( p ) = H t ( p 1 , p 2 , , p n ) = 1 i = 1 n p i t i = 1 n p i t ln p i t
is known [2] as Kapur’s entropy of order 1 and type t ( 0 , ) . It is easy to see that
H t ( p 0 ) = ln A n p 0 t = t ln n ,
where p t = p 1 t , p 2 t , , p n t and A n p t = 1 n i = 1 n p i t . It is easy to see that the inequality H 1 ( p ) ln n holds for each probability vector p. However, the inequality
H t ( p ) ln n
does not hold for each t ( 0 , ) and each probability vector p. Stolarsky [3] shows that the inequality (1) holds for t t 0 ( n ) , where t 0 ( 2 ) = 1 2 . Hereafter, Clausing [4] proved that if n > 3 and t = t 0 ( n ) , then the inequality (1) holds for each probability vector p. Thus, with respect to t ( 0 , ) , the function H t ( p ) is not strictly Schur-convex. For more information about this topic, the reader is referred to the papers [2,4,5,6,7,8,9,10,11,12,13,14] and the closely related references therein.
In this paper, we will establish the Schur m-convexity and some Shannon type inequalities for Kapur’s entropy H t ( p ) .
Our main results are the following two theorems.
Theorem 2.
Let p ( 0 , ) n , t ( 0 , ) , and λ 1 , λ 2 , , λ n [ 0 , 1 ] with i = 1 n λ i = 1 for n 2 . Then the function H t ( p ) is Schur m-concave on ( 0 , ) n for m = t and
H t ( p ) H t M t ( 1 , λ ; p ) , M t ( 2 , λ ; p ) , , M t ( n , λ ; p ) ln A n p t
with the equality in (2) holding for p 0 = 1 n , 1 n , , 1 n , where
M t ( k , λ ; p ) = i = 1 n λ i p i + k 1 t 1 / t , k = 1 , 2 , , n
with p n + i = p i for i = 1 , 2 , , n 1 .
Theorem 3.
Let p ( 0 , 1 ) n , t ( 0 , 1 ] , and λ 1 , λ 2 , , λ n [ 0 , 1 ] with i = 1 n p i = i = 1 n λ i = 1 for n 1 .
1.
If 0 < t < 1 2 and p [ q , 1 ) with 1 q n , then
ln n k = 1 n [ M 1 ( k , λ ; p ) ] t ln M 1 ( k , λ ; p ) .
2.
If 0 < t < 1 2 and p ( 0 , q ] n with 1 q n , or if 1 2 t 1 and p ( 0 , 1 ] n , then
H t ( p ) t 1 n k = 1 n [ M 1 ( k , λ ; p ) ] t ln M 1 ( k , λ ; p ) min 1 t , n 1 t ln n ,
where q = e ( 2 t 1 ) / t ( 1 t ) for 0 < t < 1 2 and M 1 ( k , λ ; p ) is defined by (3).

2. Definitions and Lemmas

For proving our main results, we need several definitions and lemmas below.
It is well known that a function φ ( x 1 , x 2 , , x n ) of n variables is said to be symmetric if its value is unchanged for any permutation of its n variables x 1 , x 2 , , x n .
Definition 1
([1,15]). Let x = ( x 1 , x 2 , , x n ) and y = ( y 1 , y 2 , , y n ) R n .
1.
A tuple x is said to be majorized by y (in symbols x y ) if i = 1 k x [ i ] i = 1 k y [ i ] for k = 1 , 2 , , n 1 and i = 1 n x i = i = 1 n y i , where x [ 1 ] x [ 2 ] x [ n ] and y [ 1 ] y [ 2 ] y [ n ] are rearrangements of x and y in a descending order.
2.
A set Ω R n is called convex if ( λ x 1 + ( 1 λ ) y 1 , λ x 2 + ( 1 λ ) y 2 , , λ x n + ( 1 λ ) y n ) Ω for each x , y Ω and λ [ 0 , 1 ] .
3.
Let Ω R n . A function φ : Ω R is said to be Schur-convex on Ω if x y on Ω implies φ ( x ) φ ( y ) . A function φ is said to be Schur-concave on Ω if and only if φ is Schur-convex.
Definition 2
([16]). Let Ω ( 0 , ) n and φ : Ω ( 0 , ) .
1.
The set Ω is said to be geometrically convex if x 1 λ y 1 1 λ , x 2 λ y 2 1 λ , , x n λ y n 1 λ Ω for each x , y Ω and λ [ 0 , 1 ] .
2.
The function φ is said to be Schur-geometrically convex on Ω if the majorization ln x = ( ln x 1 , ln x 2 , , ln x n ) ln y = ( ln y 1 , ln y 2 , , ln y n ) implies φ ( x ) φ ( y ) for each x , y Ω .
Definition 3
([17]). Let Ω ( 0 , ) n and φ : Ω ( 0 , ) .
1.
The set Ω is said to be harmonically convex if x y λ x + ( 1 λ ) y Ω for each x , y Ω and λ [ 0 , 1 ] .
2.
The function φ is said to be Schur-harmonically convex on Ω if the majorization 1 x = 1 x 1 , 1 x 2 , , 1 x n 1 y = 1 y 1 , 1 y 2 , , 1 y n implies φ ( x ) φ ( y ) for each x , y Ω .
Definition 4
([18,19,20]). Let f m ( x ) = x m 1 m , m 0 ; ln x , m = 0 . A function φ : Ω ( 0 , ) n R is said to be Schur m-power convex on Ω if the majorization relation ( f m ( x 1 ) , f m ( x 2 ) , f m ( x n ) ) ( f m ( y 1 ) , f m ( y 2 ) , f m ( y n ) ) on Ω implies that φ ( x ) φ ( y ) .
Remark 1.
It is not difficult to see that, when m 0 ,
x 1 m 1 m , x 2 m 1 m , , x n m 1 m x 1 m 1 , x 2 m 1 , , x n m 1 x 1 m , x 2 m , , x n m .
When taking m = 1 , 0 , 1 , we derive that f 1 ( x ) = x 1 , f 0 ( x ) = ln x , and f 1 ( x ) = 1 1 x in Definition 4. Therefore, we can derive from Definition 4 the Schur-convexity, Schur-geometric convexity, and Schur-harmonic convexity, respectively.
Lemma 1
([1,15,21]). Let Ω R n be a symmetric convex set with nonempty interior and let φ : Ω ( 0 , ) be a continuous symmetric function which is differentiable in the interior Ω . Then φ is a Schur-convex function on Ω if and only if
( x 1 x 2 ) φ ( x ) x 1 φ ( x ) x 2 0 , x Ω .
Lemma 2
([18,19,20]). Let Ω ( 0 , ) n be a symmetric set with nonempty interior Ω and let φ : Ω R be continuous on Ω and differentiable in Ω . Then φ is Schur m-power convex on Ω if and only if φ is symmetric on Ω such that
x 1 m x 2 m m x 1 1 m φ ( x ) x 1 x 2 1 m φ ( x ) x 2 0 , m 0
and
( ln x 1 ln x 2 ) x 1 φ ( x ) x 1 x 2 φ ( x ) x 2 0 , m = 0
for x Ω .
For more information about various convexity named after Schur, please refer to [22,23,24,25,26,27,28,29,30,31,32,33,34] and closely related references therein.

3. Shannon Type Inequalities for Kapur’s Entropy

Now we are in a position to prove our main results.
Proof of Theorem 2.
Calculating the partial derivatives of function H t ( p ) in p 1 and p 2 yields
H t ( p ) p 1 = t p 1 t 1 [ p 1 t + p 2 t + A ( p ) ] 2 p 1 t + p 2 t + A ( p ) B ( p ) + ( p 2 t + A ( p ) ) ln p 1 t p 2 t ln p 2 t
and
H t ( p ) p 2 = t p 2 t 1 [ p 1 t + p 2 t + A ( p ) ] 2 p 1 t + p 2 t + A ( p ) B ( p ) + ( p 1 t + A ( p ) ) ln p 2 t p 1 t ln p 1 t ,
where A ( p ) = i = 3 n p i t and B ( p ) = i = 3 n p i t ln p i t under the condition that any empty sum is understood as null.
Letting t = m in Definition 4 and utilizing Lemma 2 give
p 1 m p 2 m m p 1 1 m H t ( p ) p 1 p 2 1 m H t ( p ) p 2 = t ( p 1 m p 2 m ) m ( p 1 t + p 2 t + A ( p ) ) 2 [ p 1 t + p 2 t + A ( p ) B ( p ) p 1 t m p 2 t m + A ( p ) p 1 t m ln p 1 t p 2 t m ln p 2 t + p 1 t m p 2 t m p 1 m + p 2 m ln p 1 t ln p 2 t ] = p 1 t p 2 t ( p 1 t + p 2 t + A ( p ) ) 2 A ( p ) ln p 1 t ln p 2 t + p 1 t + p 2 t ln p 1 t ln p 2 t = 1 ( p 1 t + p 2 t + A ( p ) ) 2 p 1 t p 2 t ln p 1 t ln p 2 t i = 1 n p i t 0 .
Hence, the function H t ( p ) is Schur m-concave on ( 0 , ) n for m = t .
For 1 , 2 , , k { 1 , 2 , , n } and 1 k n , we have
j = 1 k p [ j ] t j = 1 k i = 1 n λ i p i + j 1 t = j = 1 k p [ j ] t i = 1 n λ i j = 1 k p i + j 1 t j = 1 k p [ j ] t i = 1 n λ i j = 1 k p [ j ] t = 0 .
Let y j = i = 1 n λ i p i + j 1 t for j = 1 , 2 , , n . If there exists 1 k 0 < n such that j = 1 k 0 y [ j ] k 0 A n p t and j = 1 k 0 + 1 y [ j ] < ( k 0 + 1 ) A n p t , that is,
i = 1 n p i t = j = 1 k 0 + 1 y [ j ] + k 0 + 2 n y [ j ] < ( k 0 + 1 ) A n p t + ( n k 0 1 ) A n p t = i = 1 n p i t ,
Then, it follows that
A n p t , A n p t , , A n p t [ M t ( 1 , λ ; p ) ] t , [ M t ( 2 , λ ; p ) ] t , , [ M t ( n , λ ; p ) ] t p 1 t , p 2 t , , p n t .
Further by virtue of Definition 4, we have
H t ( p ) H t M t ( 1 , λ ; p ) , M t ( 2 , λ ; p ) , , M t ( n , λ ; p ) ln A n p t .
The proof of Theorem 2 is thus complete. □
Proof of Theorem 3.
For all p ( 0 , 1 ) n and t ( 0 , 1 ] with i = 1 n p i = 1 , by the easily-understandable inequality
A n p t 1 n i = 1 n p i = 1 n
for 0 < t 1 , we obtain
1 n 1 t i = 1 n p i t ln p i t H t ( p ) i = 1 n p i t ln p i t .
Let F t ( p ) = i = 1 n p i t ln p i t . Then
F t ( p ) p 1 = t p 1 t 1 1 + ln p 1 t and F t ( p ) p 2 = t p 2 t 1 1 + ln p 2 t .
By Lemma 1, we obtain
( p 1 p 2 ) F t ( p ) p 1 F t ( p ) p 2 = t ( p 1 p 2 ) g ( p 2 ) g ( p 1 ) ,
where g ( p ) = p t 1 + p t 1 ln p t for p ( 0 , 1 ] . Then
  • when 0 < t < 1 2 , the function g ( p ) is increasing on ( 0 , q ] and decreasing on [ q , 1 ) ;
  • when 1 2 t 1 , the function g ( p ) is increasing on ( 0 , 1 ] .
Therefore, by Lemma 1, we find that
  • if 0 < t < 1 2 , the function F t ( p ) is Schur-convex on [ q , 1 ) n ;
  • if 0 < t < 1 2 , the function F t ( p ) is Schur-concave on ( 0 , q ] n ;
  • if 1 2 t 1 , the function F t ( p ) is Schur-concave on ( 0 , 1 ] n .
For λ 1 , λ 2 , , λ n [ 0 , 1 ] with i = 1 n λ i = 1 , we have
1 n , 1 n , , 1 n i = 1 n λ i p i , i = 1 n λ i p i + 1 , , i = 1 n λ i p i + n 1 p .
By Definition 1, we see that
  • if 0 < t < 1 2 and p [ q , 1 ) n with 1 q n , then
    H t ( p ) n t 1 F t ( p ) 1 n 1 t k = 1 n [ M 1 ( k , λ ; p ) ] t ln [ M 1 ( k , λ ; p ) ] t t ln n n ;
  • if 0 < t < 1 2 and p ( 0 , q ] n with 1 q n , then
    H t ( p ) F t ( p ) k = 1 n [ M 1 ( k , λ ; p ) ] t ln [ M 1 ( k , λ ; p ) ] t t n 1 t ln n ;
  • if 1 2 t 1 and p ( 0 , 1 ) n , the inequality (5) still holds.
The proof of Theorem 3 is thus complete. □

4. Remarks

Finally we list several remarks on our main results and closely related ones.
Remark 2.
Let p ( 0 , ) n , t 1 , λ 1 , λ 2 , , λ n [ 0 , 1 ] with i = 1 n λ i = 1 for n 2 . Since [ A n ( p ) ] t A n p t for t 1 , from Theorem 2, it follows that
H t ( p ) H t ( M t ( 1 , λ ; p ) , M t ( 2 , λ ; p ) , , M t ( n , λ ; p ) ) ln A n p t t ln A n ( p )
with equality for p 1 = p 2 = = p n > 0 , where M 1 ( k , λ ; p ) is defined by (3).
Remark 3.
Let p ( 0 , 1 ) n , t ( 0 , ) , and λ 1 , λ 2 , , λ n [ 0 , 1 ] with i = 1 n p i = i = 1 n λ i = 1 and n 2 . From Remark 2 and the inequality (4), we conclude the following results.
1.
If t 1 , we have
H t ( p ) H t ( M t ( 1 , λ ; p ) , M t ( 2 , λ ; p ) , , M t ( n , λ ; p ) ) ln A n p t t ln n
with equality for p 0 = 1 n , 1 n , , 1 n .
2.
If 0 < t < 1 , we have
H t ( p ) H t ( M t ( 1 , λ ; p ) , M t ( 2 , λ ; p ) , , M t ( n , λ ; p ) ) ln A n p t ln n .
In particular, when λ 1 = λ 2 = 1 2 and λ 3 = = λ n = 0 ,
1.
if t 1 , then
H t ( p ) H t p 1 t + p 2 t 2 t , p 2 t + p 3 t 2 t , , p n t + p 1 t 2 t ln A n p t t ln n
with equality for p 0 = 1 n , 1 n , , 1 n ;
2.
if 0 < t < 1 , then
H t ( p ) H t p 1 t + p 2 t 2 t , p 2 t + p 3 t 2 t , , p n t + p 1 t 2 t ln A n p t ln n .
Remark 4.
When 0 < t < 1 , the inequality (6) does not necessarily hold. For t = 0.369 , λ 1 = 1 , λ 2 = λ 3 = 0 , and p = ( 0.3 , 0.69 , 0.01 ) , we have
0.4053 = t ln n < H t ( p ) = 0.4215 < ln n = 1.0986 .
Remark 5.
Under conditions of Theorems 2 and 3, if 0 < t < 1 2 and p [ q , 1 ) with 1 q n , then
t ln n n 1 n k = 1 n [ M 1 ( k , λ ; p ) ] t ln [ M 1 ( k , λ ; p ) ] t H t ( p ) H t ( M t ( 1 , λ ; p ) , M t ( 2 , λ ; p ) , , M t ( n , λ ; p ) ) ln A n p t min { 1 , t n 1 t } ln n .

Author Contributions

The authors contributed equally to this work. All authors read and approved the final manuscript.

Funding

This research was supported by National Natural Science Foundation of China (Grant No. 11361038), by Foundation of Research Program of Science and Technology at Universities of Inner Mongolia Autonomous Region (Grant No. NJZZ18154), and by Natural Science Foundation of Inner Mongolia (Grant No. 2018LH01002) in China.

Acknowledgments

The authors are thankful to the anonymous referees for their careful corrections to and valuable comments on the original version of this paper.

Conflicts of Interest

The authors declare no conflict of interest.

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Xi, B.-Y.; Gao, D.-D.; Zhang, T.; Guo, B.-N.; Qi, F. Shannon Type Inequalities for Kapur’s Entropy. Mathematics 2019, 7, 22. https://doi.org/10.3390/math7010022

AMA Style

Xi B-Y, Gao D-D, Zhang T, Guo B-N, Qi F. Shannon Type Inequalities for Kapur’s Entropy. Mathematics. 2019; 7(1):22. https://doi.org/10.3390/math7010022

Chicago/Turabian Style

Xi, Bo-Yan, Dan-Dan Gao, Tao Zhang, Bai-Ni Guo, and Feng Qi. 2019. "Shannon Type Inequalities for Kapur’s Entropy" Mathematics 7, no. 1: 22. https://doi.org/10.3390/math7010022

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