ThmDex – An index of mathematical definitions, results, and conjectures.
F12744
Formulation 1
Let $X, Y \in \text{Random}(\mathcal{X})$ each be a D5723: Simple random variable.
Let $\log_a$ be the D866: Standard real logarithm function in base $a \in (0, \infty) \setminus \{ 1 \}$.
Then
(1) \begin{equation} \sum_{x \in \mathcal{X}} \mathbb{P}(X = x) \log_a \frac{\mathbb{P}(X = x)}{\mathbb{P}(Y = x)} \geq 0 \end{equation}
(2) \begin{equation} \sum_{x \in \mathcal{X}} \mathbb{P}(X = x) \log_a \frac{\mathbb{P}(X = x)}{\mathbb{P}(Y = x)} = 0 \quad \iff \quad \forall \, x \in \mathcal{X} : \mathbb{P}(X = x) = \mathbb{P}(Y = x) \end{equation}