Article ID Journal Published Year Pages File Type
1156239 Stochastic Processes and their Applications 2007 12 Pages PDF
Abstract

We prove that the Poisson distribution maximises entropy in the class of ultra log–concave distributions, extending a result of Harremoës. The proof uses ideas concerning log-concavity, and a semigroup action involving adding Poisson variables and thinning. We go on to show that the entropy is a concave function along this semigroup.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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