=+6.14. Shannon's theorem. Suppose that X1, X2 ,... are independent, identically dis- tributed random variables taking on
Question:
=+6.14. Shannon's theorem. Suppose that X1, X2 ,... are independent, identically dis-
tributed random variables taking on the values 1 ,..., , with positive probabili-
ties P .. ..., P ,. If p.(ii) = p ;... P; and p.(w) = p(X(w) ..... X(w), then p,(w) is the probability that a new sequence of n trials would produce the particular sequence X (w), ..., X (w) of outcomes that happens actually to have been observed. Show that log p ., (w) > h = - & P; log p.
i-1 with probability 1.
In information theory 1 ,.... r are interpreted as the letters of an alphabet,
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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