Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter

Volodymyr Braiman, Anatoliy Malyarenko, Yuliya Mishura, Yevheniia Anastasiia Rudyk
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Abstract

We consider two types of entropy, namely, Shannon and R\'{e}nyi entropies of the Poisson distribution, and establish their properties as the functions of intensity parameter. More precisely, we prove that both entropies increase with intensity. While for Shannon entropy the proof is comparatively simple, for R\'{e}nyi entropy, which depends on additional parameter $\alpha>0$, we can characterize it as nontrivial. The proof is based on application of Karamata's inequality to the terms of Poisson distribution.
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泊松分布的香农熵和雷尼熵作为强度参数函数的特性
我们考虑了两种熵,即泊松分布的香农熵和 R\'{e}nyi 熵,并确定了它们作为强度参数函数的性质。更准确地说,我们证明了这两种熵都随强度的增加而增加。对于香农熵,证明相对简单,而对于依赖于附加参数 $\alpha>0$ 的 R/'{e}nyi 熵,我们可以将其描述为非难证。证明基于对泊松分布项应用卡拉马塔正弦定理。
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