A proof of the Shepp-Olkin entropy monotonicity conjecture

DOI10.1214/19-EJP380arXiv1810.09791WikidataQ123274671 ScholiaQ123274671MaRDI QIDQ6308643FDOQ6308643

Publication date: 23 October 2018

Abstract: Consider tossing a collection of coins, each fair or biased towards heads, and take the distribution of the total number of heads that result. It is natural to conjecture that this distribution should be 'more random' when each coin is fairer. Indeed, Shepp and Olkin conjectured that the Shannon entropy of this distribution is monotonically increasing in this case. We resolve this conjecture, by proving that this intuition is correct. Our proof uses a construction which was previously developed by the authors to prove a related conjecture of Shepp and Olkin concerning concavity of entropy. We discuss whether this result can be generalized to

q

-R'{e}nyi and

q

-Tsallis entropies, for a range of values of

q

.

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of information, entropy (94A17)

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