Three Concepts: Information
Assignments
Return assignments by the following lecture by e-mail (both Teemu
and Jukka) or in writing (during the lecture).
Assignment for Lecture 2: ''Mathematical Preliminaries''
Read Chapter 2 of Cover & Thomas (to be found in the course folder),
and do at least four out of the following five exercises:
- Show that ln is strictly concave.
Hint: Derivatives.
- Show that Gibbs' inequality holds as an equality if and only if
p(x) = q(x) for all x.
Hint: When does
ln(x)=x-1 hold? Alternative hint: Next exercise.
- Prove Gibbs' inequality using Jensen's
inequality.
Hint: Gibbs' inequality is also known as the
"information inequality". Note that -ln is (strictly)
convex.
- Exercise 2.2 in Cover & Thomas (1st
edition).
Hint: Look at Exercise 2.5 ("Entropy of functions
of random variable") in Cover & Thomas (1st edition). If
Y=2X or Y=cos X, in which case(s) is Y a function of X and/or X
a function of Y?
- Exercise 2.16 (item (f) optional) in
Cover & Thomas (1st edition).