Shearer's inequality

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Shearer's inequality or also Shearer's lemma, in mathematics, is an inequality in information theory relating the entropy of a set of variables to the entropies of a collection of subsets. It is named for mathematician James B. Shearer.

Concretely, it states that if X1, ..., Xd are random variables and S1, ..., Sn are subsets of {1, 2, ..., d} such that every integer between 1 and d lies in at least r of these subsets, then

where is entropy and is the Cartesian product of random variables with indices j in .[1]

The inequality generalizes the subadditivity property of entropy, which can be recovered by taking for .[2]

Combinatorial version

Let be a family of subsets of (possibly with repeats) with each included in at least members of . Let be another set of subsets of . Then

where the set of possible intersections of elements of with .[2]

See also

References

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