In Information Theory, what is the lower bound that minimizes the value of $2^{l_x}$
Here is the question from my notes:
Suppose we wish to find a decipherable code that minimizes the expected value of $2^{l_x}$ for a probability distribution $p(x)$. Establish the lower bound
$$Ebig(2^{l_x}big)geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{1}$$
Hint: Use Cauchy-Schwarz
I am not really sure what to do in here but here is what I did:
$E(l_x)=sum_x p(x)l_x$ hence I say that
$$E(2^{l_x})=sum_x p(x)2^{l_x} tag{2}$$
Hence
$$sum_x p(x)2^{l_x}geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{3}$$
I take roots of both side and expand the summations:
$$sqrt{p(1)}+...sqrt{p(n)}leqsqrt{p(1)2^{l_1}+...p(n)2^{l_n}}tag{4}$$
The Cauchy Schwarz which I am supposed to use is I think something along those lines:
$$|x_1y_1+...+x_ny_n|leqsqrt{x_1^2+...x_n^2}sqrt{y_1^2+...y_n^2} tag{5}$$
Any hints on what to do here would be greatly appreciated.
probability inequality summation information-theory expected-value
add a comment |
Here is the question from my notes:
Suppose we wish to find a decipherable code that minimizes the expected value of $2^{l_x}$ for a probability distribution $p(x)$. Establish the lower bound
$$Ebig(2^{l_x}big)geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{1}$$
Hint: Use Cauchy-Schwarz
I am not really sure what to do in here but here is what I did:
$E(l_x)=sum_x p(x)l_x$ hence I say that
$$E(2^{l_x})=sum_x p(x)2^{l_x} tag{2}$$
Hence
$$sum_x p(x)2^{l_x}geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{3}$$
I take roots of both side and expand the summations:
$$sqrt{p(1)}+...sqrt{p(n)}leqsqrt{p(1)2^{l_1}+...p(n)2^{l_n}}tag{4}$$
The Cauchy Schwarz which I am supposed to use is I think something along those lines:
$$|x_1y_1+...+x_ny_n|leqsqrt{x_1^2+...x_n^2}sqrt{y_1^2+...y_n^2} tag{5}$$
Any hints on what to do here would be greatly appreciated.
probability inequality summation information-theory expected-value
2
What is $l_x$ here?
– Clement C.
Nov 26 at 23:22
Length of the code word
– Kudera Sebastian
Nov 27 at 10:57
add a comment |
Here is the question from my notes:
Suppose we wish to find a decipherable code that minimizes the expected value of $2^{l_x}$ for a probability distribution $p(x)$. Establish the lower bound
$$Ebig(2^{l_x}big)geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{1}$$
Hint: Use Cauchy-Schwarz
I am not really sure what to do in here but here is what I did:
$E(l_x)=sum_x p(x)l_x$ hence I say that
$$E(2^{l_x})=sum_x p(x)2^{l_x} tag{2}$$
Hence
$$sum_x p(x)2^{l_x}geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{3}$$
I take roots of both side and expand the summations:
$$sqrt{p(1)}+...sqrt{p(n)}leqsqrt{p(1)2^{l_1}+...p(n)2^{l_n}}tag{4}$$
The Cauchy Schwarz which I am supposed to use is I think something along those lines:
$$|x_1y_1+...+x_ny_n|leqsqrt{x_1^2+...x_n^2}sqrt{y_1^2+...y_n^2} tag{5}$$
Any hints on what to do here would be greatly appreciated.
probability inequality summation information-theory expected-value
Here is the question from my notes:
Suppose we wish to find a decipherable code that minimizes the expected value of $2^{l_x}$ for a probability distribution $p(x)$. Establish the lower bound
$$Ebig(2^{l_x}big)geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{1}$$
Hint: Use Cauchy-Schwarz
I am not really sure what to do in here but here is what I did:
$E(l_x)=sum_x p(x)l_x$ hence I say that
$$E(2^{l_x})=sum_x p(x)2^{l_x} tag{2}$$
Hence
$$sum_x p(x)2^{l_x}geq bigg(sum_x sqrt{p(x)}bigg)^2 tag{3}$$
I take roots of both side and expand the summations:
$$sqrt{p(1)}+...sqrt{p(n)}leqsqrt{p(1)2^{l_1}+...p(n)2^{l_n}}tag{4}$$
The Cauchy Schwarz which I am supposed to use is I think something along those lines:
$$|x_1y_1+...+x_ny_n|leqsqrt{x_1^2+...x_n^2}sqrt{y_1^2+...y_n^2} tag{5}$$
Any hints on what to do here would be greatly appreciated.
probability inequality summation information-theory expected-value
probability inequality summation information-theory expected-value
edited Nov 27 at 13:32
leonbloy
40.3k645107
40.3k645107
asked Nov 26 at 23:10
Kudera Sebastian
534216
534216
2
What is $l_x$ here?
– Clement C.
Nov 26 at 23:22
Length of the code word
– Kudera Sebastian
Nov 27 at 10:57
add a comment |
2
What is $l_x$ here?
– Clement C.
Nov 26 at 23:22
Length of the code word
– Kudera Sebastian
Nov 27 at 10:57
2
2
What is $l_x$ here?
– Clement C.
Nov 26 at 23:22
What is $l_x$ here?
– Clement C.
Nov 26 at 23:22
Length of the code word
– Kudera Sebastian
Nov 27 at 10:57
Length of the code word
– Kudera Sebastian
Nov 27 at 10:57
add a comment |
1 Answer
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active
oldest
votes
Notice that we are speaking here of "decipherable codes", so we must put that restriction in play somehow. Fortunately we have Kraft-McMillan inequality.
So we must have $sum_x 2^{-l_x}le 1$.
Let's call $a_x = 2^{-l_x}$ and $b_x = p_x 2^{l_x}=p_x a_x^{-1} $
Then we want to bound $E=sum b_x$ subject to $sum a_x le 1$
Now, for any non-negative $a_x,b_x$ , we can write Cauchy-Schwarz as
$$sum_x sqrt{a_x b_x} le sqrt{ sum_x a_x}sqrt{ sum_x b_x} tag{1}$$
In our case this gives
$$sum_x sqrt{p_x} le sqrt{E} sqrt{ sum_x a_x} le sqrt{E} tag{2}$$
which gives the desired bound.
add a comment |
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1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
Notice that we are speaking here of "decipherable codes", so we must put that restriction in play somehow. Fortunately we have Kraft-McMillan inequality.
So we must have $sum_x 2^{-l_x}le 1$.
Let's call $a_x = 2^{-l_x}$ and $b_x = p_x 2^{l_x}=p_x a_x^{-1} $
Then we want to bound $E=sum b_x$ subject to $sum a_x le 1$
Now, for any non-negative $a_x,b_x$ , we can write Cauchy-Schwarz as
$$sum_x sqrt{a_x b_x} le sqrt{ sum_x a_x}sqrt{ sum_x b_x} tag{1}$$
In our case this gives
$$sum_x sqrt{p_x} le sqrt{E} sqrt{ sum_x a_x} le sqrt{E} tag{2}$$
which gives the desired bound.
add a comment |
Notice that we are speaking here of "decipherable codes", so we must put that restriction in play somehow. Fortunately we have Kraft-McMillan inequality.
So we must have $sum_x 2^{-l_x}le 1$.
Let's call $a_x = 2^{-l_x}$ and $b_x = p_x 2^{l_x}=p_x a_x^{-1} $
Then we want to bound $E=sum b_x$ subject to $sum a_x le 1$
Now, for any non-negative $a_x,b_x$ , we can write Cauchy-Schwarz as
$$sum_x sqrt{a_x b_x} le sqrt{ sum_x a_x}sqrt{ sum_x b_x} tag{1}$$
In our case this gives
$$sum_x sqrt{p_x} le sqrt{E} sqrt{ sum_x a_x} le sqrt{E} tag{2}$$
which gives the desired bound.
add a comment |
Notice that we are speaking here of "decipherable codes", so we must put that restriction in play somehow. Fortunately we have Kraft-McMillan inequality.
So we must have $sum_x 2^{-l_x}le 1$.
Let's call $a_x = 2^{-l_x}$ and $b_x = p_x 2^{l_x}=p_x a_x^{-1} $
Then we want to bound $E=sum b_x$ subject to $sum a_x le 1$
Now, for any non-negative $a_x,b_x$ , we can write Cauchy-Schwarz as
$$sum_x sqrt{a_x b_x} le sqrt{ sum_x a_x}sqrt{ sum_x b_x} tag{1}$$
In our case this gives
$$sum_x sqrt{p_x} le sqrt{E} sqrt{ sum_x a_x} le sqrt{E} tag{2}$$
which gives the desired bound.
Notice that we are speaking here of "decipherable codes", so we must put that restriction in play somehow. Fortunately we have Kraft-McMillan inequality.
So we must have $sum_x 2^{-l_x}le 1$.
Let's call $a_x = 2^{-l_x}$ and $b_x = p_x 2^{l_x}=p_x a_x^{-1} $
Then we want to bound $E=sum b_x$ subject to $sum a_x le 1$
Now, for any non-negative $a_x,b_x$ , we can write Cauchy-Schwarz as
$$sum_x sqrt{a_x b_x} le sqrt{ sum_x a_x}sqrt{ sum_x b_x} tag{1}$$
In our case this gives
$$sum_x sqrt{p_x} le sqrt{E} sqrt{ sum_x a_x} le sqrt{E} tag{2}$$
which gives the desired bound.
answered Nov 27 at 13:45
leonbloy
40.3k645107
40.3k645107
add a comment |
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2
What is $l_x$ here?
– Clement C.
Nov 26 at 23:22
Length of the code word
– Kudera Sebastian
Nov 27 at 10:57