BOUNDS FOR ENTROPY AND DIVERGENCE FOR DISTRIBUTIONS OVER A TWO-ELEMENT SET

Three results dealing with probability distributions (p, q) over a two-element set are presented. The two first give bounds for the entropy function H(p, q) and are referred to as the logarithmic and the power-type bounds, respectively. The last result is a refinement of well known Pinsker-type inequalities for information divergence. The refinement readily extends to general distributions, but the key case to consider involves distributions on a two-element set. The discussion points to some elementary, yet non-trivial problems concerning seemingly simple concrete functions.