A proof of the Shepp–Olkin entropy monotonicity conjecture

Erwan Hillion, Oliver Johnson
2019 Electronic Journal of Probability  
General rights This document is made available in accordance with publisher policies. Please cite only the published version using the reference above. Full terms of use are available: http://www.bristol.ac.uk/pure/about/ebr-terms Electron. 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 suppose that this distribution should be 'more random' when each coin is fairer. In this
more » ... aper, we prove a 40 year old conjecture of Shepp and Olkin, by showing that the Shannon entropy is monotonically increasing in this case, using a construction inspired by optimal transport theory. We discuss whether this result can be generalized to q-Rényi and q-Tsallis entropies, for a range of values of q.
doi:10.1214/19-ejp380 fatcat:r22wckvxsndxllkbin42peafsu