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Log-Sum Inequality

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Theorem
InfoTheory

Let a1,,ana_1,\cdots,a_n and b1,,bnb_1,\cdots,b_n be positive real numbers. Then i=1nailogaibi(i=1nai)logi=1naii=1nbi\sum_{i=1}^na_i\log\frac{a_i}{b_i}\ge\left(\sum_{i=1}^na_i\right)\log\frac{\sum_{i=1}^na_i}{\sum_{i=1}^nb_i} with equality if and only if aibi= constant i=1,,n\frac{a_i}{b_i}=\text{ constant }\forall i=1,\cdots,n