Hölder's identity

W. D. Brinda, Jason M. Klusowski, Dana Yang

Research output: Contribution to journalArticlepeer-review

Abstract

We clarify that Hölder's inequality can be stated more generally than is often realized. This is an immediate consequence of an analogous information-theoretic identity which we call Hölder's identity. We also explain Andrew R. Barron's original use of the identity.

Original languageEnglish (US)
Pages (from-to)150-154
Number of pages5
JournalStatistics and Probability Letters
Volume148
DOIs
StatePublished - May 2019
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Hölder's inequality
  • Information theory
  • Measure theory

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