Hölder’s identity

Publication date: Available online 11 January 2019Source: Statistics & Probability LettersAuthor(s): W.D. Brinda, Jason M. Klusowski, Dana YangAbstractWe 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.

Source: Statistics and Probability Letters - January 11, 2019 Category: Statistics Source Type: research