nFairly complex.
First prove lemma:
n
nLet G(a) be the gamma
function, Y(a) be the digamma function G’(a)/G(a) and H be the
entropy function and a*=åaj
n
nDefine:
n d(a1, … , ar)
n
nThen:
n
n
nNow use function
properties of Y to derive the final result