Proof Outline
n
Fairly complex. First prove lemma:
n
Let
G
(
a
) be the gamma function,
Y
(
a
) be the digamma function
G
’
(
a
)/
G
(
a
) and H be the entropy function and
a
*
=
åa
j
n
Define:
d
(
a
1
,
…
,
a
r
)
n
Then:
n
Now use function properties of
Y
to derive the final
result