# 2019-09 Discrete entropy

Suppose that $$X$$ is a discrete random variable on the set $$\{ a_1, a_2, \dots \}$$ with $$P(X=a_i) = p_i$$. Define the discrete entropy
$H(X) = -\sum_{n=1}^{\infty} p_i \log p_i.$
Find constants $$C_1, C_2 \geq 0$$ such that
$e^{2H(X)} \leq C_1 Var(X) + C_2$
holds for any $$X$$.

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