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I know that Shannon entropy is defined as $-\sum_{i=1}^kp_i\log(p_i)$. For the uniform distribution, $p_i=\frac{1}{k}$, so this becomes $-\sum_{i=1}^k\frac{1}{k}\log\left(\frac{1}{k}\right)$. Further rearrangement produces the following:

$-\sum_{i=1}^k\frac{1}{k}\log(k)^{-1}$

$\sum_{i=1}^k\frac{1}{k}\log(k)$

This is where I am stuck. I need the solution to come to $\log(k)$. What is the next step?

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    $\begingroup$ You have the sum of $(1/k) \log k$, each repeated $k$ times. Try this one. What is $1/k$ repeated $k$ times? Just $k (1/k) = 1$. $\endgroup$
    – Nick Cox
    Commented Apr 20, 2019 at 9:34

2 Answers 2

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Using Lagrange multipliers we have the equation:

$$\mathcal{L} = \left \{ -\sum_i^k p_i \log p_i - \lambda\left ( \sum_i^k p_i - 1 \right )\right \}$$

Maximizing with respect to the probability,

$$\frac{\partial \mathcal{L}}{\partial p_i} = 0 = -\log p_i - 1 - \lambda \implies $$

$$p_i = e^{-(1+\lambda)}\tag{1}$$

Maximizing with respect to $\lambda$:

$$\frac{\partial \mathcal{L}}{\partial \lambda} = 0 = - \sum_i^k p_i + 1 \implies$$

$$ \sum_i^k p_i = 1 \tag{2}$$

Substituting equation (1) into equation (2):

$$\sum_i^k e^{-(1+\lambda)} = 1 \implies$$

$$k e^{-(1+\lambda)} = 1 $$

Since $p_i = e^{-(1+\lambda)}$

$$p_i = \frac{1}{k}$$

The Shannon Entropy formula now becomes

$$ H = - \sum_i^k \frac{1}{k}\log \frac{1}{k}$$

Since $k$ does not depend on the summation,

$$H = \frac{k}{k} \log k = \log k$$

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This is a constrained maximization problem in $k$ variables $p_1,p_2,...p_k$. The objective function is

$$-\sum_{i=1}^kp_i\log(p_i)$$

and the constraint is

$$\sum_{i=1}^kp_i = 1$$

Form the Lagrangean and I guess you can proceed from here.

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