# Miss_Figg

Karma: 2
• We want to prove:

This can be rewrit­ten as:

After mov­ing ev­ery­thing to the right hand side and sim­plify­ing, we get:

Now if we just prove that is a prob­a­bil­ity dis­tri­bu­tion, then the left hand side is , and Kul­lback-Leibler di­ver­gence is always non­nega­tive.

Ok, q is ob­vi­ously non­nega­tive, and its in­te­gral equals 1:

Q.e.d.