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pinsker
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affeldt-aist committed Jul 25, 2024
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Expand Up @@ -538,7 +538,8 @@ Qed.

Lemma Pinsker_inequality_weak : d(P , Q) <= sqrt (2 * D(P || Q)).
Proof.
rewrite -(sqrt_Rsqr (d(P , Q))); last exact/pos_var_dist.
rewrite -(sqrt_Rsqr (d(P , Q))); last first.
exact/RleP/pos_var_dist.
apply sqrt_le_1_alt.
apply (@leR_pmul2l (/ 2)); first by apply invR_gt0; lra.
apply (@leR_trans (D(P || Q))); last first.
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