In this article, we are concerned with the following inequality
(1)
where 0<pi <1, 0<q<1, (i=l, 2,…,n)
, n is a fixed positive integer, n≥2 and f(p)≠0 for <p<l.
This inequality was first considered by A. Renyi, who gave the general differentiate solution of (1) for n≥3, [1]. With the help of this inequality one can characterize Renyi’s entropy [2].
We shall state later the Renyi’s result, which will be a special case of the Theorem 3.