  This paper concerns the folklore statement that ``entropy is a lower bound
for compression''. More precisely we derive from the entropy theorem a simple
proof of a pointwise inequality firstly stated by Ornstein and Shields and
which is the almost-sure version of an average inequality firstly stated by
Khinchin in 1953. We further give an elementary proof of original Khinchin
inequality that can be used as an exercise for Information Theory students and
we conclude by giving historical and technical notes of such inequality.
