Suppose $X$ is a discrete random variable that takes $k$ different values with the probability that $X = x_i$ defined to be $p(X = x_i) = p_i$. The entropy of the random variable $X$ is given by: \begin{align} \mathbf{H}[p] = - \sum_i p(x_i)\, \mathrm{ln}\, p(x_i) \end{align} The maximum entropy configuration can be found by maximizing $\mathbf{H}$ using a Lagrange Multiplier to enforce the normalization constraint on the probabilities. Thus we maximize, \begin{align} \widetilde{\mathrm{H}} &= - \sum_i p(x_i)\, \mathrm{ln}\, p(x_i) + \lambda \left(\sum_i p(x_i) - 1\right) \\ \dfrac{\partial \widetilde{\mathrm{H}}}{\partial p(x_i)} &= -1 - \mathrm{ln}\, p(x_i) + \lambda \end{align} for all $i$ from 1 to $k$. When $\widetilde{\mathrm{H}}$ is maximized, $\dfrac{\partial \widetilde{\mathrm{H}}}{\partial p(x_i)} = 0$. So, from (3), \begin{align} -1 - \mathrm{ln}\, p(x_i) + \lambda &= 0 \\ -1 + \lambda &= \mathrm{ln}\, p(x_i) \\ p(x_i) &= e^{\lambda - 1} \end{align} Also, \begin{align} \sum_i p(x_i) &= 1 \end{align} From (6), \begin{align} k p(x_i) &= 1 \\ p(x_i) &= \dfrac{1}{k} \end{align} which means all $p(x_i)$ are equal, which shows that the discrete distribution with maximum entropy is the $\textbf{uniform distribution}.$
The corresponding value of entropy is given by, \begin{align} \mathbf{H} &= - \sum_i \dfrac{1}{k}\, \mathrm{ln}\, \dfrac{1}{k} \\ &= k \cdot - \dfrac{1}{k}\, \mathrm{ln}\, \dfrac{1}{k} \\ &= ln\,k \end{align} To verify that (9), is indeed the value that maximises the entropy, we evaluate the second derivative of the entropy which gives, \begin{align} \dfrac{\partial^2 \widetilde{\mathrm{H}}}{\partial p(x_i) p(x_j)} &= - I_{ij} \dfrac{1}{p_i} = -k I_{ij} \end{align} where $I_{ij}$ is the identity matrix. Since the second derivative is negative, we know that the function indeed attains a maximum.