We have measured the local electronic compressibility of a two-dimensional
hole gas as it crosses the B = 0 metal-insulator transition. In the metalli
c phase, the compressibility follows the mean-field Hartree-Fock (HF) theor
y and is found to be spatially homogeneous. In the insulating phase it devi
ates by more than an order of magnitude from the HF predictions and is spat
ially inhomogeneous. The crossover density between the two types of behavio
r agrees quantitatively with the transport critical density, suggesting tha
t the system undergoes a thermodynamic change at the transition.