Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Entropy (information theory)
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Limiting density of discrete points=== {{Main|Limiting density of discrete points}} It turns out as a result that, unlike the Shannon entropy, the differential entropy is ''not'' in general a good measure of uncertainty or information. For example, the differential entropy can be negative; also it is not invariant under continuous co-ordinate transformations. This problem may be illustrated by a change of units when {{math|''x''}} is a dimensioned variable. {{math|''f''(''x'')}} will then have the units of {{math|1/''x''}}. The argument of the logarithm must be dimensionless, otherwise it is improper, so that the differential entropy as given above will be improper. If {{math|''Δ''}} is some "standard" value of {{math|''x''}} (i.e. "bin size") and therefore has the same units, then a modified differential entropy may be written in proper form as: <math display="block" display="block">\Eta=\int_{-\infty}^\infty f(x) \log(f(x)\,\Delta)\,dx ,</math> and the result will be the same for any choice of units for {{math|''x''}}. In fact, the limit of discrete entropy as <math> N \rightarrow \infty </math> would also include a term of <math> \log(N)</math>, which would in general be infinite. This is expected: continuous variables would typically have infinite entropy when discretized. The [[limiting density of discrete points]] is really a measure of how much easier a distribution is to describe than a distribution that is uniform over its quantization scheme.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)