Timeline for entropy of normal distribution
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 12, 2010 at 1:41 | vote | accept | octopus | ||
| Jul 12, 2010 at 1:40 | comment | added | octopus | Ok I apologize I didn't see that Joseph's formula didn't have the e in the log argument. Thanks KConrad for pointing that out! Now this seems to be consistent everywhere! | |
| Jul 9, 2010 at 23:38 | comment | added | Joseph O'Rourke | @KConrad: Thanks for responding while I was out of touch! Yes, I think the discrepancy can be resolved by manipulations of $\log(e)$ and minus signs. | |
| Jul 9, 2010 at 21:12 | comment | added | KConrad | Octopus: Wikipedia is a big site. Care to tell us exactly what page you are looking at with a link? At en.wikipedia.org/wiki/Normal_distribution the table on the right at the top lists the entropy as $(1/2)\log(2\pi{e}\sigma^2)$, which is the same thing as $(1/2)log(2\pi\sigma^2) + 1/2$ since $\log(e) = 1$. So this is the same formula Joseph gives up to an overall minus sign (I wouldn't use "negative" entropy; the standard entropy formula should have an overall minus sign in it which cancels out that negative sign.) | |
| Jul 9, 2010 at 20:51 | comment | added | octopus | That's what I got too when i manually derived the formula of E[log(p(x))]. however, the wikipedia formula for entropy of a normal distribution differs by a term of 1/2... Would you have some insight on why that is? Thanks, -Octi | |
| Jul 9, 2010 at 20:38 | history | answered | Joseph O'Rourke | CC BY-SA 2.5 |