Return to Question

edited tags

Link

edited Dec 22, 2020 at 23:43

127.7k
8
107
229

pr.probability real-analysis probability-distributions it.information-theory entropy

formatting

Link

edited Dec 22, 2020 at 22:26

63.9k
5
187
286

Integrability of $\int log\log(f(x)) f(x) dx$ for a probability density function $f$

Source Link

asked Dec 22, 2020 at 22:18

3
1

Integrability of $\int log(f(x)) f(x) dx$ for a probability density function $f$

I am looking for weak conditions when a probability density function $f$ on $\mathbb{R}^d$ has a finite integral

$$ \int_{\mathbb{R}^d} \log(f(x)) f(x) dx. $$

Any references would be appreciated.

pr.probability real-analysis entropy