All Questions

Is it possible to give an expression for the conditional differential entropy $h(A+B\mid C+D),$ where $A,B,C,D$ are normally distributed with known standard deviations $σ_A,\ldots,σ_D$ and where all ...

It is known that the first order error term in the Shannon entropy formula for a binomial distribution is $1/n$ (for example, see the Wikipedia page Binomial distribution), where in the limit $n \to \...

Suppose that $Z$ is a Gaussian random variable independent of $X$ and $Y$. Moreover suppose that $h(X) \geq h(Y)$, where $h(\cdot)$ is the differential Shannon entropy. Does relation $h(X+Z) \geq h(Y+...

I have asked this question on MathSE, but I got no replies, so I thought of trying here. Consider the Gaussian distribution on $\mathbb{R}$ with mean $m$ and variance $t=\sigma^2$. This has the ...

I'm looking for a measure to analysis the uncertainty observed in a set of variables (with multivariate Gaussian distribution). So, I've tried conventional Shanon entropy (differential entropy) which ...