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edited Dec 22, 2020 at 23:43

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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 probability-distributions it.information-theory entropy

asked Dec 22, 2020 at 22:18

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