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Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.

21 votes

Question about information measurement for continuous random variable

The core issue is that Shannon's definition of differential entropy was a mistake - it doesn't have any of the nice properties that you would expect from the discrete case. Here are a couple other ser …
Paul Siegel's user avatar
  • 29.2k
18 votes
2 answers
947 views

Is there an axiomatic characterization of the entropy of a continuous random variable?

Let $X$ be a random variable taking values in $\{1,\ldots,n\}$, and let $p_i$ denote the probability of the event $\{X = i\}$. Shannon defined the entropy of $X$ to be the quantity $$H(X) = -\sum_i …
Paul Siegel's user avatar
  • 29.2k