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The Shannon information is closely related to entropy, which is the expected value of the self-information of a random variable, quantifying how surprising the random variable is "on average". This is the average amount of self-information an observer would expect to gain about a random variable when measuring it.
For some questions, there is no known way to find an answer quickly, but if provided with an answer, it can be verified quickly. The class of questions where an answer can be verified in polynomial time is "NP", standing for "nondeterministic polynomial time". [Note 1]
Consider a random variable X whose probability distribution belongs to a parametric model P θ parametrized by θ. Say T is a statistic; that is, the composition of a measurable function with a random sample X 1,...,X n. The statistic T is said to be complete for the distribution of X if, for every measurable function g, [1]
Latent variables, as created by factor analytic methods, generally represent "shared" variance, or the degree to which variables "move" together. Variables that have no correlation cannot result in a latent construct based on the common factor model. [5] The "Big Five personality traits" have been inferred using factor analysis. extraversion [6]
Total correlation quantifies the amount of dependence among a group of variables. A near-zero total correlation indicates that the variables in the group are essentially statistically independent; they are completely unrelated, in the sense that knowing the value of one variable does not provide any clue as to the values of the other variables.
The perplexity is the exponentiation of the entropy, a more straightforward quantity. Entropy measures the expected or "average" number of bits required to encode the outcome of the random variable using an optimal variable-length code. It can also be regarded as the expected information gain from learning the outcome of the random variable ...
Once the sample mean is known, no further information about μ can be obtained from the sample itself. On the other hand, for an arbitrary distribution the median is not sufficient for the mean: even if the median of the sample is known, knowing the sample itself would provide further information about the population mean. For example, if the ...
More specifically, it quantifies the "amount of information" (in units such as shannons , nats or hartleys) obtained about one random variable by observing the other random variable. The concept of mutual information is intimately linked to that of entropy of a random variable, a fundamental notion in information theory that quantifies the ...