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The entropy of a discrete message space is a measure of the amount of uncertainty one has about which message will be chosen. It is defined as the average self-information of a message m {\displaystyle m} from that message space:
In this form the relative entropy generalizes (up to change in sign) both the discrete entropy, where the measure m is the counting measure, and the differential entropy, where the measure m is the Lebesgue measure. If the measure m is itself a probability distribution, the relative entropy is non-negative, and zero if p = m as measures.
A property of entropy is that it is maximized when all the messages in the message space are equiprobable p(x) = 1/n; i.e., most unpredictable, in which case H(X) = log n. The special case of information entropy for a random variable with two outcomes is the binary entropy function, usually taken to the logarithmic base 2, thus having the ...
Despite the foregoing, there is a difference between the two quantities. The information entropy Η can be calculated for any probability distribution (if the "message" is taken to be that the event i which had probability p i occurred, out of the space of the events possible), while the thermodynamic entropy S refers to thermodynamic probabilities p i specifically.
Many of the concepts in information theory have separate definitions and formulas for continuous and discrete cases. For example, entropy is usually defined for discrete random variables, whereas for continuous random variables the related concept of differential entropy, written (), is used (see Cover and Thomas, 2006, chapter 8).
An information diagram is a type of Venn diagram used in information theory to illustrate relationships among Shannon's basic measures of information: entropy, joint entropy, conditional entropy and mutual information. [1] [2] Information
Shannon originally wrote down the following formula for the entropy of a continuous distribution, known as differential entropy: = ().Unlike Shannon's formula for the discrete entropy, however, this is not the result of any derivation (Shannon simply replaced the summation symbol in the discrete version with an integral), and it lacks many of the properties that make the discrete entropy a ...
The above definition is for discrete random variables. The continuous version of discrete conditional entropy is called conditional differential (or continuous) entropy. Let and be a continuous random variables with a joint probability density function (,).