Differential entropy

Differential entropy (also referred to as continuous entropy) in information theory is a property of absolutely continuous probability distributions which generalizes the Shannon entropy to continuous probability distributions.

In terms of measure theory, the differential entropy of a probability measure is the negative relative entropy from that measure to the Lebesgue measure, where the latter is treated as if it were a probability measure, despite being unnormalized.

This article is issued from Wikipedia. The text is available under Creative Commons Attribution-Share Alike 4.0 unless otherwise noted. Additional terms may apply for the media files.