2
$\begingroup$

We know that:

$$-\int \log f(x) \cdot g(x)dx,$$ where $f$ and $g$ are density functions, is known as the cross entropy. Does $$-\int \log F(x) \cdot g(x)dx,$$ where $F$ is the cumulative distribution function of $f$, have a name?

$\endgroup$
  • 1
    $\begingroup$ Could you explain in what problem or analysis this expression arises? $\endgroup$ – whuber May 8 at 14:47

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.