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A mathematical quantity designed to measure the amount of randomness of a random variable.

7 votes

Proving that Shannon entropy is maximised for the uniform distribution

1 \tag{2}$$ Substituting equation (1) into equation (2): $$\sum_i^k e^{-(1+\lambda)} = 1 \implies$$ $$k e^{-(1+\lambda)} = 1 $$ Since $p_i = e^{-(1+\lambda)}$ $$p_i = \frac{1}{k}$$ The Shannon Entropy
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Shannon Information | Understanding from a Microstate Perspective

$H(X) = \log_2 2 = 1 \;\mathrm{bits}$ For the biased coin where heads has a probability $p_h = 0.3$ the entropy is, $$H(X) = - ( 0.3 \log_2 0.3 + 0.7 \log_2 0.7) = 0.88\;\mathrm{bits}$$ The entropy for … In my opinion the best and most clear understanding of entropy is "Where We Do Stand on Maximum Entropy"[pg. 12-27] by E.T. Jaynes …
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"Entropy" in Fantasy Football League

League A does have more entropy. In the Boltzmann equation for entropy: $$S=k \ln W$$ $W$ is defined as the "ways" or complete set of possible configurations of a system. … In a Maximum Entropy sense, because this is an unconstrained problem and have no more information, this problem would match the Laplace "Principle of Indifference" which simplifies into the uniform distribution …
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1 vote

Conflicting Definition of Information in Statistics | Fisher Vs Shannon

The higher entropy at $P(X = 0.5)$ produces the maximum uncertainty. …
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