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Results tagged with entropy
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user 56447
A mathematical quantity designed to measure the amount of randomness of a random variable.
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Propagation of uncertainty: entropy of multinomial
My goal is to estimate the entropy of a multinomial distribution, based on a single observation (a set of counts for each possible outcome). … I also want to calculate the uncertainty in my estimated entropy based on the uncertainty in the pmf. I'm confused about the case of two outcomes with equal probability. …
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