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Lucas Fidon edited subsection_Mutual_Information_definition_and__.tex
almost 8 years ago
Commit id: cd6e6a65c217e156d33a79efc2325884fc8f66b9
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Shannon introduced the entropy to be a measure of the quantity of information of a random variable.
Let $X: P \rightarrow E$ be a random variable with $E$ a discrete probability space.
The entropy of
$X$ $X$, noted $S(X)$ is defined as:
\[ S(X) = -\sum_{x \in E}P_{X}(x)*log(P_{X}(x)) \]
The entropy has three interpretations: