Probability distribution and entropy as a measure of uncertainty

Qiuping A. Wang (1)

1 ISMANS CESI - Institut Supérieur des Mécaniques et Matériaux Avancés

The relationship between three probability distributions and their maximizable entropy forms is discussed without postulating entropy property. For this purpose, the entropy I is defined as a measure of uncertainty of the probability distribution of a random variable x by a variational relationship , a definition underlying the maximization of entropy for corresponding distribution.

Mots clés: invariant probability; entropy; variational principle

Domaines: Mécanique statistique [cond-mat.stat-mech]

Qiuping A. Wang. Probability distribution and entropy as a measure of uncertainty. 2008. ⟨hal-00117452v4⟩