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 optimal entropy forms is discussed without postulating entropy property as usual. For this purpose, the entropy I is defined as a measure of uncertainty of the probability distribution p(x) of a random variable x by a variational relationship dI=d-, a definition assuring the optimization 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. 2007. ⟨hal-00117452v3⟩