Maximizable informational entropy as measure of probabilistic uncertainty

C.J. Ou (1) , A. El Kaabouchi (1) , L. Nivanen (1) , F. Tsobnang (1) , A. Le Méhauté (1) , Qiuping A. Wang (1)

1 ISMANS CESI - Institut Supérieur des Mécaniques et Matériaux Avancés

In this work, we consider a recently proposed entropy S (called varentropy) defined by a variational relationship dI=beta*(d-) as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized virtual work principle =0 leading to maximum entropy d(I-beta*)=0. This paper presents an analytical investigation of this maximizable entropy for several distributions such as stretched exponential distribution, kappa-exponential distribution and Cauchy distribution.

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

C.J. Ou, A. El Kaabouchi, L. Nivanen, F. Tsobnang, A. Le Méhauté, et al.. Maximizable informational entropy as measure of probabilistic uncertainty. 2008. ⟨hal-00266082⟩