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энтропия #1

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bdemeshev opened this issue Feb 19, 2019 · 0 comments
Open

энтропия #1

bdemeshev opened this issue Feb 19, 2019 · 0 comments
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bug Something isn't working

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@bdemeshev
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Энтропия положительна только для дискретных случайных величин. Для непрерывных, увы, даже для нормальной при маленьких сигма можно в минус уйти.

Для дискретных вообще всё хорошо с энтропией :) Можно добавить очень интуитивный смысл: энтропия — это ожидаемое число вопросов в игре "да-нетки", чтобы угадать значение случайной величины при оптимальной стратегии.
@bdemeshev bdemeshev added the bug Something isn't working label Feb 19, 2019
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