Entropy(2): Other good properties about entropy

In the last article, I listed the 4 basic properties that make entropy a good representation of uncertainty. Here, as a continuation of the last article, I want to list some other important properties of entropy.


The following property 5-7 are summarized from [1].

Property 5: Uniform distribution with more classes has higher entropy

H m > H n H_m>H_n Hm>Hn if m > n m>n m>n. Where m m m and n n n are number of classes.

Property 6: Entropy is non-negative

H ( X ) ≥ 0 H(X) \geq 0 H(X)0
with equality achieved when eg. H ( 0 , … , 0 , 1 ) H(0,\dots,0,1) H(0,,0,1).

Property 7: Change the order of the arguments does not change the entropy

H ( p 1 , p 2 ) = H ( p 2 , p 1 ) H(p_1,p_2) = H(p_2,p_1) H(p1,p2)=H(p2,p1)
Or to say it has some symmetry.


The following properties are collected from other sources. They may relate to specific distributions or specific real world problems.

Property 8: Gaussian has max entropy in continuous distribution with finite variance

The Gaussian distribution has max entropy compared to all continuous distributions covering the entire real line x ∈ ( − ∞ , ∞ ) x\in(-\infty,\infty) x(,) but having a finite mean and variance.
Or to say that among all the distributions that has a fixed variance, Gaussian has the largest entropy.

Property 9: Shannon entropy is the average (expected) length of the random event

For a message or event with probability p p p, the most efficient (i.e. compact) encoding of that message will require − log ⁡ 2 ( p ) -\log_2(p) log2(p) bits.
Then for a random event with K K K outcomes each having probability p i p_i pi, the expected length of the event is − ∑ i = 1 K p i log ⁡ 2 p i -\sum_{i=1}^K p_i \log_2 p_i i=1Kpilog2pi.

References

[1] Entropy is a measure of uncertainty, Sebastian Kwiatkowski

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