Research of Information Measure of Random Variable
Li LiZhengpeng Wu · Systems Enging-theory Methodology Application · 2001
It is pointed out that two defects existed in the direct application of Boltzmann Shannon entropy and its general forms to measure random variable information in the research of decision making theory or other fields. Four conditions the random variable information function should satisfy are proposed subsequently, on which, a new method is deduced to measure discrete random variable information and the exclusiveness of its function is demonstrated. This measure retained most properties of Boltzmann Shannon entropy and possessed some new ones. In the end, it is extended to the continuous random variable. Good effects were received when it was put into the research of decision making theory.