Category:Definitions/Uncertainty

This category contains definitions related to Uncertainty.
Related results can be found in Category:Uncertainty.

Let $X$ be a discrete random variable.

Let $X$ take a finite number of values with probabilities $p_1, p_2, \dotsc, p_n$.

The uncertainty of $X$ is defined to be:

$\map H X = \ds -\sum_k p_k \lg p_k$

where:

$\lg$ denotes logarithm base $2$

the summation is over those $k$ where $p_k > 0$.