How to integral a pdf of a continuous random variable to calculate its entropy

5 次查看（过去 30 天）
QIAO WANG
QIAO WANG 2021-2-22
评论： QIAO WANG 2021-2-24
Hi guys,
I'm trying to figure out how to get the entropy of a probability distribution. It's the standard differential entropy and the formula is: , where is the probability denstiy function.
I have referred to integral function q = integral(fun,xmin,xmax) I'm confused how to define this fun? For instance, I'm dealing with Beta distribution and I have used the following code for its pdf. However, this y is just the evaluated values of x, not exactly a fun. I suppose I can't use this y directly. So, is there a way that I can create or transfer y to a fun that I can apply with integral? Please help me with it. Thanks in advance!
pd = makedist('beta','a',50,'b',40)
x = linspace(0,1,10000);
y = pdf(pd,x);

请先登录，再回答此问题。

采纳的回答

Jeff Miller
Jeff Miller 2021-2-22
编辑：Jeff Miller 2021-2-22
Try this:
pd = makedist('beta','a',50,'b',40);
fun = @(x) pdf(pd,x) .* log( pdf(pd,x) );
H = -integral(fun,0,1)

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Lognormal Distribution 的更多信息

标签

产品


版本

R2020a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by