Discrete Math Seminar Fall 2008

Derivation of the uncertainty function

Abby Brackins, UNL; Nov 25
The average uncertainty of a discrete random variable X is given by a function, H(X). We will discuss the axioms that a reasonable function for uncertainty must satisfy, and show that $-C\sum_{i=1}^{M}p_{i}log(p_{i})$ is the only function that satisfies these axioms. We will conclude with a few different interpretations of H(X).