Tag Archives: exposition

Proofs of Doob-Dynkin Lemma

Table of Contents 1. uniqueness of H 2. counterexamples 3. proof when g has a countable range, with nice Y 4. proof when Y is the Cantor space 5. proof when Y is the unit interval 6. proof for standard … Continue reading

Posted in Mathematics | Tagged , | 4 Comments

Shannon’s entropy of random variables and partitions

Table of Contents 1. entropy for dummies 1.1. definition of entropy of r.v. and joint entropy 1.2. the town 1.3. intuition for entropy and its properties 1.4. intuition for the notion of surprisal 2. intuition for conditional entropy and its … Continue reading

Posted in Mathematics | Tagged , , , , | 1 Comment