In information theory and statistics, negentropy is used as a measure of distance to normality. Out of all distributions with a given mean and variance, the normal or Gaussian distribution is the one with the highest entropy. Negentropy measures the difference in entropy between a given distribution and the Gaussian distribution with the same mean and variance. Thus, negentropy is always nonnegative, is invariant by any linear invertible change of coordinates, and vanishes if and only if the signal is Gaussian. | In information theory and statistics, negentropy is used as a measure of distance to normality. Out of all distributions with a given mean and variance, the normal or Gaussian distribution is the one with the highest entropy. Negentropy measures the difference in entropy between a given distribution and the Gaussian distribution with the same mean and variance. Thus, negentropy is always nonnegative, is invariant by any linear invertible change of coordinates, and vanishes if and only if the signal is Gaussian. |