第359行: |
第359行: |
| Many of the differential entropies are from.<ref name="lazorathie">{{cite journal|author=Lazo, A. and P. Rathie|title=On the entropy of continuous probability distributions|journal=IEEE Transactions on Information Theory|year=1978|volume=24 |issue=1|doi=10.1109/TIT.1978.1055832|pages=120–122}}</ref>{{rp|120–122}} | | Many of the differential entropies are from.<ref name="lazorathie">{{cite journal|author=Lazo, A. and P. Rathie|title=On the entropy of continuous probability distributions|journal=IEEE Transactions on Information Theory|year=1978|volume=24 |issue=1|doi=10.1109/TIT.1978.1055832|pages=120–122}}</ref>{{rp|120–122}} |
| | | |
| + | --[[用户:CecileLi|CecileLi]]([[用户讨论:CecileLi|讨论]]) 【审校】补充翻译: |
| + | ==各种分布的微分熵== |
| | | |
| + | |
| + | |
| + | 在下表中,dt</math>是[[Gamma function]],<math>\psi(x)=\frac{d}{dx}\ln\Gamma(x)=\frac{\Gamma'(x)}{\Gamma(x)}</math>是[[digamma function]],<math>B(p,q)=\frac{\Gamma(p+q)}\Gamma(p+q){/math>是[[beta function]],γ<sub>''E'</sub>是[[Euler-Mascheroni常数| Euler常数]]。<ref>{引用期刊| last1=Park | first1=Sung Y.| last2=Bera | first2=Anil K.| year=2009 | title=Maximum熵自回归条件异方差模型|期刊=journal of Econometrics | publisher=Elsevier|网址=http://www.wise.xmu.edu.cn/Master/Download/..%5C..%5上传文件%5Cpaper masterdownload%5C2009519932327055475115776.pdf|访问日期=2011-06-02 |存档url=https://web.archive.org/web/20160307144515/http://智慧.xmu.edu.cn/uploadfiles/paper masterdownload/2009519932327055475115776.pdf |存档日期=2016-03-07 | url状态=dead}}</ref>{rp | 219–230} |
| + | |
| + | {| class=“wikitable”style=“b背景:白色" |
| + | |
| + | |+微分熵表 |
| + | |
| + | |- |
| + | |
| + | ! 分发名称!!概率密度函数(pdf)!![[Nat(unit)| Nat]]s | |支持中的熵 |
| + | |- |
| + | |
| + | |[[均匀分布(连续)|均匀]]| |<math>f(x)=\frac{1}{b-a}</math>| |<math>\ln(b-a)\,</math>|<math>[a,b]\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[正态分布|正态]]| |<math>f(x)=\frac{1}{\sqrt{2\pi\sigma^2}}\exp\left(\frac{(x-\mu)^2}{2\sigma^2}\right)</math>|<math>\ln left(\sigma\sqrt{2\,\pi\,e}\right)</math>|<math>(\infty,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[指数分布|指数]]| |<math>f(x)=\lambda\exp\left(-\lambda x\right)</math>| |<math>1-\ln\lambda\,</math>| |<math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Rayleigh distribution | Rayleigh]]| |<math>f(x)=\frac{x}{\sigma^2}\exp\left(-\frac{x^2}{2\sigma^2}\right)</math>|<math>1+\ln\frac{\sigma}{\sqrt{2}+\frac{\gamma E}{2}</math>|{math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |数学>f(x)f(x))=\frac{{x数学> |
| + | |
| + | |- |
| + | |
| + | |[[Cauchy分布| Cauchy]]| |<math>f(x)=\frac{\gamma}{\pi}\frac{1}{\gamma^2+x^2}</math>|<math>\ln(4\pi\gamma)\,</math>|<math>(-infty,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[中国分布| Chi分布.[中国分布| Chi分布.[中国分布.[中国分布| Chi分布.]].[中国分布|中国分布| | |数学>f(x)x(x)的数学)=\分形{{2{{k/2{k/2}{k/2}γ(k/2)γ(k/2)}}x ^ k-1}x ^ x{2}</math>|</math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[卡方分布|卡方]]| |<math>f(x)=\frac{1}{2^{k/2}\Gamma(k/2)}x^{\frac{k}{2}\!-\!1} \exp\left(-\frac{x}{2}\right)</math>{k}{2}\ln 2\Gamma\left(\frac{k}{2}\right)-\left(1-\frac{k}{2}\right)</psi\left(\frac{k}{2}\right)+\frac{k}{2}</math>{k}\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Erlang分布| Erlang]]| |<math>f(x)=\frac{\lambda^k}{(k-1)!}x^{k-1}\exp(-\lambda x)</math>| |<math>(1-k)\psi(k)+\ln\frac{\Gamma(k)}{\lambda}+k</math>| |<math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |(F)分销部门的分销ӝF]ӝ数学|数学|数学|数学(x)方面的统计{分销部门的分销ӝ分销保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保保n{u 1+n2}{2}}</math>{math>\ln\frac{n{u 1}{n}u 2}B\左(\frac{n{u 1}{2}),\frac{n{u 2}{2}\right)+\left(1-\frac{n{u 1}{2}\right)\psi\ left(\frac{n{u 1}{2}\right)</math><br/><math>\ left(1+\frac{n{u 2}{2}\right)\psi\ left(\frac{n{u 2}\right)+\frac{n{u 1+n{u 2}\psi\ left(\frac{n{u 1}\right)!+\!n\u 2}{2}\右)</math>| |<math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Gamma distribution | Gamma]]| |<math>f(x)=\frac{x^{k-1}\exp(-\frac{x}{\theta})}{\theta^k\Gamma(k)}</math>|<math>\ln(\theta\Gamma(k))+(1-k)\psi(k)+k\,</math>|<math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |拉普拉斯分布 |
| + | |
| + | |- |
| + | |
| + | |[[Logistic distribution | Logistic]]| |<math>f(x)=\frac{e^{-x}{(1+e^{-x})^2}</math>|<math>2\,</math>|<math>(\infty,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Log normal distribution | Lognormal]]| |<math>f(x)=\frac{1}{\sigma x\sqrt{2\pi}}\exp\left(\frac{(\ln x-\mu)^2}{2\sigma^2}\right)</math>| |<math>\mu+\frac{1}{2}\ln 2\pie\sigma^2)</math>|{math>[0,infty)\,</math> |
| + | |- |
| + | |
| + | |[[Maxwell-Boltzmann分布| Maxwell-Boltzmann]]| |<math>f(x)=\frac{1}{a^3}\sqrt{\frac{2}{\pi}}\,x^{2}\exp\左(\frac{x^2}{2a^2}\右)</math>| |<math>\ln(a\sqrt{2\pi})+\gamma u E-\frac{1}2}</math |<math>[0,infty)\,</math>> |
| + | |
| + | |- |
| + | |
| + | |[广义高斯分布[广义高斯分布[广义高斯分布[广义高斯分布[广义高斯分布[广义高斯分布[广义高斯分布[广义高斯分布{\alpha}{2}\右)+\frac{\alpha}{2}</math>| |<math>(-infty,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Pareto分布| Pareto]]| |<math>f(x)=\frac{\alpha x{m^\alpha}{x^{\alpha+1}</math>|{math>\ln\frac{x{m}{\alpha}+1+\frac{1}{\alpha}</math>|{math>[x{m,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Student's t-distribution | Student's t]]| |<math>f(x)=\frac{(1+x^2/\nu)^{-\frac{\nu+1}{2}}}{\sqrt{\nu}B(\frac{1}{2},\frac{\nu 2})}</math>{!+\!1} {2}\左(\psi\左(\frac{\nu\)!+\!1} {2}\对)\!-\!\psi\左(\frac{\nu}{2}\右)\right)\!+\!\ln\sqrt{\nu}B\左(\frac{1}{2},\frac{\nu}{2}\右)</math>|</math>(\infty,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[三角分布|三角]]| |<math>f(x)=\begin{cases} |
| + | |
| + | \frac{2(x-a)}{(b-a)(c-a)}&\mathrm{for\}a\le x\leq c,\\[4pt] |
| + | |
| + | \frac{2(b-x)}{(b-a)(b-c)}&\mathrm{for\}c<x\le b,\\[4pt] |
| + | |
| + | \结束{cases}</math>|{math>\frac{1}{2}+\ln\frac{b-a}{2}</math>|{math>[0,1]\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[Weibull分布| Weibull]]| |<math>f(x)=\frac{k}{\lambda^k}x^{k-1}\exp\左(\frac{x^k}{\lambda^k}\右)</math>|{math>\frac{(k-1)\gamma E}{k}+\ln frac{\lambda}{k}+1</math>{math>[0,\infty)\,</math> |
| + | |
| + | |- |
| + | |
| + | |[[多元正态分布|多元正态]]| |<数学> |
| + | |
| + | 该公司(vec{{X})的X(vec{{X})的X(vec{X{{vec{{X{{X{{{{{{{{{{{{{}}{{{{{}{}}{{e)^{N}\det(\Sigma)\}</math>| |<math>\mathbb{R}^N</math> |
| + | |
| + | |- |
| + | |
| + | |} |
| + | |
| + | |
| + | |
| + | 许多微分熵来自.<ref name=“lazorathie”>{引用期刊| author=Lazo,A.和P.Rathie | title=关于连续概率分布熵| journal=IEEE Transactions On Information Theory | year=1978 | volume=24 | issue=1 | doi=10.1109/TIT.1978.1055832 | pages=120–122}</ref>{rp | 120–122} |
| | | |
| --------- | | --------- |