The equation for the Gaussian probability density function looks a little scary at first, but this video should help you understand what each of the terms is doing, and how they fit together. After watching the video download the spreadsheet which shows the calculations and plots from this video (tip: the Apple Numbers.app version includes images […]
October 12, 2014
Entropy: understanding the equation
The equation for entropy is very often presented in textbooks without much explanation, other than to say it has the desired properties. Here, I attempt an informal derivation of the equation starting from uniform probability distributions. A good way to think about information is in terms of sending messages. In the video, we send messages […]