statsmodels.sandbox.distributions.transformed.Transf_gen.entropy

method

Transf_gen.entropy(*args, **kwds)

Differential entropy of the RV.

Parameters

arg1, arg2, arg3,…array_like

The shape parameter(s) for the distribution (see docstring of the instance object for more information).

locarray_like, optional

Location parameter (default=0).

scalearray_like, optional (continuous distributions only).

Scale parameter (default=1).

Notes

Entropy is defined base e:

>>> drv = rv_discrete(values=((0, 1), (0.5, 0.5)))
>>> np.allclose(drv.entropy(), np.log(2.0))
True