Gaussian Function Properties
Maximum Entropy Property of the
Gaussian Distribution
Example: Random Bit StringSearch Spectral Audio Signal Processing
Would you like to be notified by email when Julius Orion Smith III publishes a new entry into his blog?
Consider a random sequence of 1s and 0s, i.e., the probability of a 0 or
1 is always
. The corresponding probability density function
is
If instead the probability of a 0 is 1/4 and that of a 1 is 3/4, we get
and the sequence can be compressed about
.
In the degenerate case for which the probability of a 0 is 0 and that of a 1 is 1, we get
Thus, the entropy is 0 when the sequence is perfectly predictable.
