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Example: Random Bit String

Consider a random sequence of 1s and 0s, i.e., the probability of a 0 or 1 is always $ P(0)=P(1)=1/2$. The corresponding probability density function is

$\displaystyle p_b(x) = \frac{1}{2}\delta(x) + \frac{1}{2}\delta(x-1)
$

and the entropy is

$\displaystyle h(p_b) = \frac{1}{2}\lg(2) + \frac{1}{2}\lg(2) = \lg(2) = 1
$

Thus, 1 bit is required for each bit of the sequence. In other words, the sequence cannot be compressed. There is no redundancy.

If instead the probability of a 0 is 1/4 and that of a 1 is 3/4, we get

\begin{eqnarray*}
p_b(x) &=& \frac{1}{4}\delta(x) + \frac{3}{4}\delta(x-1)\\
h(...
...}\lg(4) + \frac{3}{4}\lg\left(\frac{4}{3}\right) = 0.81128\ldots
\end{eqnarray*}

and the sequence can be compressed about $ 19\%$.

In the degenerate case for which the probability of a 0 is 0 and that of a 1 is 1, we get

\begin{eqnarray*}
p_b(x) &=& \lim_{\epsilon \to0}\left[\epsilon \delta(x) + (1-...
...lon \cdot\lg\left(\frac{1}{\epsilon }\right) + 1\cdot\lg(1) = 0.
\end{eqnarray*}

Thus, the entropy is 0 when the sequence is perfectly predictable.


Previous: Entropy of a Probability Distribution
Next: Maximum Entropy Distributions

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


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