time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/exponential/entropy

Entropy

Exponential distribution differential entropy.

The differential entropy (in nats) for an exponential random variable is

where λ is the rate parameter.

Usage

var entropy = require( '@stdlib/stats/base/dists/exponential/entropy' );

entropy( lambda )

Returns the differential entropy of an exponential distribution with rate parameter lambda (in nats).

var v = entropy( 9.0 );
// returns ~-1.197

v = entropy( 0.5 );
// returns ~1.693

If provided lambda < 0, the function returns NaN.

var v = entropy( -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random/base/randu' );
var round = require( '@stdlib/math/base/special/round' );
var entropy = require( '@stdlib/stats/base/dists/exponential/entropy' );

var lambda;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    lambda = randu() * 20.0;
    v = entropy( lambda );
    console.log( 'λ: %d, h(X;λ): %d', lambda.toFixed( 4 ), v.toFixed( 4 ) );
}