相关熵

Interrelating Entropy

本文从“曲线分布密度”概念出发，对有函数关系的两个随机变量，提出“相关熵”的定义。首先论证了联含熵概念应用于这样的随机向量时，所得结果不能成立；继而提出“相关熵”定义，研究了相关熵的性质，得出一些有意义的结论。

Abstract Starting from the conception of the density of curve distribution,this essay advances the definition of 'Interrelation entropy' for the rwo random variety which has function relationship.The essay first proves the result is untenable if the conception of Joint entropy is applied to such random vectors.Then it advances the definition of interrelating entropy,researches the characters of interrelating entropy and reaches some interesting conclutions.