entropy越大说明信息量越多说明越好预测


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送交者: HunHunSheng 于 2008-07-10, 20:15:50:

回答: 盼望正态一为好算二为保守吧。作最坏的打算,最好的努力。 由 短江学者 于 2008-07-10, 19:54:19:

I'll give you an example. For normal distrubution N(mu,sigma^2), 68% of data will fall into the range
(mu+/-sigma) whose width is 2 sigma. For a uniform distribution (mu+/-delta). 68% of data will fall
into (mu+/-0.68delta) whose width is 2*delta. Find the
delta so that the standard deviation of this unioform
distribution will be the same as sigma. Then check
which width is bigger 2*sigma or 2*delta. I believe
2*sigma is smaller which means it is easier to predict
where mu is for the normal distribiution.

If this counter exsample holds, then your conclusion
is wrong!




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