Shannon entropy measures the average amount of information produced by a stochastic source of data. It quantifies the uncertainty inherent in a set of possible outcomes, making it a cornerstone of information theory and many statistical applications.
For a discrete random variable with probabilities (p_1, p_2, dots, p_n), the entropy is calculated using the following formula:
Higher entropy indicates a more uniform distribution of probabilities, meaning each outcome is less predictable. Conversely, lower entropy reflects a distribution where some outcomes dominate, reducing overall uncertainty.
What is Shannon entropy?
How do I calculate Shannon entropy for a discrete random variable?
What does higher entropy indicate?
Can Shannon entropy be negative?
What is the base of the logarithm in Shannon entropy?
How is Shannon entropy used in information theory?
Can I use this calculator for continuous random variables?
Results are for informational purposes only and do not constitute professional advice.
