Weighted entropies

Bruce Ebanks

Open Mathematics (2010)

  • Volume: 8, Issue: 3, page 602-615
  • ISSN: 2391-5455

Abstract

top
We present an axiomatic characterization of entropies with properties of branching, continuity, and weighted additivity. We deliberately do not assume that the entropies are symmetric. The resulting entropies are generalizations of the entropies of degree α, including the Shannon entropy as the case α = 1. Such “weighted” entropies have potential applications to the “utility of gambling” problem.

How to cite

top

Bruce Ebanks. "Weighted entropies." Open Mathematics 8.3 (2010): 602-615. <http://eudml.org/doc/269619>.

@article{BruceEbanks2010,
abstract = {We present an axiomatic characterization of entropies with properties of branching, continuity, and weighted additivity. We deliberately do not assume that the entropies are symmetric. The resulting entropies are generalizations of the entropies of degree α, including the Shannon entropy as the case α = 1. Such “weighted” entropies have potential applications to the “utility of gambling” problem.},
author = {Bruce Ebanks},
journal = {Open Mathematics},
keywords = {Entropy; Weighted additivity; System of functional equations; Utility of gambling; Weighted utility; Branching; weighted additivity; entropy; system of functional equations; utility of gambling; weighted utility; branching; Shannon entropy},
language = {eng},
number = {3},
pages = {602-615},
title = {Weighted entropies},
url = {http://eudml.org/doc/269619},
volume = {8},
year = {2010},
}

TY - JOUR
AU - Bruce Ebanks
TI - Weighted entropies
JO - Open Mathematics
PY - 2010
VL - 8
IS - 3
SP - 602
EP - 615
AB - We present an axiomatic characterization of entropies with properties of branching, continuity, and weighted additivity. We deliberately do not assume that the entropies are symmetric. The resulting entropies are generalizations of the entropies of degree α, including the Shannon entropy as the case α = 1. Such “weighted” entropies have potential applications to the “utility of gambling” problem.
LA - eng
KW - Entropy; Weighted additivity; System of functional equations; Utility of gambling; Weighted utility; Branching; weighted additivity; entropy; system of functional equations; utility of gambling; weighted utility; branching; Shannon entropy
UR - http://eudml.org/doc/269619
ER -

References

top
  1. [1] Aczél J., personal communication, March 13, 2007 
  2. [2] de Bruijn N.G., Functions whose differences belong to a given class, Nieuw Arch. Wiskd. (2), 1951, 23, 194–218 Zbl0042.28805
  3. [3] Ebanks B.R., The branching property in generalized information theory, Adv. in Appl. Probab., 1978, 10, 788–802 http://dx.doi.org/10.2307/1426659 Zbl0401.94013
  4. [4] Ebanks B.R., Branching and generalized-recursive inset entropies, Proc. Amer. Math. Soc., 1980, 79, 260–267 http://dx.doi.org/10.2307/2043247 Zbl0401.94014
  5. [5] Ebanks B.R., Functional equations for weighted entropies, Results Math., 2009, 55, 329–357 http://dx.doi.org/10.1007/s00025-009-0435-4 Zbl1184.39013
  6. [6] Ebanks B.R., Sahoo P.K., Sander W., Characterizations of Information Measures, World Scientific, Singapore/New Jersey/London/Hong Kong, 1998 
  7. [7] Havrda J., Charvát F., Quantification method of classification processes. Concept of structural α-entropy, Kybernetika (Prague), 1967, 3, 30–35 Zbl0178.22401
  8. [8] Kemperman J.H.B., A general functional equation, Trans. Amer. Math. Soc., 1957, 86, 28–56 http://dx.doi.org/10.2307/1992864 Zbl0079.33402
  9. [9] Luce R.D., Marley A.A.J., Ng C.T., Entropy-related measures of the utility of gambling, In: Brams S., Gehrlein W., Roberts F. (Eds.), The Mathematics of Preference, Choice, and Order: Essays in Honor of Peter C. Fishburn, Springer, New York, 2009, 5–25 http://dx.doi.org/10.1007/978-3-540-79128-7_1 
  10. [10] Luce R.D., Ng C.T., Marley A.A.J., Aczél J., Utility of gambling I: Entropy-modified linear weighted utility, Economic Theory, 2008, 36, 1–33 http://dx.doi.org/10.1007/s00199-007-0260-5 Zbl1136.91008
  11. [11] Luce R.D., Ng C.T., Marley A.A.J., Aczél J., Utility of gambling II: Risk, paradoxes, and data, Economic Theory, 2008, 36, 165–187 http://dx.doi.org/10.1007/s00199-007-0259-y Zbl1137.91010
  12. [12] Marley A.A.J., Luce R.D., Independence properties vis-à-vis several utility representations, Theory and Decision, 2005, 58, 77–143 http://dx.doi.org/10.1007/s11238-005-2460-4 Zbl1137.91382
  13. [13] Ng C.T., Measures of information with the branching property over a graph and their representations, Inform. and Control, 1979, 41, 214–231 http://dx.doi.org/10.1016/S0019-9958(79)90571-0 Zbl0423.94006
  14. [14] Ng C.T., Luce R.D., Marley A.A.J., Utility of gambling when events are valued: An application of inset entropy, Theory and Decision, 2009, 67, 23–63 http://dx.doi.org/10.1007/s11238-007-9065-z Zbl1168.91336
  15. [15] Ng C.T., Luce R.D., Marley A.A.J., Utility of gambling under p-additive joint receipt and segregation or duplex decomposition, J. Math. Psych., 2009, 53, 273–286 http://dx.doi.org/10.1016/j.jmp.2009.04.001 Zbl1187.91067

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.