statsmodels.sandbox.distributions.extras.SkewNorm_gen.entropy

SkewNorm_gen.entropy(*args, **kwds)

Differential entropy of the RV.

Parameters:

  • arg1 (array_like) – The shape parameter(s) for the distribution (see docstring of the instance object for more information).

  • arg2 (array_like) – The shape parameter(s) for the distribution (see docstring of the instance object for more information).

  • arg3 (array_like) – The shape parameter(s) for the distribution (see docstring of the instance object for more information).

  • ... (array_like) – The shape parameter(s) for the distribution (see docstring of the instance object for more information).

  • loc (array_like, optional) – Location parameter (default=0).

  • scale (array_like, optional (continuous distributions only).) – Scale parameter (default=1).

Notes

Entropy is defined base e:

>>> import numpy as np
>>> from scipy.stats._distn_infrastructure import rv_discrete
>>> drv = rv_discrete(values=((0, 1), (0.5, 0.5)))
>>> np.allclose(drv.entropy(), np.log(2.0))
True