Sensitivity Dependence of the Weighted Differential Entropy

Student: Shibanov Ivan

Educational Programme: Statistical Analysis of Economic and Social Processes (Master)

Final Grade: 8

Year of Graduation: 2016

The concept of weighted entropy (WE), as a generalization of Shannon entropy, takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. This work presents theoretical studies of weighted entropy from initial concept of S.Guiasu to the present fields of study. The work includes the applications of weighted entropy in chemistry and finance. The practical part of this work contains the original theoretical study of sensitivity dependence of WE in the context of particular Bayesian problem.

Full text (added May 15, 2016)

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