Chapter 3. Classical Probability-Based Uncertainty Theory

  1. George J. Klir

Published Online: 7 NOV 2005

DOI: 10.1002/0471755575.ch3

Uncertainty and Information: Foundations of Generalized Information Theory

Uncertainty and Information: Foundations of Generalized Information Theory

How to Cite

Klir, G. J. (2005) Classical Probability-Based Uncertainty Theory, in Uncertainty and Information: Foundations of Generalized Information Theory, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471755575.ch3

Author Information

  1. Binghamton University—SUNY, USA

Publication History

  1. Published Online: 7 NOV 2005
  2. Published Print: 4 NOV 2005

ISBN Information

Print ISBN: 9780471748670

Online ISBN: 9780471755579

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Keywords:

  • probability functions on finite and infinite sets;
  • Bayes' theorem;
  • Shannon entropy;
  • Shannon cross-entropy

Summary

Basic ideas of classical probability theory are introduced. Shannon entropy, as a measure of probabilistic uncertainty on finite sets, is derived and its uniqueness is established. The issue of how to measure probabilistic uncertainty for infinite sets is discussed.