Uncertainty Function satisfies Axioms of Uncertainty

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Theorem

Let $X$ be a random variable.

Let $X$ take a finite number of values with probabilities $p_1, p_2, \dotsc, p_n$.


Let $\map H X$ be the uncertainty function of $X$:

$\map H X = \displaystyle -\sum_k p_k \lg p_k$

where:

$\lg$ denotes logarithm base $2$
the summation is over those $k$ where $p_k > 0$.


Then the uncertainty function satisfies the Axioms of Uncertainty.


Proof


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