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On the Entropy and the Maximum Entropy Principle of Uncertain Variables
1School of Mathematics and Statistics, Anyang Normal University, Anyang 455000, China.
Abstract:
A new variance formula is developed using the generalized inverse of an increasing function. Based on the variance formula, a new entropy formula for any uncertain variable is provided. Most of the entropy formulas in the literature are special cases of the new entropy formula. Using the new entropy formula, the maximum entropy distribution for unimodel entropy of uncertain variables is provided without using the Euler-Lagrange equation.
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