The Duality of Entropy/Extropy, and Completion of the Kullback Information Complex

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Abstract

The refinement axiom for entropy has been provocative in providing foundations of information theory, recognised as thoughtworthy in the writings of both Shannon and Jaynes. A resolution to their concerns has been provided recently by the discovery that the entropy measure of a probability distribution has a dual measure, a complementary companion designated as “extropy”. We report here the main results that identify this fact, specifying the dual equations and exhibiting some of their structure. The duality extends beyond a simple assessment of entropy, to the formulation of relative entropy and the Kullback symmetric distance between two forecasting distributions. This is defined by the sum of a pair of directed divergences. Examining the defining equation, we notice that this symmetric measure can be generated by two other explicable pairs of functions as well, neither of which is a Bregman divergence. The Kullback information complex is constituted by the symmetric measure of entropy/extropy along with one of each of these three function pairs. It is intimately related to the total logarithmic score of two distinct forecasting distributions for a quantity under consideration, this being a complete proper score. The information complex is isomorphic to the expectations that the two forecasting distributions assess for their achieved scores, each for its own score and for the score achieved by the other. Analysis of the scoring problem exposes a Pareto optimal exchange of the forecasters’ scores that both are willing to engage. Both would support its evaluation for assessing the relative quality of the information they provide regarding the observation of an unknown quantity of interest. We present our results without proofs, as these appear in source articles that are referenced. The focus here is on their content, unhindered. The mathematical syntax of probability we employ relies upon the operational subjective constructions of Bruno de Finetti.
Lingua originaleEnglish
Numero di pagine11
RivistaEntropy
Volume20
Stato di pubblicazionePublished - 2018

All Science Journal Classification (ASJC) codes

  • Physics and Astronomy(all)

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